CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0244 |
-0.0033 |
-0.3% |
1.0198 |
| High |
1.0301 |
1.0359 |
0.0058 |
0.6% |
1.0308 |
| Low |
1.0240 |
1.0234 |
-0.0006 |
-0.1% |
1.0077 |
| Close |
1.0249 |
1.0346 |
0.0097 |
0.9% |
1.0301 |
| Range |
0.0061 |
0.0125 |
0.0064 |
104.9% |
0.0231 |
| ATR |
0.0076 |
0.0080 |
0.0003 |
4.6% |
0.0000 |
| Volume |
9,895 |
38,394 |
28,499 |
288.0% |
64,941 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0688 |
1.0642 |
1.0415 |
|
| R3 |
1.0563 |
1.0517 |
1.0380 |
|
| R2 |
1.0438 |
1.0438 |
1.0369 |
|
| R1 |
1.0392 |
1.0392 |
1.0357 |
1.0415 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0325 |
| S1 |
1.0267 |
1.0267 |
1.0335 |
1.0290 |
| S2 |
1.0188 |
1.0188 |
1.0323 |
|
| S3 |
1.0063 |
1.0142 |
1.0312 |
|
| S4 |
0.9938 |
1.0017 |
1.0277 |
|
|
| 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 |
1.0359 |
1.0077 |
0.0282 |
2.7% |
0.0098 |
0.9% |
95% |
True |
False |
21,297 |
| 10 |
1.0359 |
1.0077 |
0.0282 |
2.7% |
0.0084 |
0.8% |
95% |
True |
False |
11,553 |
| 20 |
1.0430 |
1.0077 |
0.0353 |
3.4% |
0.0074 |
0.7% |
76% |
False |
False |
5,903 |
| 40 |
1.0493 |
1.0077 |
0.0416 |
4.0% |
0.0071 |
0.7% |
65% |
False |
False |
2,981 |
| 60 |
1.0493 |
0.9836 |
0.0657 |
6.4% |
0.0067 |
0.7% |
78% |
False |
False |
2,030 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0057 |
0.6% |
84% |
False |
False |
1,524 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0046 |
0.4% |
84% |
False |
False |
1,220 |
| 120 |
1.0493 |
0.9545 |
0.0948 |
9.2% |
0.0038 |
0.4% |
84% |
False |
False |
1,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0686 |
|
1.618 |
1.0561 |
|
1.000 |
1.0484 |
|
0.618 |
1.0436 |
|
HIGH |
1.0359 |
|
0.618 |
1.0311 |
|
0.500 |
1.0297 |
|
0.382 |
1.0282 |
|
LOW |
1.0234 |
|
0.618 |
1.0157 |
|
1.000 |
1.0109 |
|
1.618 |
1.0032 |
|
2.618 |
0.9907 |
|
4.250 |
0.9703 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0321 |
| PP |
1.0313 |
1.0297 |
| S1 |
1.0297 |
1.0272 |
|