CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0392 |
1.0398 |
0.0006 |
0.1% |
1.0436 |
| High |
1.0409 |
1.0398 |
-0.0011 |
-0.1% |
1.0442 |
| Low |
1.0365 |
1.0297 |
-0.0068 |
-0.7% |
1.0297 |
| Close |
1.0406 |
1.0309 |
-0.0097 |
-0.9% |
1.0309 |
| Range |
0.0044 |
0.0101 |
0.0057 |
129.5% |
0.0145 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.6% |
0.0000 |
| Volume |
68 |
329 |
261 |
383.8% |
582 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0574 |
1.0365 |
|
| R3 |
1.0537 |
1.0473 |
1.0337 |
|
| R2 |
1.0436 |
1.0436 |
1.0328 |
|
| R1 |
1.0372 |
1.0372 |
1.0318 |
1.0354 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0325 |
| S1 |
1.0271 |
1.0271 |
1.0300 |
1.0253 |
| S2 |
1.0234 |
1.0234 |
1.0290 |
|
| S3 |
1.0133 |
1.0170 |
1.0281 |
|
| S4 |
1.0032 |
1.0069 |
1.0253 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0784 |
1.0692 |
1.0389 |
|
| R3 |
1.0639 |
1.0547 |
1.0349 |
|
| R2 |
1.0494 |
1.0494 |
1.0336 |
|
| R1 |
1.0402 |
1.0402 |
1.0322 |
1.0376 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0336 |
| S1 |
1.0257 |
1.0257 |
1.0296 |
1.0231 |
| S2 |
1.0204 |
1.0204 |
1.0282 |
|
| S3 |
1.0059 |
1.0112 |
1.0269 |
|
| S4 |
0.9914 |
0.9967 |
1.0229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0442 |
1.0297 |
0.0145 |
1.4% |
0.0063 |
0.6% |
8% |
False |
True |
116 |
| 10 |
1.0493 |
1.0297 |
0.0196 |
1.9% |
0.0055 |
0.5% |
6% |
False |
True |
85 |
| 20 |
1.0493 |
1.0095 |
0.0398 |
3.9% |
0.0068 |
0.7% |
54% |
False |
False |
77 |
| 40 |
1.0493 |
0.9836 |
0.0657 |
6.4% |
0.0060 |
0.6% |
72% |
False |
False |
76 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0055 |
0.5% |
81% |
False |
False |
73 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0042 |
0.4% |
81% |
False |
False |
56 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0034 |
0.3% |
81% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0827 |
|
2.618 |
1.0662 |
|
1.618 |
1.0561 |
|
1.000 |
1.0499 |
|
0.618 |
1.0460 |
|
HIGH |
1.0398 |
|
0.618 |
1.0359 |
|
0.500 |
1.0348 |
|
0.382 |
1.0336 |
|
LOW |
1.0297 |
|
0.618 |
1.0235 |
|
1.000 |
1.0196 |
|
1.618 |
1.0134 |
|
2.618 |
1.0033 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0348 |
1.0353 |
| PP |
1.0335 |
1.0338 |
| S1 |
1.0322 |
1.0324 |
|