CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0244 |
1.0341 |
0.0097 |
0.9% |
1.0198 |
| High |
1.0359 |
1.0417 |
0.0058 |
0.6% |
1.0308 |
| Low |
1.0234 |
1.0338 |
0.0104 |
1.0% |
1.0077 |
| Close |
1.0346 |
1.0366 |
0.0020 |
0.2% |
1.0301 |
| Range |
0.0125 |
0.0079 |
-0.0046 |
-36.8% |
0.0231 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
38,394 |
69,935 |
31,541 |
82.2% |
64,941 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0611 |
1.0567 |
1.0409 |
|
| R3 |
1.0532 |
1.0488 |
1.0388 |
|
| R2 |
1.0453 |
1.0453 |
1.0380 |
|
| R1 |
1.0409 |
1.0409 |
1.0373 |
1.0431 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0385 |
| S1 |
1.0330 |
1.0330 |
1.0359 |
1.0352 |
| S2 |
1.0295 |
1.0295 |
1.0352 |
|
| S3 |
1.0216 |
1.0251 |
1.0344 |
|
| S4 |
1.0137 |
1.0172 |
1.0323 |
|
|
| 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 |
1.0417 |
1.0080 |
0.0337 |
3.3% |
0.0103 |
1.0% |
85% |
True |
False |
33,959 |
| 10 |
1.0417 |
1.0077 |
0.0340 |
3.3% |
0.0086 |
0.8% |
85% |
True |
False |
18,519 |
| 20 |
1.0430 |
1.0077 |
0.0353 |
3.4% |
0.0075 |
0.7% |
82% |
False |
False |
9,393 |
| 40 |
1.0493 |
1.0077 |
0.0416 |
4.0% |
0.0071 |
0.7% |
69% |
False |
False |
4,728 |
| 60 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0067 |
0.7% |
81% |
False |
False |
3,196 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0058 |
0.6% |
87% |
False |
False |
2,398 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0047 |
0.5% |
87% |
False |
False |
1,919 |
| 120 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0039 |
0.4% |
87% |
False |
False |
1,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0753 |
|
2.618 |
1.0624 |
|
1.618 |
1.0545 |
|
1.000 |
1.0496 |
|
0.618 |
1.0466 |
|
HIGH |
1.0417 |
|
0.618 |
1.0387 |
|
0.500 |
1.0378 |
|
0.382 |
1.0368 |
|
LOW |
1.0338 |
|
0.618 |
1.0289 |
|
1.000 |
1.0259 |
|
1.618 |
1.0210 |
|
2.618 |
1.0131 |
|
4.250 |
1.0002 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0353 |
| PP |
1.0374 |
1.0339 |
| S1 |
1.0370 |
1.0326 |
|