CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0260 |
-0.0041 |
-0.4% |
1.0336 |
| High |
1.0301 |
1.0289 |
-0.0012 |
-0.1% |
1.0430 |
| Low |
1.0262 |
1.0232 |
-0.0030 |
-0.3% |
1.0273 |
| Close |
1.0274 |
1.0271 |
-0.0003 |
0.0% |
1.0302 |
| Range |
0.0039 |
0.0057 |
0.0018 |
46.2% |
0.0157 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
299 |
279 |
-20 |
-6.7% |
1,691 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0410 |
1.0302 |
|
| R3 |
1.0378 |
1.0353 |
1.0287 |
|
| R2 |
1.0321 |
1.0321 |
1.0281 |
|
| R1 |
1.0296 |
1.0296 |
1.0276 |
1.0309 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0270 |
| S1 |
1.0239 |
1.0239 |
1.0266 |
1.0252 |
| S2 |
1.0207 |
1.0207 |
1.0261 |
|
| S3 |
1.0150 |
1.0182 |
1.0255 |
|
| S4 |
1.0093 |
1.0125 |
1.0240 |
|
|
| 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 |
1.0232 |
0.0198 |
1.9% |
0.0070 |
0.7% |
20% |
False |
True |
416 |
| 10 |
1.0430 |
1.0232 |
0.0198 |
1.9% |
0.0064 |
0.6% |
20% |
False |
True |
268 |
| 20 |
1.0493 |
1.0232 |
0.0261 |
2.5% |
0.0064 |
0.6% |
15% |
False |
True |
163 |
| 40 |
1.0493 |
0.9980 |
0.0513 |
5.0% |
0.0063 |
0.6% |
57% |
False |
False |
109 |
| 60 |
1.0493 |
0.9594 |
0.0899 |
8.8% |
0.0060 |
0.6% |
75% |
False |
False |
110 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0048 |
0.5% |
77% |
False |
False |
84 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0038 |
0.4% |
77% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0531 |
|
2.618 |
1.0438 |
|
1.618 |
1.0381 |
|
1.000 |
1.0346 |
|
0.618 |
1.0324 |
|
HIGH |
1.0289 |
|
0.618 |
1.0267 |
|
0.500 |
1.0261 |
|
0.382 |
1.0254 |
|
LOW |
1.0232 |
|
0.618 |
1.0197 |
|
1.000 |
1.0175 |
|
1.618 |
1.0140 |
|
2.618 |
1.0083 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0282 |
| PP |
1.0264 |
1.0278 |
| S1 |
1.0261 |
1.0275 |
|