CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0314 |
1.0301 |
-0.0013 |
-0.1% |
1.0473 |
| High |
1.0329 |
1.0390 |
0.0061 |
0.6% |
1.0478 |
| Low |
1.0256 |
1.0283 |
0.0027 |
0.3% |
1.0290 |
| Close |
1.0283 |
1.0376 |
0.0093 |
0.9% |
1.0377 |
| Range |
0.0073 |
0.0107 |
0.0034 |
46.6% |
0.0188 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.6% |
0.0000 |
| Volume |
116,618 |
117,549 |
931 |
0.8% |
570,732 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0630 |
1.0435 |
|
| R3 |
1.0564 |
1.0523 |
1.0405 |
|
| R2 |
1.0457 |
1.0457 |
1.0396 |
|
| R1 |
1.0416 |
1.0416 |
1.0386 |
1.0437 |
| PP |
1.0350 |
1.0350 |
1.0350 |
1.0360 |
| S1 |
1.0309 |
1.0309 |
1.0366 |
1.0330 |
| S2 |
1.0243 |
1.0243 |
1.0356 |
|
| S3 |
1.0136 |
1.0202 |
1.0347 |
|
| S4 |
1.0029 |
1.0095 |
1.0317 |
|
|
| 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% |
0.0084 |
0.8% |
65% |
False |
False |
110,277 |
| 10 |
1.0537 |
1.0256 |
0.0281 |
2.7% |
0.0089 |
0.9% |
43% |
False |
False |
116,833 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0095 |
0.9% |
65% |
False |
False |
72,545 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0079 |
0.8% |
65% |
False |
False |
36,363 |
| 60 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0074 |
0.7% |
71% |
False |
False |
24,260 |
| 80 |
1.0537 |
0.9680 |
0.0857 |
8.3% |
0.0069 |
0.7% |
81% |
False |
False |
18,224 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0058 |
0.6% |
84% |
False |
False |
14,580 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0048 |
0.5% |
84% |
False |
False |
12,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0845 |
|
2.618 |
1.0670 |
|
1.618 |
1.0563 |
|
1.000 |
1.0497 |
|
0.618 |
1.0456 |
|
HIGH |
1.0390 |
|
0.618 |
1.0349 |
|
0.500 |
1.0337 |
|
0.382 |
1.0324 |
|
LOW |
1.0283 |
|
0.618 |
1.0217 |
|
1.000 |
1.0176 |
|
1.618 |
1.0110 |
|
2.618 |
1.0003 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0358 |
| PP |
1.0350 |
1.0341 |
| S1 |
1.0337 |
1.0323 |
|