CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0192 |
0.0087 |
0.9% |
1.0198 |
| High |
1.0207 |
1.0308 |
0.0101 |
1.0% |
1.0308 |
| Low |
1.0080 |
1.0185 |
0.0105 |
1.0% |
1.0077 |
| Close |
1.0202 |
1.0301 |
0.0099 |
1.0% |
1.0301 |
| Range |
0.0127 |
0.0123 |
-0.0004 |
-3.1% |
0.0231 |
| ATR |
0.0074 |
0.0077 |
0.0004 |
4.8% |
0.0000 |
| Volume |
37,418 |
14,156 |
-23,262 |
-62.2% |
64,941 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0634 |
1.0590 |
1.0369 |
|
| R3 |
1.0511 |
1.0467 |
1.0335 |
|
| R2 |
1.0388 |
1.0388 |
1.0324 |
|
| R1 |
1.0344 |
1.0344 |
1.0312 |
1.0366 |
| PP |
1.0265 |
1.0265 |
1.0265 |
1.0276 |
| S1 |
1.0221 |
1.0221 |
1.0290 |
1.0243 |
| S2 |
1.0142 |
1.0142 |
1.0278 |
|
| S3 |
1.0019 |
1.0098 |
1.0267 |
|
| S4 |
0.9896 |
0.9975 |
1.0233 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0922 |
1.0842 |
1.0428 |
|
| R3 |
1.0691 |
1.0611 |
1.0365 |
|
| R2 |
1.0460 |
1.0460 |
1.0343 |
|
| R1 |
1.0380 |
1.0380 |
1.0322 |
1.0420 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0249 |
| S1 |
1.0149 |
1.0149 |
1.0280 |
1.0189 |
| S2 |
0.9998 |
0.9998 |
1.0259 |
|
| S3 |
0.9767 |
0.9918 |
1.0237 |
|
| S4 |
0.9536 |
0.9687 |
1.0174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0308 |
1.0077 |
0.0231 |
2.2% |
0.0097 |
0.9% |
97% |
True |
False |
13,277 |
| 10 |
1.0331 |
1.0077 |
0.0254 |
2.5% |
0.0075 |
0.7% |
88% |
False |
False |
6,818 |
| 20 |
1.0447 |
1.0077 |
0.0370 |
3.6% |
0.0071 |
0.7% |
61% |
False |
False |
3,493 |
| 40 |
1.0493 |
0.9993 |
0.0500 |
4.9% |
0.0070 |
0.7% |
62% |
False |
False |
1,776 |
| 60 |
1.0493 |
0.9827 |
0.0666 |
6.5% |
0.0066 |
0.6% |
71% |
False |
False |
1,225 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0055 |
0.5% |
80% |
False |
False |
920 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0044 |
0.4% |
80% |
False |
False |
737 |
| 120 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0037 |
0.4% |
80% |
False |
False |
615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0831 |
|
2.618 |
1.0630 |
|
1.618 |
1.0507 |
|
1.000 |
1.0431 |
|
0.618 |
1.0384 |
|
HIGH |
1.0308 |
|
0.618 |
1.0261 |
|
0.500 |
1.0247 |
|
0.382 |
1.0232 |
|
LOW |
1.0185 |
|
0.618 |
1.0109 |
|
1.000 |
1.0062 |
|
1.618 |
0.9986 |
|
2.618 |
0.9863 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0265 |
| PP |
1.0265 |
1.0229 |
| S1 |
1.0247 |
1.0193 |
|