CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0391 |
0.0041 |
0.4% |
1.0436 |
| High |
1.0400 |
1.0430 |
0.0030 |
0.3% |
1.0442 |
| Low |
1.0302 |
1.0330 |
0.0028 |
0.3% |
1.0297 |
| Close |
1.0400 |
1.0336 |
-0.0064 |
-0.6% |
1.0309 |
| Range |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0145 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.1% |
0.0000 |
| Volume |
627 |
245 |
-382 |
-60.9% |
582 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0601 |
1.0391 |
|
| R3 |
1.0565 |
1.0501 |
1.0364 |
|
| R2 |
1.0465 |
1.0465 |
1.0354 |
|
| R1 |
1.0401 |
1.0401 |
1.0345 |
1.0383 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0357 |
| S1 |
1.0301 |
1.0301 |
1.0327 |
1.0283 |
| S2 |
1.0265 |
1.0265 |
1.0318 |
|
| S3 |
1.0165 |
1.0201 |
1.0309 |
|
| S4 |
1.0065 |
1.0101 |
1.0281 |
|
|
| 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 |
1.0430 |
1.0297 |
0.0133 |
1.3% |
0.0077 |
0.7% |
29% |
True |
False |
277 |
| 10 |
1.0447 |
1.0297 |
0.0150 |
1.5% |
0.0066 |
0.6% |
26% |
False |
False |
169 |
| 20 |
1.0493 |
1.0279 |
0.0214 |
2.1% |
0.0066 |
0.6% |
27% |
False |
False |
110 |
| 40 |
1.0493 |
0.9867 |
0.0626 |
6.1% |
0.0065 |
0.6% |
75% |
False |
False |
85 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0059 |
0.6% |
83% |
False |
False |
90 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0046 |
0.4% |
83% |
False |
False |
69 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0037 |
0.4% |
83% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0855 |
|
2.618 |
1.0692 |
|
1.618 |
1.0592 |
|
1.000 |
1.0530 |
|
0.618 |
1.0492 |
|
HIGH |
1.0430 |
|
0.618 |
1.0392 |
|
0.500 |
1.0380 |
|
0.382 |
1.0368 |
|
LOW |
1.0330 |
|
0.618 |
1.0268 |
|
1.000 |
1.0230 |
|
1.618 |
1.0168 |
|
2.618 |
1.0068 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0366 |
| PP |
1.0365 |
1.0356 |
| S1 |
1.0351 |
1.0346 |
|