CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.0086 |
0.9983 |
-0.0103 |
-1.0% |
0.9600 |
High |
1.0086 |
0.9983 |
-0.0103 |
-1.0% |
1.0060 |
Low |
1.0086 |
0.9983 |
-0.0103 |
-1.0% |
0.9600 |
Close |
1.0086 |
0.9983 |
-0.0103 |
-1.0% |
1.0034 |
Range |
|
|
|
|
|
ATR |
0.0082 |
0.0083 |
0.0002 |
1.9% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
2 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9983 |
0.9983 |
0.9983 |
|
R3 |
0.9983 |
0.9983 |
0.9983 |
|
R2 |
0.9983 |
0.9983 |
0.9983 |
|
R1 |
0.9983 |
0.9983 |
0.9983 |
0.9983 |
PP |
0.9983 |
0.9983 |
0.9983 |
0.9983 |
S1 |
0.9983 |
0.9983 |
0.9983 |
0.9983 |
S2 |
0.9983 |
0.9983 |
0.9983 |
|
S3 |
0.9983 |
0.9983 |
0.9983 |
|
S4 |
0.9983 |
0.9983 |
0.9983 |
|
|
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 |
1.0086 |
0.9983 |
0.0103 |
1.0% |
0.0013 |
0.1% |
0% |
False |
True |
1 |
10 |
1.0086 |
0.9521 |
0.0565 |
5.7% |
0.0017 |
0.2% |
82% |
False |
False |
|
20 |
1.0086 |
0.9496 |
0.0590 |
5.9% |
0.0009 |
0.1% |
83% |
False |
False |
2 |
40 |
1.0454 |
0.9496 |
0.0958 |
9.6% |
0.0005 |
0.0% |
51% |
False |
False |
2 |
60 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0004 |
0.0% |
63% |
False |
False |
3 |
80 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0003 |
0.0% |
63% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9983 |
2.618 |
0.9983 |
1.618 |
0.9983 |
1.000 |
0.9983 |
0.618 |
0.9983 |
HIGH |
0.9983 |
0.618 |
0.9983 |
0.500 |
0.9983 |
0.382 |
0.9983 |
LOW |
0.9983 |
0.618 |
0.9983 |
1.000 |
0.9983 |
1.618 |
0.9983 |
2.618 |
0.9983 |
4.250 |
0.9983 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9983 |
1.0035 |
PP |
0.9983 |
1.0017 |
S1 |
0.9983 |
1.0000 |
|