CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0392 |
0.0037 |
0.4% |
1.0453 |
| High |
1.0391 |
1.0409 |
0.0018 |
0.2% |
1.0493 |
| Low |
1.0337 |
1.0365 |
0.0028 |
0.3% |
1.0381 |
| Close |
1.0391 |
1.0406 |
0.0015 |
0.1% |
1.0447 |
| Range |
0.0054 |
0.0044 |
-0.0010 |
-18.5% |
0.0112 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
14 |
68 |
54 |
385.7% |
274 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0510 |
1.0430 |
|
| R3 |
1.0481 |
1.0466 |
1.0418 |
|
| R2 |
1.0437 |
1.0437 |
1.0414 |
|
| R1 |
1.0422 |
1.0422 |
1.0410 |
1.0430 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0397 |
| S1 |
1.0378 |
1.0378 |
1.0402 |
1.0386 |
| S2 |
1.0349 |
1.0349 |
1.0398 |
|
| S3 |
1.0305 |
1.0334 |
1.0394 |
|
| S4 |
1.0261 |
1.0290 |
1.0382 |
|
|
| 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 |
1.0447 |
1.0337 |
0.0110 |
1.1% |
0.0056 |
0.5% |
63% |
False |
False |
61 |
| 10 |
1.0493 |
1.0330 |
0.0163 |
1.6% |
0.0056 |
0.5% |
47% |
False |
False |
62 |
| 20 |
1.0493 |
1.0095 |
0.0398 |
3.8% |
0.0066 |
0.6% |
78% |
False |
False |
62 |
| 40 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0062 |
0.6% |
87% |
False |
False |
98 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0053 |
0.5% |
91% |
False |
False |
67 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0041 |
0.4% |
91% |
False |
False |
52 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0033 |
0.3% |
91% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0596 |
|
2.618 |
1.0524 |
|
1.618 |
1.0480 |
|
1.000 |
1.0453 |
|
0.618 |
1.0436 |
|
HIGH |
1.0409 |
|
0.618 |
1.0392 |
|
0.500 |
1.0387 |
|
0.382 |
1.0382 |
|
LOW |
1.0365 |
|
0.618 |
1.0338 |
|
1.000 |
1.0321 |
|
1.618 |
1.0294 |
|
2.618 |
1.0250 |
|
4.250 |
1.0178 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0397 |
| PP |
1.0393 |
1.0388 |
| S1 |
1.0387 |
1.0380 |
|