CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0336 |
-0.0062 |
-0.6% |
1.0436 |
| High |
1.0398 |
1.0353 |
-0.0045 |
-0.4% |
1.0442 |
| Low |
1.0297 |
1.0327 |
0.0030 |
0.3% |
1.0297 |
| Close |
1.0309 |
1.0340 |
0.0031 |
0.3% |
1.0309 |
| Range |
0.0101 |
0.0026 |
-0.0075 |
-74.3% |
0.0145 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
329 |
146 |
-183 |
-55.6% |
582 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0405 |
1.0354 |
|
| R3 |
1.0392 |
1.0379 |
1.0347 |
|
| R2 |
1.0366 |
1.0366 |
1.0345 |
|
| R1 |
1.0353 |
1.0353 |
1.0342 |
1.0360 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0343 |
| S1 |
1.0327 |
1.0327 |
1.0338 |
1.0334 |
| S2 |
1.0314 |
1.0314 |
1.0335 |
|
| S3 |
1.0288 |
1.0301 |
1.0333 |
|
| S4 |
1.0262 |
1.0275 |
1.0326 |
|
|
| 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 |
1.0422 |
1.0297 |
0.0125 |
1.2% |
0.0056 |
0.5% |
34% |
False |
False |
136 |
| 10 |
1.0493 |
1.0297 |
0.0196 |
1.9% |
0.0054 |
0.5% |
22% |
False |
False |
89 |
| 20 |
1.0493 |
1.0095 |
0.0398 |
3.8% |
0.0067 |
0.6% |
62% |
False |
False |
77 |
| 40 |
1.0493 |
0.9836 |
0.0657 |
6.4% |
0.0060 |
0.6% |
77% |
False |
False |
77 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0055 |
0.5% |
84% |
False |
False |
75 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0043 |
0.4% |
84% |
False |
False |
58 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0034 |
0.3% |
84% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0421 |
|
1.618 |
1.0395 |
|
1.000 |
1.0379 |
|
0.618 |
1.0369 |
|
HIGH |
1.0353 |
|
0.618 |
1.0343 |
|
0.500 |
1.0340 |
|
0.382 |
1.0337 |
|
LOW |
1.0327 |
|
0.618 |
1.0311 |
|
1.000 |
1.0301 |
|
1.618 |
1.0285 |
|
2.618 |
1.0259 |
|
4.250 |
1.0217 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0353 |
| PP |
1.0340 |
1.0349 |
| S1 |
1.0340 |
1.0344 |
|