CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9841 |
0.9760 |
-0.0081 |
-0.8% |
1.0083 |
| High |
0.9841 |
0.9760 |
-0.0081 |
-0.8% |
1.0086 |
| Low |
0.9716 |
0.9741 |
0.0025 |
0.3% |
0.9983 |
| Close |
0.9716 |
0.9741 |
0.0025 |
0.3% |
1.0028 |
| Range |
0.0125 |
0.0019 |
-0.0106 |
-84.8% |
0.0103 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
5 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9804 |
0.9792 |
0.9751 |
|
| R3 |
0.9785 |
0.9773 |
0.9746 |
|
| R2 |
0.9766 |
0.9766 |
0.9744 |
|
| R1 |
0.9754 |
0.9754 |
0.9743 |
0.9751 |
| PP |
0.9747 |
0.9747 |
0.9747 |
0.9746 |
| S1 |
0.9735 |
0.9735 |
0.9739 |
0.9732 |
| S2 |
0.9728 |
0.9728 |
0.9738 |
|
| S3 |
0.9709 |
0.9716 |
0.9736 |
|
| S4 |
0.9690 |
0.9697 |
0.9731 |
|
|
| 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 |
1.0028 |
0.9716 |
0.0312 |
3.2% |
0.0062 |
0.6% |
8% |
False |
False |
1 |
| 10 |
1.0086 |
0.9716 |
0.0370 |
3.8% |
0.0038 |
0.4% |
7% |
False |
False |
1 |
| 20 |
1.0086 |
0.9496 |
0.0590 |
6.1% |
0.0024 |
0.2% |
42% |
False |
False |
|
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.8% |
0.0012 |
0.1% |
26% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
13.2% |
0.0008 |
0.1% |
44% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
13.2% |
0.0007 |
0.1% |
44% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9841 |
|
2.618 |
0.9810 |
|
1.618 |
0.9791 |
|
1.000 |
0.9779 |
|
0.618 |
0.9772 |
|
HIGH |
0.9760 |
|
0.618 |
0.9753 |
|
0.500 |
0.9751 |
|
0.382 |
0.9748 |
|
LOW |
0.9741 |
|
0.618 |
0.9729 |
|
1.000 |
0.9722 |
|
1.618 |
0.9710 |
|
2.618 |
0.9691 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9827 |
| PP |
0.9747 |
0.9798 |
| S1 |
0.9744 |
0.9770 |
|