CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.0055 |
1.0083 |
0.0028 |
0.3% |
0.9600 |
High |
1.0055 |
1.0083 |
0.0028 |
0.3% |
1.0060 |
Low |
1.0034 |
1.0083 |
0.0049 |
0.5% |
0.9600 |
Close |
1.0034 |
1.0083 |
0.0049 |
0.5% |
1.0034 |
Range |
0.0021 |
0.0000 |
-0.0021 |
-100.0% |
0.0460 |
ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
0 |
3 |
3 |
|
2 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0083 |
1.0083 |
1.0083 |
|
R3 |
1.0083 |
1.0083 |
1.0083 |
|
R2 |
1.0083 |
1.0083 |
1.0083 |
|
R1 |
1.0083 |
1.0083 |
1.0083 |
1.0083 |
PP |
1.0083 |
1.0083 |
1.0083 |
1.0083 |
S1 |
1.0083 |
1.0083 |
1.0083 |
1.0083 |
S2 |
1.0083 |
1.0083 |
1.0083 |
|
S3 |
1.0083 |
1.0083 |
1.0083 |
|
S4 |
1.0083 |
1.0083 |
1.0083 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1278 |
1.1116 |
1.0287 |
|
R3 |
1.0818 |
1.0656 |
1.0161 |
|
R2 |
1.0358 |
1.0358 |
1.0118 |
|
R1 |
1.0196 |
1.0196 |
1.0076 |
1.0277 |
PP |
0.9898 |
0.9898 |
0.9898 |
0.9939 |
S1 |
0.9736 |
0.9736 |
0.9992 |
0.9817 |
S2 |
0.9438 |
0.9438 |
0.9950 |
|
S3 |
0.8978 |
0.9276 |
0.9908 |
|
S4 |
0.8518 |
0.8816 |
0.9781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0083 |
0.9833 |
0.0250 |
2.5% |
0.0004 |
0.0% |
100% |
True |
False |
1 |
10 |
1.0083 |
0.9496 |
0.0587 |
5.8% |
0.0013 |
0.1% |
100% |
True |
False |
|
20 |
1.0158 |
0.9496 |
0.0662 |
6.6% |
0.0007 |
0.1% |
89% |
False |
False |
3 |
40 |
1.0454 |
0.9496 |
0.0958 |
9.5% |
0.0004 |
0.0% |
61% |
False |
False |
2 |
60 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0003 |
0.0% |
71% |
False |
False |
3 |
80 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0002 |
0.0% |
71% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0083 |
2.618 |
1.0083 |
1.618 |
1.0083 |
1.000 |
1.0083 |
0.618 |
1.0083 |
HIGH |
1.0083 |
0.618 |
1.0083 |
0.500 |
1.0083 |
0.382 |
1.0083 |
LOW |
1.0083 |
0.618 |
1.0083 |
1.000 |
1.0083 |
1.618 |
1.0083 |
2.618 |
1.0083 |
4.250 |
1.0083 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0083 |
1.0075 |
PP |
1.0083 |
1.0067 |
S1 |
1.0083 |
1.0059 |
|