CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0105 |
-0.0026 |
-0.3% |
1.0301 |
| High |
1.0132 |
1.0207 |
0.0075 |
0.7% |
1.0301 |
| Low |
1.0077 |
1.0080 |
0.0003 |
0.0% |
1.0179 |
| Close |
1.0099 |
1.0202 |
0.0103 |
1.0% |
1.0228 |
| Range |
0.0055 |
0.0127 |
0.0072 |
130.9% |
0.0122 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.9% |
0.0000 |
| Volume |
6,622 |
37,418 |
30,796 |
465.1% |
2,608 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0500 |
1.0272 |
|
| R3 |
1.0417 |
1.0373 |
1.0237 |
|
| R2 |
1.0290 |
1.0290 |
1.0225 |
|
| R1 |
1.0246 |
1.0246 |
1.0214 |
1.0268 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0174 |
| S1 |
1.0119 |
1.0119 |
1.0190 |
1.0141 |
| S2 |
1.0036 |
1.0036 |
1.0179 |
|
| S3 |
0.9909 |
0.9992 |
1.0167 |
|
| S4 |
0.9782 |
0.9865 |
1.0132 |
|
|
| 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 |
1.0253 |
1.0077 |
0.0176 |
1.7% |
0.0085 |
0.8% |
71% |
False |
False |
10,483 |
| 10 |
1.0430 |
1.0077 |
0.0353 |
3.5% |
0.0073 |
0.7% |
35% |
False |
False |
5,426 |
| 20 |
1.0493 |
1.0077 |
0.0416 |
4.1% |
0.0067 |
0.7% |
30% |
False |
False |
2,787 |
| 40 |
1.0493 |
0.9980 |
0.0513 |
5.0% |
0.0069 |
0.7% |
43% |
False |
False |
1,422 |
| 60 |
1.0493 |
0.9819 |
0.0674 |
6.6% |
0.0064 |
0.6% |
57% |
False |
False |
990 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.3% |
0.0054 |
0.5% |
69% |
False |
False |
744 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.3% |
0.0043 |
0.4% |
69% |
False |
False |
596 |
| 120 |
1.0493 |
0.9545 |
0.0948 |
9.3% |
0.0036 |
0.4% |
69% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0539 |
|
1.618 |
1.0412 |
|
1.000 |
1.0334 |
|
0.618 |
1.0285 |
|
HIGH |
1.0207 |
|
0.618 |
1.0158 |
|
0.500 |
1.0144 |
|
0.382 |
1.0129 |
|
LOW |
1.0080 |
|
0.618 |
1.0002 |
|
1.000 |
0.9953 |
|
1.618 |
0.9875 |
|
2.618 |
0.9748 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0183 |
1.0186 |
| PP |
1.0163 |
1.0169 |
| S1 |
1.0144 |
1.0153 |
|