CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0355 |
-0.0045 |
-0.4% |
1.0453 |
| High |
1.0422 |
1.0391 |
-0.0031 |
-0.3% |
1.0493 |
| Low |
1.0365 |
1.0337 |
-0.0028 |
-0.3% |
1.0381 |
| Close |
1.0381 |
1.0391 |
0.0010 |
0.1% |
1.0447 |
| Range |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0112 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
127 |
14 |
-113 |
-89.0% |
274 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0535 |
1.0517 |
1.0421 |
|
| R3 |
1.0481 |
1.0463 |
1.0406 |
|
| R2 |
1.0427 |
1.0427 |
1.0401 |
|
| R1 |
1.0409 |
1.0409 |
1.0396 |
1.0418 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0378 |
| S1 |
1.0355 |
1.0355 |
1.0386 |
1.0364 |
| S2 |
1.0319 |
1.0319 |
1.0381 |
|
| S3 |
1.0265 |
1.0301 |
1.0376 |
|
| S4 |
1.0211 |
1.0247 |
1.0361 |
|
|
| 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 |
1.0337 |
0.0156 |
1.5% |
0.0057 |
0.6% |
35% |
False |
True |
55 |
| 10 |
1.0493 |
1.0324 |
0.0169 |
1.6% |
0.0064 |
0.6% |
40% |
False |
False |
57 |
| 20 |
1.0493 |
1.0095 |
0.0398 |
3.8% |
0.0066 |
0.6% |
74% |
False |
False |
61 |
| 40 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0063 |
0.6% |
84% |
False |
False |
97 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0053 |
0.5% |
89% |
False |
False |
66 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0040 |
0.4% |
89% |
False |
False |
51 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0032 |
0.3% |
89% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0532 |
|
1.618 |
1.0478 |
|
1.000 |
1.0445 |
|
0.618 |
1.0424 |
|
HIGH |
1.0391 |
|
0.618 |
1.0370 |
|
0.500 |
1.0364 |
|
0.382 |
1.0358 |
|
LOW |
1.0337 |
|
0.618 |
1.0304 |
|
1.000 |
1.0283 |
|
1.618 |
1.0250 |
|
2.618 |
1.0196 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0391 |
| PP |
1.0373 |
1.0390 |
| S1 |
1.0364 |
1.0390 |
|