CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0473 |
1.0387 |
-0.0086 |
-0.8% |
1.0277 |
| High |
1.0478 |
1.0403 |
-0.0075 |
-0.7% |
1.0537 |
| Low |
1.0369 |
1.0328 |
-0.0041 |
-0.4% |
1.0234 |
| Close |
1.0375 |
1.0356 |
-0.0019 |
-0.2% |
1.0478 |
| Range |
0.0109 |
0.0075 |
-0.0034 |
-31.2% |
0.0303 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
98,034 |
110,421 |
12,387 |
12.6% |
378,865 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0587 |
1.0547 |
1.0397 |
|
| R3 |
1.0512 |
1.0472 |
1.0377 |
|
| R2 |
1.0437 |
1.0437 |
1.0370 |
|
| R1 |
1.0397 |
1.0397 |
1.0363 |
1.0380 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0354 |
| S1 |
1.0322 |
1.0322 |
1.0349 |
1.0305 |
| S2 |
1.0287 |
1.0287 |
1.0342 |
|
| S3 |
1.0212 |
1.0247 |
1.0335 |
|
| S4 |
1.0137 |
1.0172 |
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 |
1.0294 |
0.0243 |
2.3% |
0.0109 |
1.1% |
26% |
False |
False |
107,806 |
| 10 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0104 |
1.0% |
61% |
False |
False |
64,551 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0087 |
0.8% |
61% |
False |
False |
32,820 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
61% |
False |
False |
16,449 |
| 60 |
1.0537 |
0.9836 |
0.0701 |
6.8% |
0.0069 |
0.7% |
74% |
False |
False |
10,991 |
| 80 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0063 |
0.6% |
82% |
False |
False |
8,261 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0051 |
0.5% |
82% |
False |
False |
6,610 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0043 |
0.4% |
82% |
False |
False |
5,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0722 |
|
2.618 |
1.0599 |
|
1.618 |
1.0524 |
|
1.000 |
1.0478 |
|
0.618 |
1.0449 |
|
HIGH |
1.0403 |
|
0.618 |
1.0374 |
|
0.500 |
1.0366 |
|
0.382 |
1.0357 |
|
LOW |
1.0328 |
|
0.618 |
1.0282 |
|
1.000 |
1.0253 |
|
1.618 |
1.0207 |
|
2.618 |
1.0132 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0433 |
| PP |
1.0362 |
1.0407 |
| S1 |
1.0359 |
1.0382 |
|