CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0198 |
-0.0002 |
0.0% |
1.0301 |
| High |
1.0253 |
1.0228 |
-0.0025 |
-0.2% |
1.0301 |
| Low |
1.0179 |
1.0121 |
-0.0058 |
-0.6% |
1.0179 |
| Close |
1.0228 |
1.0132 |
-0.0096 |
-0.9% |
1.0228 |
| Range |
0.0074 |
0.0107 |
0.0033 |
44.6% |
0.0122 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.1% |
0.0000 |
| Volume |
1,448 |
6,745 |
5,297 |
365.8% |
2,608 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0414 |
1.0191 |
|
| R3 |
1.0374 |
1.0307 |
1.0161 |
|
| R2 |
1.0267 |
1.0267 |
1.0152 |
|
| R1 |
1.0200 |
1.0200 |
1.0142 |
1.0180 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0151 |
| S1 |
1.0093 |
1.0093 |
1.0122 |
1.0073 |
| S2 |
1.0053 |
1.0053 |
1.0112 |
|
| S3 |
0.9946 |
0.9986 |
1.0103 |
|
| S4 |
0.9839 |
0.9879 |
1.0073 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0537 |
1.0295 |
|
| R3 |
1.0480 |
1.0415 |
1.0262 |
|
| R2 |
1.0358 |
1.0358 |
1.0250 |
|
| R1 |
1.0293 |
1.0293 |
1.0239 |
1.0265 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0222 |
| S1 |
1.0171 |
1.0171 |
1.0217 |
1.0143 |
| S2 |
1.0114 |
1.0114 |
1.0206 |
|
| S3 |
0.9992 |
1.0049 |
1.0194 |
|
| S4 |
0.9870 |
0.9927 |
1.0161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0295 |
1.0121 |
0.0174 |
1.7% |
0.0070 |
0.7% |
6% |
False |
True |
1,810 |
| 10 |
1.0430 |
1.0121 |
0.0309 |
3.0% |
0.0071 |
0.7% |
4% |
False |
True |
1,089 |
| 20 |
1.0493 |
1.0121 |
0.0372 |
3.7% |
0.0062 |
0.6% |
3% |
False |
True |
589 |
| 40 |
1.0493 |
0.9980 |
0.0513 |
5.1% |
0.0065 |
0.6% |
30% |
False |
False |
322 |
| 60 |
1.0493 |
0.9740 |
0.0753 |
7.4% |
0.0062 |
0.6% |
52% |
False |
False |
256 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.4% |
0.0051 |
0.5% |
62% |
False |
False |
193 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.4% |
0.0041 |
0.4% |
62% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0683 |
|
2.618 |
1.0508 |
|
1.618 |
1.0401 |
|
1.000 |
1.0335 |
|
0.618 |
1.0294 |
|
HIGH |
1.0228 |
|
0.618 |
1.0187 |
|
0.500 |
1.0175 |
|
0.382 |
1.0162 |
|
LOW |
1.0121 |
|
0.618 |
1.0055 |
|
1.000 |
1.0014 |
|
1.618 |
0.9948 |
|
2.618 |
0.9841 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0187 |
| PP |
1.0160 |
1.0169 |
| S1 |
1.0146 |
1.0150 |
|