CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0456 |
0.0080 |
0.8% |
1.0277 |
| High |
1.0482 |
1.0537 |
0.0055 |
0.5% |
1.0537 |
| Low |
1.0294 |
1.0442 |
0.0148 |
1.4% |
1.0234 |
| Close |
1.0460 |
1.0478 |
0.0018 |
0.2% |
1.0478 |
| Range |
0.0188 |
0.0095 |
-0.0093 |
-49.5% |
0.0303 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.6% |
0.0000 |
| Volume |
97,785 |
162,856 |
65,071 |
66.5% |
378,865 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0719 |
1.0530 |
|
| R3 |
1.0676 |
1.0624 |
1.0504 |
|
| R2 |
1.0581 |
1.0581 |
1.0495 |
|
| R1 |
1.0529 |
1.0529 |
1.0487 |
1.0555 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0499 |
| S1 |
1.0434 |
1.0434 |
1.0469 |
1.0460 |
| S2 |
1.0391 |
1.0391 |
1.0461 |
|
| S3 |
1.0296 |
1.0339 |
1.0452 |
|
| S4 |
1.0201 |
1.0244 |
1.0426 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1205 |
1.0645 |
|
| R3 |
1.1022 |
1.0902 |
1.0561 |
|
| R2 |
1.0719 |
1.0719 |
1.0534 |
|
| R1 |
1.0599 |
1.0599 |
1.0506 |
1.0659 |
| PP |
1.0416 |
1.0416 |
1.0416 |
1.0447 |
| S1 |
1.0296 |
1.0296 |
1.0450 |
1.0356 |
| S2 |
1.0113 |
1.0113 |
1.0422 |
|
| S3 |
0.9810 |
0.9993 |
1.0395 |
|
| S4 |
0.9507 |
0.9690 |
1.0311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0537 |
1.0234 |
0.0303 |
2.9% |
0.0110 |
1.0% |
81% |
True |
False |
75,773 |
| 10 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0103 |
1.0% |
87% |
True |
False |
44,525 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0084 |
0.8% |
87% |
True |
False |
22,421 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0075 |
0.7% |
87% |
True |
False |
11,242 |
| 60 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0069 |
0.7% |
92% |
True |
False |
7,539 |
| 80 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0061 |
0.6% |
94% |
True |
False |
5,656 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0050 |
0.5% |
94% |
True |
False |
4,526 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0041 |
0.4% |
94% |
True |
False |
3,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0786 |
|
1.618 |
1.0691 |
|
1.000 |
1.0632 |
|
0.618 |
1.0596 |
|
HIGH |
1.0537 |
|
0.618 |
1.0501 |
|
0.500 |
1.0490 |
|
0.382 |
1.0478 |
|
LOW |
1.0442 |
|
0.618 |
1.0383 |
|
1.000 |
1.0347 |
|
1.618 |
1.0288 |
|
2.618 |
1.0193 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0490 |
1.0457 |
| PP |
1.0486 |
1.0436 |
| S1 |
1.0482 |
1.0416 |
|