CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0301 |
-0.0019 |
-0.2% |
1.0336 |
| High |
1.0331 |
1.0301 |
-0.0030 |
-0.3% |
1.0430 |
| Low |
1.0273 |
1.0262 |
-0.0011 |
-0.1% |
1.0273 |
| Close |
1.0302 |
1.0274 |
-0.0028 |
-0.3% |
1.0302 |
| Range |
0.0058 |
0.0039 |
-0.0019 |
-32.8% |
0.0157 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
631 |
299 |
-332 |
-52.6% |
1,691 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0374 |
1.0295 |
|
| R3 |
1.0357 |
1.0335 |
1.0285 |
|
| R2 |
1.0318 |
1.0318 |
1.0281 |
|
| R1 |
1.0296 |
1.0296 |
1.0278 |
1.0288 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0275 |
| S1 |
1.0257 |
1.0257 |
1.0270 |
1.0249 |
| S2 |
1.0240 |
1.0240 |
1.0267 |
|
| S3 |
1.0201 |
1.0218 |
1.0263 |
|
| S4 |
1.0162 |
1.0179 |
1.0253 |
|
|
| 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 |
1.0262 |
0.0168 |
1.6% |
0.0071 |
0.7% |
7% |
False |
True |
368 |
| 10 |
1.0430 |
1.0262 |
0.0168 |
1.6% |
0.0064 |
0.6% |
7% |
False |
True |
252 |
| 20 |
1.0493 |
1.0262 |
0.0231 |
2.2% |
0.0064 |
0.6% |
5% |
False |
True |
151 |
| 40 |
1.0493 |
0.9980 |
0.0513 |
5.0% |
0.0062 |
0.6% |
57% |
False |
False |
107 |
| 60 |
1.0493 |
0.9588 |
0.0905 |
8.8% |
0.0059 |
0.6% |
76% |
False |
False |
106 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0047 |
0.5% |
77% |
False |
False |
80 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0038 |
0.4% |
77% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0467 |
|
2.618 |
1.0403 |
|
1.618 |
1.0364 |
|
1.000 |
1.0340 |
|
0.618 |
1.0325 |
|
HIGH |
1.0301 |
|
0.618 |
1.0286 |
|
0.500 |
1.0282 |
|
0.382 |
1.0277 |
|
LOW |
1.0262 |
|
0.618 |
1.0238 |
|
1.000 |
1.0223 |
|
1.618 |
1.0199 |
|
2.618 |
1.0160 |
|
4.250 |
1.0096 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0346 |
| PP |
1.0279 |
1.0322 |
| S1 |
1.0277 |
1.0298 |
|