CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0314 |
-0.0038 |
-0.4% |
1.0473 |
| High |
1.0388 |
1.0329 |
-0.0059 |
-0.6% |
1.0478 |
| Low |
1.0305 |
1.0256 |
-0.0049 |
-0.5% |
1.0290 |
| Close |
1.0329 |
1.0283 |
-0.0046 |
-0.4% |
1.0377 |
| Range |
0.0083 |
0.0073 |
-0.0010 |
-12.0% |
0.0188 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
111,465 |
116,618 |
5,153 |
4.6% |
570,732 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0469 |
1.0323 |
|
| R3 |
1.0435 |
1.0396 |
1.0303 |
|
| R2 |
1.0362 |
1.0362 |
1.0296 |
|
| R1 |
1.0323 |
1.0323 |
1.0290 |
1.0306 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0281 |
| S1 |
1.0250 |
1.0250 |
1.0276 |
1.0233 |
| S2 |
1.0216 |
1.0216 |
1.0270 |
|
| S3 |
1.0143 |
1.0177 |
1.0263 |
|
| S4 |
1.0070 |
1.0104 |
1.0243 |
|
|
| 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 |
1.0256 |
0.0186 |
1.8% |
0.0085 |
0.8% |
15% |
False |
True |
112,985 |
| 10 |
1.0537 |
1.0256 |
0.0281 |
2.7% |
0.0097 |
0.9% |
10% |
False |
True |
114,857 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0092 |
0.9% |
45% |
False |
False |
66,688 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0078 |
0.8% |
45% |
False |
False |
33,426 |
| 60 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0073 |
0.7% |
54% |
False |
False |
22,302 |
| 80 |
1.0537 |
0.9594 |
0.0943 |
9.2% |
0.0068 |
0.7% |
73% |
False |
False |
16,755 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0056 |
0.5% |
74% |
False |
False |
13,405 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0047 |
0.5% |
74% |
False |
False |
11,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0639 |
|
2.618 |
1.0520 |
|
1.618 |
1.0447 |
|
1.000 |
1.0402 |
|
0.618 |
1.0374 |
|
HIGH |
1.0329 |
|
0.618 |
1.0301 |
|
0.500 |
1.0293 |
|
0.382 |
1.0284 |
|
LOW |
1.0256 |
|
0.618 |
1.0211 |
|
1.000 |
1.0183 |
|
1.618 |
1.0138 |
|
2.618 |
1.0065 |
|
4.250 |
0.9946 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0322 |
| PP |
1.0289 |
1.0309 |
| S1 |
1.0286 |
1.0296 |
|