CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9787 |
-0.0005 |
-0.1% |
0.9906 |
| High |
0.9792 |
0.9787 |
-0.0005 |
-0.1% |
0.9937 |
| Low |
0.9782 |
0.9744 |
-0.0038 |
-0.4% |
0.9716 |
| Close |
0.9782 |
0.9744 |
-0.0038 |
-0.4% |
0.9782 |
| Range |
0.0010 |
0.0043 |
0.0033 |
330.0% |
0.0221 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9887 |
0.9859 |
0.9768 |
|
| R3 |
0.9844 |
0.9816 |
0.9756 |
|
| R2 |
0.9801 |
0.9801 |
0.9752 |
|
| R1 |
0.9773 |
0.9773 |
0.9748 |
0.9766 |
| PP |
0.9758 |
0.9758 |
0.9758 |
0.9755 |
| S1 |
0.9730 |
0.9730 |
0.9740 |
0.9723 |
| S2 |
0.9715 |
0.9715 |
0.9736 |
|
| S3 |
0.9672 |
0.9687 |
0.9732 |
|
| S4 |
0.9629 |
0.9644 |
0.9720 |
|
|
| 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% |
0.0058 |
0.6% |
13% |
False |
False |
2 |
| 10 |
1.0086 |
0.9716 |
0.0370 |
3.8% |
0.0041 |
0.4% |
8% |
False |
False |
1 |
| 20 |
1.0086 |
0.9496 |
0.0590 |
6.1% |
0.0027 |
0.3% |
42% |
False |
False |
1 |
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.8% |
0.0014 |
0.1% |
26% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
13.2% |
0.0009 |
0.1% |
45% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
13.2% |
0.0008 |
0.1% |
45% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9970 |
|
2.618 |
0.9900 |
|
1.618 |
0.9857 |
|
1.000 |
0.9830 |
|
0.618 |
0.9814 |
|
HIGH |
0.9787 |
|
0.618 |
0.9771 |
|
0.500 |
0.9766 |
|
0.382 |
0.9760 |
|
LOW |
0.9744 |
|
0.618 |
0.9717 |
|
1.000 |
0.9701 |
|
1.618 |
0.9674 |
|
2.618 |
0.9631 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9766 |
0.9767 |
| PP |
0.9758 |
0.9759 |
| S1 |
0.9751 |
0.9752 |
|