CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0387 |
1.0372 |
-0.0015 |
-0.1% |
1.0277 |
| High |
1.0403 |
1.0415 |
0.0012 |
0.1% |
1.0537 |
| Low |
1.0328 |
1.0337 |
0.0009 |
0.1% |
1.0234 |
| Close |
1.0356 |
1.0414 |
0.0058 |
0.6% |
1.0478 |
| Range |
0.0075 |
0.0078 |
0.0003 |
4.0% |
0.0303 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
110,421 |
114,548 |
4,127 |
3.7% |
378,865 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0596 |
1.0457 |
|
| R3 |
1.0545 |
1.0518 |
1.0435 |
|
| R2 |
1.0467 |
1.0467 |
1.0428 |
|
| R1 |
1.0440 |
1.0440 |
1.0421 |
1.0454 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0395 |
| S1 |
1.0362 |
1.0362 |
1.0407 |
1.0376 |
| S2 |
1.0311 |
1.0311 |
1.0400 |
|
| S3 |
1.0233 |
1.0284 |
1.0393 |
|
| S4 |
1.0155 |
1.0206 |
1.0371 |
|
|
| 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 |
1.0% |
49% |
False |
False |
116,728 |
| 10 |
1.0537 |
1.0080 |
0.0457 |
4.4% |
0.0106 |
1.0% |
73% |
False |
False |
75,344 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0088 |
0.8% |
73% |
False |
False |
38,546 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
73% |
False |
False |
19,311 |
| 60 |
1.0537 |
0.9867 |
0.0670 |
6.4% |
0.0070 |
0.7% |
82% |
False |
False |
12,900 |
| 80 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0064 |
0.6% |
88% |
False |
False |
9,693 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0052 |
0.5% |
88% |
False |
False |
7,756 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0044 |
0.4% |
88% |
False |
False |
6,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0619 |
|
1.618 |
1.0541 |
|
1.000 |
1.0493 |
|
0.618 |
1.0463 |
|
HIGH |
1.0415 |
|
0.618 |
1.0385 |
|
0.500 |
1.0376 |
|
0.382 |
1.0367 |
|
LOW |
1.0337 |
|
0.618 |
1.0289 |
|
1.000 |
1.0259 |
|
1.618 |
1.0211 |
|
2.618 |
1.0133 |
|
4.250 |
1.0006 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0401 |
1.0410 |
| PP |
1.0389 |
1.0407 |
| S1 |
1.0376 |
1.0403 |
|