CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9792 |
0.0032 |
0.3% |
0.9906 |
| High |
0.9760 |
0.9792 |
0.0032 |
0.3% |
0.9937 |
| Low |
0.9741 |
0.9782 |
0.0041 |
0.4% |
0.9716 |
| Close |
0.9741 |
0.9782 |
0.0041 |
0.4% |
0.9782 |
| Range |
0.0019 |
0.0010 |
-0.0009 |
-47.4% |
0.0221 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
11 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9809 |
0.9788 |
|
| R3 |
0.9805 |
0.9799 |
0.9785 |
|
| R2 |
0.9795 |
0.9795 |
0.9784 |
|
| R1 |
0.9789 |
0.9789 |
0.9783 |
0.9787 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9785 |
| S1 |
0.9779 |
0.9779 |
0.9781 |
0.9777 |
| S2 |
0.9775 |
0.9775 |
0.9780 |
|
| S3 |
0.9765 |
0.9769 |
0.9779 |
|
| S4 |
0.9755 |
0.9759 |
0.9777 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0349 |
0.9904 |
|
| R3 |
1.0254 |
1.0128 |
0.9843 |
|
| R2 |
1.0033 |
1.0033 |
0.9823 |
|
| R1 |
0.9907 |
0.9907 |
0.9802 |
0.9860 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9788 |
| S1 |
0.9686 |
0.9686 |
0.9762 |
0.9639 |
| S2 |
0.9591 |
0.9591 |
0.9741 |
|
| S3 |
0.9370 |
0.9465 |
0.9721 |
|
| S4 |
0.9149 |
0.9244 |
0.9660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9937 |
0.9716 |
0.0221 |
2.3% |
0.0055 |
0.6% |
30% |
False |
False |
2 |
| 10 |
1.0086 |
0.9716 |
0.0370 |
3.8% |
0.0036 |
0.4% |
18% |
False |
False |
1 |
| 20 |
1.0086 |
0.9496 |
0.0590 |
6.0% |
0.0025 |
0.3% |
48% |
False |
False |
1 |
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.8% |
0.0013 |
0.1% |
30% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
13.1% |
0.0008 |
0.1% |
48% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
13.1% |
0.0007 |
0.1% |
48% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9835 |
|
2.618 |
0.9818 |
|
1.618 |
0.9808 |
|
1.000 |
0.9802 |
|
0.618 |
0.9798 |
|
HIGH |
0.9792 |
|
0.618 |
0.9788 |
|
0.500 |
0.9787 |
|
0.382 |
0.9786 |
|
LOW |
0.9782 |
|
0.618 |
0.9776 |
|
1.000 |
0.9772 |
|
1.618 |
0.9766 |
|
2.618 |
0.9756 |
|
4.250 |
0.9740 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9787 |
0.9781 |
| PP |
0.9785 |
0.9780 |
| S1 |
0.9784 |
0.9779 |
|