CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0473 |
0.0017 |
0.2% |
1.0277 |
| High |
1.0537 |
1.0478 |
-0.0059 |
-0.6% |
1.0537 |
| Low |
1.0442 |
1.0369 |
-0.0073 |
-0.7% |
1.0234 |
| Close |
1.0478 |
1.0375 |
-0.0103 |
-1.0% |
1.0478 |
| Range |
0.0095 |
0.0109 |
0.0014 |
14.7% |
0.0303 |
| ATR |
0.0088 |
0.0089 |
0.0002 |
1.7% |
0.0000 |
| Volume |
162,856 |
98,034 |
-64,822 |
-39.8% |
378,865 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0734 |
1.0664 |
1.0435 |
|
| R3 |
1.0625 |
1.0555 |
1.0405 |
|
| R2 |
1.0516 |
1.0516 |
1.0395 |
|
| R1 |
1.0446 |
1.0446 |
1.0385 |
1.0427 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0398 |
| S1 |
1.0337 |
1.0337 |
1.0365 |
1.0318 |
| S2 |
1.0298 |
1.0298 |
1.0355 |
|
| S3 |
1.0189 |
1.0228 |
1.0345 |
|
| S4 |
1.0080 |
1.0119 |
1.0315 |
|
|
| 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% |
0.0119 |
1.1% |
47% |
False |
False |
93,400 |
| 10 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0107 |
1.0% |
65% |
False |
False |
54,184 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0085 |
0.8% |
65% |
False |
False |
27,306 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
65% |
False |
False |
13,692 |
| 60 |
1.0537 |
0.9836 |
0.0701 |
6.8% |
0.0069 |
0.7% |
77% |
False |
False |
9,153 |
| 80 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0062 |
0.6% |
84% |
False |
False |
6,881 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0051 |
0.5% |
84% |
False |
False |
5,506 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0042 |
0.4% |
84% |
False |
False |
4,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0763 |
|
1.618 |
1.0654 |
|
1.000 |
1.0587 |
|
0.618 |
1.0545 |
|
HIGH |
1.0478 |
|
0.618 |
1.0436 |
|
0.500 |
1.0424 |
|
0.382 |
1.0411 |
|
LOW |
1.0369 |
|
0.618 |
1.0302 |
|
1.000 |
1.0260 |
|
1.618 |
1.0193 |
|
2.618 |
1.0084 |
|
4.250 |
0.9906 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0416 |
| PP |
1.0407 |
1.0402 |
| S1 |
1.0391 |
1.0389 |
|