CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0350 |
0.0006 |
0.1% |
1.0436 |
| High |
1.0404 |
1.0400 |
-0.0004 |
0.0% |
1.0442 |
| Low |
1.0344 |
1.0302 |
-0.0042 |
-0.4% |
1.0297 |
| Close |
1.0368 |
1.0400 |
0.0032 |
0.3% |
1.0309 |
| Range |
0.0060 |
0.0098 |
0.0038 |
63.3% |
0.0145 |
| ATR |
0.0067 |
0.0070 |
0.0002 |
3.2% |
0.0000 |
| Volume |
42 |
627 |
585 |
1,392.9% |
582 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0629 |
1.0454 |
|
| R3 |
1.0563 |
1.0531 |
1.0427 |
|
| R2 |
1.0465 |
1.0465 |
1.0418 |
|
| R1 |
1.0433 |
1.0433 |
1.0409 |
1.0449 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0376 |
| S1 |
1.0335 |
1.0335 |
1.0391 |
1.0351 |
| S2 |
1.0269 |
1.0269 |
1.0382 |
|
| S3 |
1.0171 |
1.0237 |
1.0373 |
|
| S4 |
1.0073 |
1.0139 |
1.0346 |
|
|
| 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% |
0.0066 |
0.6% |
92% |
False |
False |
242 |
| 10 |
1.0493 |
1.0297 |
0.0196 |
1.9% |
0.0062 |
0.6% |
53% |
False |
False |
148 |
| 20 |
1.0493 |
1.0183 |
0.0310 |
3.0% |
0.0066 |
0.6% |
70% |
False |
False |
102 |
| 40 |
1.0493 |
0.9867 |
0.0626 |
6.0% |
0.0063 |
0.6% |
85% |
False |
False |
79 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0058 |
0.6% |
90% |
False |
False |
86 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0044 |
0.4% |
90% |
False |
False |
66 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0036 |
0.3% |
90% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0817 |
|
2.618 |
1.0657 |
|
1.618 |
1.0559 |
|
1.000 |
1.0498 |
|
0.618 |
1.0461 |
|
HIGH |
1.0400 |
|
0.618 |
1.0363 |
|
0.500 |
1.0351 |
|
0.382 |
1.0339 |
|
LOW |
1.0302 |
|
0.618 |
1.0241 |
|
1.000 |
1.0204 |
|
1.618 |
1.0143 |
|
2.618 |
1.0045 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0384 |
| PP |
1.0367 |
1.0369 |
| S1 |
1.0351 |
1.0353 |
|