CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0192 |
1.0277 |
0.0085 |
0.8% |
1.0198 |
| High |
1.0308 |
1.0301 |
-0.0007 |
-0.1% |
1.0308 |
| Low |
1.0185 |
1.0240 |
0.0055 |
0.5% |
1.0077 |
| Close |
1.0301 |
1.0249 |
-0.0052 |
-0.5% |
1.0301 |
| Range |
0.0123 |
0.0061 |
-0.0062 |
-50.4% |
0.0231 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
14,156 |
9,895 |
-4,261 |
-30.1% |
64,941 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0409 |
1.0283 |
|
| R3 |
1.0385 |
1.0348 |
1.0266 |
|
| R2 |
1.0324 |
1.0324 |
1.0260 |
|
| R1 |
1.0287 |
1.0287 |
1.0255 |
1.0275 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0258 |
| S1 |
1.0226 |
1.0226 |
1.0243 |
1.0214 |
| S2 |
1.0202 |
1.0202 |
1.0238 |
|
| S3 |
1.0141 |
1.0165 |
1.0232 |
|
| S4 |
1.0080 |
1.0104 |
1.0215 |
|
|
| 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 |
2.3% |
0.0095 |
0.9% |
74% |
False |
False |
14,967 |
| 10 |
1.0308 |
1.0077 |
0.0231 |
2.3% |
0.0076 |
0.7% |
74% |
False |
False |
7,744 |
| 20 |
1.0442 |
1.0077 |
0.0365 |
3.6% |
0.0071 |
0.7% |
47% |
False |
False |
3,985 |
| 40 |
1.0493 |
1.0077 |
0.0416 |
4.1% |
0.0069 |
0.7% |
41% |
False |
False |
2,023 |
| 60 |
1.0493 |
0.9836 |
0.0657 |
6.4% |
0.0066 |
0.6% |
63% |
False |
False |
1,390 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0056 |
0.5% |
74% |
False |
False |
1,044 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0045 |
0.4% |
74% |
False |
False |
836 |
| 120 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0037 |
0.4% |
74% |
False |
False |
697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0560 |
|
2.618 |
1.0461 |
|
1.618 |
1.0400 |
|
1.000 |
1.0362 |
|
0.618 |
1.0339 |
|
HIGH |
1.0301 |
|
0.618 |
1.0278 |
|
0.500 |
1.0271 |
|
0.382 |
1.0263 |
|
LOW |
1.0240 |
|
0.618 |
1.0202 |
|
1.000 |
1.0179 |
|
1.618 |
1.0141 |
|
2.618 |
1.0080 |
|
4.250 |
0.9981 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0231 |
| PP |
1.0263 |
1.0212 |
| S1 |
1.0256 |
1.0194 |
|