CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0436 |
1.0400 |
-0.0036 |
-0.3% |
1.0453 |
High |
1.0442 |
1.0422 |
-0.0020 |
-0.2% |
1.0493 |
Low |
1.0384 |
1.0365 |
-0.0019 |
-0.2% |
1.0381 |
Close |
1.0395 |
1.0381 |
-0.0014 |
-0.1% |
1.0447 |
Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0112 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
44 |
127 |
83 |
188.6% |
274 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0560 |
1.0528 |
1.0412 |
|
R3 |
1.0503 |
1.0471 |
1.0397 |
|
R2 |
1.0446 |
1.0446 |
1.0391 |
|
R1 |
1.0414 |
1.0414 |
1.0386 |
1.0402 |
PP |
1.0389 |
1.0389 |
1.0389 |
1.0383 |
S1 |
1.0357 |
1.0357 |
1.0376 |
1.0345 |
S2 |
1.0332 |
1.0332 |
1.0371 |
|
S3 |
1.0275 |
1.0300 |
1.0365 |
|
S4 |
1.0218 |
1.0243 |
1.0350 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0776 |
1.0724 |
1.0509 |
|
R3 |
1.0664 |
1.0612 |
1.0478 |
|
R2 |
1.0552 |
1.0552 |
1.0468 |
|
R1 |
1.0500 |
1.0500 |
1.0457 |
1.0470 |
PP |
1.0440 |
1.0440 |
1.0440 |
1.0426 |
S1 |
1.0388 |
1.0388 |
1.0437 |
1.0358 |
S2 |
1.0328 |
1.0328 |
1.0426 |
|
S3 |
1.0216 |
1.0276 |
1.0416 |
|
S4 |
1.0104 |
1.0164 |
1.0385 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0493 |
1.0365 |
0.0128 |
1.2% |
0.0054 |
0.5% |
13% |
False |
True |
59 |
10 |
1.0493 |
1.0324 |
0.0169 |
1.6% |
0.0065 |
0.6% |
34% |
False |
False |
59 |
20 |
1.0493 |
1.0095 |
0.0398 |
3.8% |
0.0067 |
0.6% |
72% |
False |
False |
63 |
40 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0064 |
0.6% |
83% |
False |
False |
97 |
60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0052 |
0.5% |
88% |
False |
False |
66 |
80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0040 |
0.4% |
88% |
False |
False |
51 |
100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0032 |
0.3% |
88% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0664 |
2.618 |
1.0571 |
1.618 |
1.0514 |
1.000 |
1.0479 |
0.618 |
1.0457 |
HIGH |
1.0422 |
0.618 |
1.0400 |
0.500 |
1.0394 |
0.382 |
1.0387 |
LOW |
1.0365 |
0.618 |
1.0330 |
1.000 |
1.0308 |
1.618 |
1.0273 |
2.618 |
1.0216 |
4.250 |
1.0123 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0394 |
1.0406 |
PP |
1.0389 |
1.0398 |
S1 |
1.0385 |
1.0389 |
|