CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0238 |
-0.0022 |
-0.2% |
1.0336 |
| High |
1.0295 |
1.0244 |
-0.0051 |
-0.5% |
1.0430 |
| Low |
1.0246 |
1.0180 |
-0.0066 |
-0.6% |
1.0273 |
| Close |
1.0259 |
1.0201 |
-0.0058 |
-0.6% |
1.0302 |
| Range |
0.0049 |
0.0064 |
0.0015 |
30.6% |
0.0157 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.3% |
0.0000 |
| Volume |
398 |
184 |
-214 |
-53.8% |
1,691 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0365 |
1.0236 |
|
| R3 |
1.0336 |
1.0301 |
1.0219 |
|
| R2 |
1.0272 |
1.0272 |
1.0213 |
|
| R1 |
1.0237 |
1.0237 |
1.0207 |
1.0223 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0201 |
| S1 |
1.0173 |
1.0173 |
1.0195 |
1.0159 |
| S2 |
1.0144 |
1.0144 |
1.0189 |
|
| S3 |
1.0080 |
1.0109 |
1.0183 |
|
| S4 |
1.0016 |
1.0045 |
1.0166 |
|
|
| 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 |
1.0331 |
1.0180 |
0.0151 |
1.5% |
0.0053 |
0.5% |
14% |
False |
True |
358 |
| 10 |
1.0430 |
1.0180 |
0.0250 |
2.5% |
0.0065 |
0.6% |
8% |
False |
True |
318 |
| 20 |
1.0493 |
1.0180 |
0.0313 |
3.1% |
0.0060 |
0.6% |
7% |
False |
True |
190 |
| 40 |
1.0493 |
0.9980 |
0.0513 |
5.0% |
0.0064 |
0.6% |
43% |
False |
False |
121 |
| 60 |
1.0493 |
0.9709 |
0.0784 |
7.7% |
0.0061 |
0.6% |
63% |
False |
False |
120 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.3% |
0.0049 |
0.5% |
69% |
False |
False |
91 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.3% |
0.0039 |
0.4% |
69% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0412 |
|
1.618 |
1.0348 |
|
1.000 |
1.0308 |
|
0.618 |
1.0284 |
|
HIGH |
1.0244 |
|
0.618 |
1.0220 |
|
0.500 |
1.0212 |
|
0.382 |
1.0204 |
|
LOW |
1.0180 |
|
0.618 |
1.0140 |
|
1.000 |
1.0116 |
|
1.618 |
1.0076 |
|
2.618 |
1.0012 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0238 |
| PP |
1.0208 |
1.0225 |
| S1 |
1.0205 |
1.0213 |
|