CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0393 |
1.0357 |
-0.0036 |
-0.3% |
1.0473 |
| High |
1.0401 |
1.0442 |
0.0041 |
0.4% |
1.0478 |
| Low |
1.0290 |
1.0352 |
0.0062 |
0.6% |
1.0290 |
| Close |
1.0366 |
1.0377 |
0.0011 |
0.1% |
1.0377 |
| Range |
0.0111 |
0.0090 |
-0.0021 |
-18.9% |
0.0188 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.0% |
0.0000 |
| Volume |
131,091 |
116,638 |
-14,453 |
-11.0% |
570,732 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0609 |
1.0427 |
|
| R3 |
1.0570 |
1.0519 |
1.0402 |
|
| R2 |
1.0480 |
1.0480 |
1.0394 |
|
| R1 |
1.0429 |
1.0429 |
1.0385 |
1.0455 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0403 |
| S1 |
1.0339 |
1.0339 |
1.0369 |
1.0365 |
| S2 |
1.0300 |
1.0300 |
1.0361 |
|
| S3 |
1.0210 |
1.0249 |
1.0352 |
|
| S4 |
1.0120 |
1.0159 |
1.0328 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0849 |
1.0480 |
|
| R3 |
1.0758 |
1.0661 |
1.0429 |
|
| R2 |
1.0570 |
1.0570 |
1.0411 |
|
| R1 |
1.0473 |
1.0473 |
1.0394 |
1.0428 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0359 |
| S1 |
1.0285 |
1.0285 |
1.0360 |
1.0240 |
| S2 |
1.0194 |
1.0194 |
1.0343 |
|
| S3 |
1.0006 |
1.0097 |
1.0325 |
|
| S4 |
0.9818 |
0.9909 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0478 |
1.0290 |
0.0188 |
1.8% |
0.0093 |
0.9% |
46% |
False |
False |
114,146 |
| 10 |
1.0537 |
1.0234 |
0.0303 |
2.9% |
0.0101 |
1.0% |
47% |
False |
False |
94,959 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0088 |
0.8% |
65% |
False |
False |
50,888 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
65% |
False |
False |
25,499 |
| 60 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0072 |
0.7% |
76% |
False |
False |
17,019 |
| 80 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0067 |
0.6% |
84% |
False |
False |
12,790 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0054 |
0.5% |
84% |
False |
False |
10,233 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0045 |
0.4% |
84% |
False |
False |
8,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0825 |
|
2.618 |
1.0678 |
|
1.618 |
1.0588 |
|
1.000 |
1.0532 |
|
0.618 |
1.0498 |
|
HIGH |
1.0442 |
|
0.618 |
1.0408 |
|
0.500 |
1.0397 |
|
0.382 |
1.0386 |
|
LOW |
1.0352 |
|
0.618 |
1.0296 |
|
1.000 |
1.0262 |
|
1.618 |
1.0206 |
|
2.618 |
1.0116 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0397 |
1.0373 |
| PP |
1.0390 |
1.0370 |
| S1 |
1.0384 |
1.0366 |
|