CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
0.9983 |
0.0000 |
0.0% |
1.0083 |
| High |
0.9983 |
1.0028 |
0.0045 |
0.5% |
1.0086 |
| Low |
0.9983 |
0.9983 |
0.0000 |
0.0% |
0.9983 |
| Close |
0.9983 |
1.0028 |
0.0045 |
0.5% |
1.0028 |
| Range |
0.0000 |
0.0045 |
0.0045 |
|
0.0103 |
| ATR |
0.0083 |
0.0081 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0133 |
1.0053 |
|
| R3 |
1.0103 |
1.0088 |
1.0040 |
|
| R2 |
1.0058 |
1.0058 |
1.0036 |
|
| R1 |
1.0043 |
1.0043 |
1.0032 |
1.0051 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0017 |
| S1 |
0.9998 |
0.9998 |
1.0024 |
1.0006 |
| S2 |
0.9968 |
0.9968 |
1.0020 |
|
| S3 |
0.9923 |
0.9953 |
1.0016 |
|
| S4 |
0.9878 |
0.9908 |
1.0003 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0288 |
1.0085 |
|
| R3 |
1.0238 |
1.0185 |
1.0056 |
|
| R2 |
1.0135 |
1.0135 |
1.0047 |
|
| R1 |
1.0082 |
1.0082 |
1.0037 |
1.0057 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0020 |
| S1 |
0.9979 |
0.9979 |
1.0019 |
0.9954 |
| S2 |
0.9929 |
0.9929 |
1.0009 |
|
| S3 |
0.9826 |
0.9876 |
1.0000 |
|
| S4 |
0.9723 |
0.9773 |
0.9971 |
|
|
| 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% |
0.0018 |
0.2% |
44% |
False |
True |
1 |
| 10 |
1.0086 |
0.9600 |
0.0486 |
4.8% |
0.0021 |
0.2% |
88% |
False |
False |
|
| 20 |
1.0086 |
0.9496 |
0.0590 |
5.9% |
0.0011 |
0.1% |
90% |
False |
False |
2 |
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.6% |
0.0006 |
0.1% |
56% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0005 |
0.0% |
67% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0004 |
0.0% |
67% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0146 |
|
1.618 |
1.0101 |
|
1.000 |
1.0073 |
|
0.618 |
1.0056 |
|
HIGH |
1.0028 |
|
0.618 |
1.0011 |
|
0.500 |
1.0006 |
|
0.382 |
1.0000 |
|
LOW |
0.9983 |
|
0.618 |
0.9955 |
|
1.000 |
0.9938 |
|
1.618 |
0.9910 |
|
2.618 |
0.9865 |
|
4.250 |
0.9792 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0035 |
| PP |
1.0013 |
1.0032 |
| S1 |
1.0006 |
1.0030 |
|