CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0372 |
1.0393 |
0.0021 |
0.2% |
1.0277 |
| High |
1.0415 |
1.0401 |
-0.0014 |
-0.1% |
1.0537 |
| Low |
1.0337 |
1.0290 |
-0.0047 |
-0.5% |
1.0234 |
| Close |
1.0414 |
1.0366 |
-0.0048 |
-0.5% |
1.0478 |
| Range |
0.0078 |
0.0111 |
0.0033 |
42.3% |
0.0303 |
| ATR |
0.0088 |
0.0090 |
0.0003 |
3.0% |
0.0000 |
| Volume |
114,548 |
131,091 |
16,543 |
14.4% |
378,865 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0685 |
1.0637 |
1.0427 |
|
| R3 |
1.0574 |
1.0526 |
1.0397 |
|
| R2 |
1.0463 |
1.0463 |
1.0386 |
|
| R1 |
1.0415 |
1.0415 |
1.0376 |
1.0384 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0337 |
| S1 |
1.0304 |
1.0304 |
1.0356 |
1.0273 |
| S2 |
1.0241 |
1.0241 |
1.0346 |
|
| S3 |
1.0130 |
1.0193 |
1.0335 |
|
| S4 |
1.0019 |
1.0082 |
1.0305 |
|
|
| 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 |
1.0290 |
0.0247 |
2.4% |
0.0094 |
0.9% |
31% |
False |
True |
123,390 |
| 10 |
1.0537 |
1.0185 |
0.0352 |
3.4% |
0.0104 |
1.0% |
51% |
False |
False |
84,711 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0089 |
0.9% |
63% |
False |
False |
45,069 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
63% |
False |
False |
22,585 |
| 60 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0071 |
0.7% |
74% |
False |
False |
15,076 |
| 80 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0065 |
0.6% |
83% |
False |
False |
11,332 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0053 |
0.5% |
83% |
False |
False |
9,066 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0044 |
0.4% |
83% |
False |
False |
7,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0692 |
|
1.618 |
1.0581 |
|
1.000 |
1.0512 |
|
0.618 |
1.0470 |
|
HIGH |
1.0401 |
|
0.618 |
1.0359 |
|
0.500 |
1.0346 |
|
0.382 |
1.0332 |
|
LOW |
1.0290 |
|
0.618 |
1.0221 |
|
1.000 |
1.0179 |
|
1.618 |
1.0110 |
|
2.618 |
0.9999 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0359 |
1.0362 |
| PP |
1.0352 |
1.0357 |
| S1 |
1.0346 |
1.0353 |
|