CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0336 |
1.0344 |
0.0008 |
0.1% |
1.0436 |
| High |
1.0353 |
1.0404 |
0.0051 |
0.5% |
1.0442 |
| Low |
1.0327 |
1.0344 |
0.0017 |
0.2% |
1.0297 |
| Close |
1.0340 |
1.0368 |
0.0028 |
0.3% |
1.0309 |
| Range |
0.0026 |
0.0060 |
0.0034 |
130.8% |
0.0145 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
146 |
42 |
-104 |
-71.2% |
582 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0520 |
1.0401 |
|
| R3 |
1.0492 |
1.0460 |
1.0385 |
|
| R2 |
1.0432 |
1.0432 |
1.0379 |
|
| R1 |
1.0400 |
1.0400 |
1.0374 |
1.0416 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0380 |
| S1 |
1.0340 |
1.0340 |
1.0363 |
1.0356 |
| S2 |
1.0312 |
1.0312 |
1.0357 |
|
| S3 |
1.0252 |
1.0280 |
1.0352 |
|
| S4 |
1.0192 |
1.0220 |
1.0335 |
|
|
| 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 |
1.0409 |
1.0297 |
0.0112 |
1.1% |
0.0057 |
0.5% |
63% |
False |
False |
119 |
| 10 |
1.0493 |
1.0297 |
0.0196 |
1.9% |
0.0056 |
0.5% |
36% |
False |
False |
89 |
| 20 |
1.0493 |
1.0095 |
0.0398 |
3.8% |
0.0066 |
0.6% |
69% |
False |
False |
76 |
| 40 |
1.0493 |
0.9867 |
0.0626 |
6.0% |
0.0060 |
0.6% |
80% |
False |
False |
77 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0056 |
0.5% |
87% |
False |
False |
76 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0043 |
0.4% |
87% |
False |
False |
58 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0035 |
0.3% |
87% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0561 |
|
1.618 |
1.0501 |
|
1.000 |
1.0464 |
|
0.618 |
1.0441 |
|
HIGH |
1.0404 |
|
0.618 |
1.0381 |
|
0.500 |
1.0374 |
|
0.382 |
1.0367 |
|
LOW |
1.0344 |
|
0.618 |
1.0307 |
|
1.000 |
1.0284 |
|
1.618 |
1.0247 |
|
2.618 |
1.0187 |
|
4.250 |
1.0089 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0374 |
1.0362 |
| PP |
1.0372 |
1.0356 |
| S1 |
1.0370 |
1.0351 |
|