CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
0.9906 |
0.9937 |
0.0031 |
0.3% |
1.0083 |
High |
0.9906 |
0.9937 |
0.0031 |
0.3% |
1.0086 |
Low |
0.9880 |
0.9842 |
-0.0038 |
-0.4% |
0.9983 |
Close |
0.9880 |
0.9842 |
-0.0038 |
-0.4% |
1.0028 |
Range |
0.0026 |
0.0095 |
0.0069 |
265.4% |
0.0103 |
ATR |
0.0085 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
5 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0159 |
1.0095 |
0.9894 |
|
R3 |
1.0064 |
1.0000 |
0.9868 |
|
R2 |
0.9969 |
0.9969 |
0.9859 |
|
R1 |
0.9905 |
0.9905 |
0.9851 |
0.9890 |
PP |
0.9874 |
0.9874 |
0.9874 |
0.9866 |
S1 |
0.9810 |
0.9810 |
0.9833 |
0.9795 |
S2 |
0.9779 |
0.9779 |
0.9825 |
|
S3 |
0.9684 |
0.9715 |
0.9816 |
|
S4 |
0.9589 |
0.9620 |
0.9790 |
|
|
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 |
0.9842 |
0.0244 |
2.5% |
0.0033 |
0.3% |
0% |
False |
True |
1 |
10 |
1.0086 |
0.9842 |
0.0244 |
2.5% |
0.0023 |
0.2% |
0% |
False |
True |
|
20 |
1.0086 |
0.9496 |
0.0590 |
6.0% |
0.0017 |
0.2% |
59% |
False |
False |
1 |
40 |
1.0454 |
0.9496 |
0.0958 |
9.7% |
0.0009 |
0.1% |
36% |
False |
False |
2 |
60 |
1.0454 |
0.9172 |
0.1282 |
13.0% |
0.0007 |
0.1% |
52% |
False |
False |
2 |
80 |
1.0454 |
0.9172 |
0.1282 |
13.0% |
0.0005 |
0.1% |
52% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0341 |
2.618 |
1.0186 |
1.618 |
1.0091 |
1.000 |
1.0032 |
0.618 |
0.9996 |
HIGH |
0.9937 |
0.618 |
0.9901 |
0.500 |
0.9890 |
0.382 |
0.9878 |
LOW |
0.9842 |
0.618 |
0.9783 |
1.000 |
0.9747 |
1.618 |
0.9688 |
2.618 |
0.9593 |
4.250 |
0.9438 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9890 |
0.9935 |
PP |
0.9874 |
0.9904 |
S1 |
0.9858 |
0.9873 |
|