CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0352 |
-0.0025 |
-0.2% |
1.0473 |
| High |
1.0378 |
1.0388 |
0.0010 |
0.1% |
1.0478 |
| Low |
1.0311 |
1.0305 |
-0.0006 |
-0.1% |
1.0290 |
| Close |
1.0355 |
1.0329 |
-0.0026 |
-0.3% |
1.0377 |
| Range |
0.0067 |
0.0083 |
0.0016 |
23.9% |
0.0188 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
89,116 |
111,465 |
22,349 |
25.1% |
570,732 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0542 |
1.0375 |
|
| R3 |
1.0507 |
1.0459 |
1.0352 |
|
| R2 |
1.0424 |
1.0424 |
1.0344 |
|
| R1 |
1.0376 |
1.0376 |
1.0337 |
1.0359 |
| PP |
1.0341 |
1.0341 |
1.0341 |
1.0332 |
| S1 |
1.0293 |
1.0293 |
1.0321 |
1.0276 |
| S2 |
1.0258 |
1.0258 |
1.0314 |
|
| S3 |
1.0175 |
1.0210 |
1.0306 |
|
| S4 |
1.0092 |
1.0127 |
1.0283 |
|
|
| 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% |
0.0086 |
0.8% |
26% |
False |
False |
112,571 |
| 10 |
1.0537 |
1.0290 |
0.0247 |
2.4% |
0.0098 |
0.9% |
16% |
False |
False |
110,188 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0091 |
0.9% |
55% |
False |
False |
60,871 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0077 |
0.7% |
55% |
False |
False |
30,511 |
| 60 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0072 |
0.7% |
63% |
False |
False |
20,362 |
| 80 |
1.0537 |
0.9588 |
0.0949 |
9.2% |
0.0067 |
0.7% |
78% |
False |
False |
15,297 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0056 |
0.5% |
79% |
False |
False |
12,238 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0046 |
0.4% |
79% |
False |
False |
10,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0741 |
|
2.618 |
1.0605 |
|
1.618 |
1.0522 |
|
1.000 |
1.0471 |
|
0.618 |
1.0439 |
|
HIGH |
1.0388 |
|
0.618 |
1.0356 |
|
0.500 |
1.0347 |
|
0.382 |
1.0337 |
|
LOW |
1.0305 |
|
0.618 |
1.0254 |
|
1.000 |
1.0222 |
|
1.618 |
1.0171 |
|
2.618 |
1.0088 |
|
4.250 |
0.9952 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0347 |
1.0374 |
| PP |
1.0341 |
1.0359 |
| S1 |
1.0335 |
1.0344 |
|