CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0341 |
1.0376 |
0.0035 |
0.3% |
1.0198 |
| High |
1.0417 |
1.0482 |
0.0065 |
0.6% |
1.0308 |
| Low |
1.0338 |
1.0294 |
-0.0044 |
-0.4% |
1.0077 |
| Close |
1.0366 |
1.0460 |
0.0094 |
0.9% |
1.0301 |
| Range |
0.0079 |
0.0188 |
0.0109 |
138.0% |
0.0231 |
| ATR |
0.0080 |
0.0087 |
0.0008 |
9.7% |
0.0000 |
| Volume |
69,935 |
97,785 |
27,850 |
39.8% |
64,941 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0906 |
1.0563 |
|
| R3 |
1.0788 |
1.0718 |
1.0512 |
|
| R2 |
1.0600 |
1.0600 |
1.0494 |
|
| R1 |
1.0530 |
1.0530 |
1.0477 |
1.0565 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0430 |
| S1 |
1.0342 |
1.0342 |
1.0443 |
1.0377 |
| S2 |
1.0224 |
1.0224 |
1.0426 |
|
| S3 |
1.0036 |
1.0154 |
1.0408 |
|
| S4 |
0.9848 |
0.9966 |
1.0357 |
|
|
| 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 |
1.0482 |
1.0185 |
0.0297 |
2.8% |
0.0115 |
1.1% |
93% |
True |
False |
46,033 |
| 10 |
1.0482 |
1.0077 |
0.0405 |
3.9% |
0.0100 |
1.0% |
95% |
True |
False |
28,258 |
| 20 |
1.0482 |
1.0077 |
0.0405 |
3.9% |
0.0082 |
0.8% |
95% |
True |
False |
14,282 |
| 40 |
1.0493 |
1.0077 |
0.0416 |
4.0% |
0.0074 |
0.7% |
92% |
False |
False |
7,171 |
| 60 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0069 |
0.7% |
95% |
False |
False |
4,825 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0060 |
0.6% |
97% |
False |
False |
3,620 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0049 |
0.5% |
97% |
False |
False |
2,897 |
| 120 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0041 |
0.4% |
97% |
False |
False |
2,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.0974 |
|
1.618 |
1.0786 |
|
1.000 |
1.0670 |
|
0.618 |
1.0598 |
|
HIGH |
1.0482 |
|
0.618 |
1.0410 |
|
0.500 |
1.0388 |
|
0.382 |
1.0366 |
|
LOW |
1.0294 |
|
0.618 |
1.0178 |
|
1.000 |
1.0106 |
|
1.618 |
0.9990 |
|
2.618 |
0.9802 |
|
4.250 |
0.9495 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0426 |
| PP |
1.0412 |
1.0392 |
| S1 |
1.0388 |
1.0358 |
|