CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0357 |
1.0377 |
0.0020 |
0.2% |
1.0473 |
| High |
1.0442 |
1.0378 |
-0.0064 |
-0.6% |
1.0478 |
| Low |
1.0352 |
1.0311 |
-0.0041 |
-0.4% |
1.0290 |
| Close |
1.0377 |
1.0355 |
-0.0022 |
-0.2% |
1.0377 |
| Range |
0.0090 |
0.0067 |
-0.0023 |
-25.6% |
0.0188 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
116,638 |
89,116 |
-27,522 |
-23.6% |
570,732 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0549 |
1.0519 |
1.0392 |
|
| R3 |
1.0482 |
1.0452 |
1.0373 |
|
| R2 |
1.0415 |
1.0415 |
1.0367 |
|
| R1 |
1.0385 |
1.0385 |
1.0361 |
1.0367 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0339 |
| S1 |
1.0318 |
1.0318 |
1.0349 |
1.0300 |
| S2 |
1.0281 |
1.0281 |
1.0343 |
|
| S3 |
1.0214 |
1.0251 |
1.0337 |
|
| S4 |
1.0147 |
1.0184 |
1.0318 |
|
|
| 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 |
1.0442 |
1.0290 |
0.0152 |
1.5% |
0.0084 |
0.8% |
43% |
False |
False |
112,362 |
| 10 |
1.0537 |
1.0234 |
0.0303 |
2.9% |
0.0102 |
1.0% |
40% |
False |
False |
102,881 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0089 |
0.9% |
60% |
False |
False |
55,313 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
60% |
False |
False |
27,726 |
| 60 |
1.0537 |
0.9941 |
0.0596 |
5.8% |
0.0073 |
0.7% |
69% |
False |
False |
18,504 |
| 80 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0067 |
0.6% |
82% |
False |
False |
13,904 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0055 |
0.5% |
82% |
False |
False |
11,124 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0046 |
0.4% |
82% |
False |
False |
9,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0553 |
|
1.618 |
1.0486 |
|
1.000 |
1.0445 |
|
0.618 |
1.0419 |
|
HIGH |
1.0378 |
|
0.618 |
1.0352 |
|
0.500 |
1.0345 |
|
0.382 |
1.0337 |
|
LOW |
1.0311 |
|
0.618 |
1.0270 |
|
1.000 |
1.0244 |
|
1.618 |
1.0203 |
|
2.618 |
1.0136 |
|
4.250 |
1.0026 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0366 |
| PP |
1.0348 |
1.0362 |
| S1 |
1.0345 |
1.0359 |
|