CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0391 |
1.0320 |
-0.0071 |
-0.7% |
1.0336 |
| High |
1.0430 |
1.0331 |
-0.0099 |
-0.9% |
1.0430 |
| Low |
1.0330 |
1.0273 |
-0.0057 |
-0.6% |
1.0273 |
| Close |
1.0336 |
1.0302 |
-0.0034 |
-0.3% |
1.0302 |
| Range |
0.0100 |
0.0058 |
-0.0042 |
-42.0% |
0.0157 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
245 |
631 |
386 |
157.6% |
1,691 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0476 |
1.0447 |
1.0334 |
|
| R3 |
1.0418 |
1.0389 |
1.0318 |
|
| R2 |
1.0360 |
1.0360 |
1.0313 |
|
| R1 |
1.0331 |
1.0331 |
1.0307 |
1.0317 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0295 |
| S1 |
1.0273 |
1.0273 |
1.0297 |
1.0259 |
| S2 |
1.0244 |
1.0244 |
1.0291 |
|
| S3 |
1.0186 |
1.0215 |
1.0286 |
|
| S4 |
1.0128 |
1.0157 |
1.0270 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0806 |
1.0711 |
1.0388 |
|
| R3 |
1.0649 |
1.0554 |
1.0345 |
|
| R2 |
1.0492 |
1.0492 |
1.0331 |
|
| R1 |
1.0397 |
1.0397 |
1.0316 |
1.0366 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0320 |
| S1 |
1.0240 |
1.0240 |
1.0288 |
1.0209 |
| S2 |
1.0178 |
1.0178 |
1.0273 |
|
| S3 |
1.0021 |
1.0083 |
1.0259 |
|
| S4 |
0.9864 |
0.9926 |
1.0216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0430 |
1.0273 |
0.0157 |
1.5% |
0.0068 |
0.7% |
18% |
False |
True |
338 |
| 10 |
1.0442 |
1.0273 |
0.0169 |
1.6% |
0.0066 |
0.6% |
17% |
False |
True |
227 |
| 20 |
1.0493 |
1.0273 |
0.0220 |
2.1% |
0.0065 |
0.6% |
13% |
False |
True |
139 |
| 40 |
1.0493 |
0.9941 |
0.0552 |
5.4% |
0.0065 |
0.6% |
65% |
False |
False |
100 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0060 |
0.6% |
80% |
False |
False |
101 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0046 |
0.5% |
80% |
False |
False |
77 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0037 |
0.4% |
80% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0578 |
|
2.618 |
1.0483 |
|
1.618 |
1.0425 |
|
1.000 |
1.0389 |
|
0.618 |
1.0367 |
|
HIGH |
1.0331 |
|
0.618 |
1.0309 |
|
0.500 |
1.0302 |
|
0.382 |
1.0295 |
|
LOW |
1.0273 |
|
0.618 |
1.0237 |
|
1.000 |
1.0215 |
|
1.618 |
1.0179 |
|
2.618 |
1.0121 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0302 |
1.0352 |
| PP |
1.0302 |
1.0335 |
| S1 |
1.0302 |
1.0319 |
|