CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9802 |
0.0015 |
0.2% |
0.9906 |
| High |
0.9787 |
0.9900 |
0.0113 |
1.2% |
0.9937 |
| Low |
0.9744 |
0.9790 |
0.0046 |
0.5% |
0.9716 |
| Close |
0.9744 |
0.9887 |
0.0143 |
1.5% |
0.9782 |
| Range |
0.0043 |
0.0110 |
0.0067 |
155.8% |
0.0221 |
| ATR |
0.0080 |
0.0086 |
0.0005 |
6.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0148 |
0.9948 |
|
| R3 |
1.0079 |
1.0038 |
0.9917 |
|
| R2 |
0.9969 |
0.9969 |
0.9907 |
|
| R1 |
0.9928 |
0.9928 |
0.9897 |
0.9949 |
| PP |
0.9859 |
0.9859 |
0.9859 |
0.9869 |
| S1 |
0.9818 |
0.9818 |
0.9877 |
0.9839 |
| S2 |
0.9749 |
0.9749 |
0.9867 |
|
| S3 |
0.9639 |
0.9708 |
0.9857 |
|
| S4 |
0.9529 |
0.9598 |
0.9827 |
|
|
| 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 |
0.9900 |
0.9716 |
0.0184 |
1.9% |
0.0061 |
0.6% |
93% |
True |
False |
2 |
| 10 |
1.0086 |
0.9716 |
0.0370 |
3.7% |
0.0047 |
0.5% |
46% |
False |
False |
1 |
| 20 |
1.0086 |
0.9496 |
0.0590 |
6.0% |
0.0032 |
0.3% |
66% |
False |
False |
1 |
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.7% |
0.0017 |
0.2% |
41% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
13.0% |
0.0011 |
0.1% |
56% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
13.0% |
0.0009 |
0.1% |
56% |
False |
False |
3 |
| 100 |
1.0533 |
0.9172 |
0.1361 |
13.8% |
0.0008 |
0.1% |
53% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0368 |
|
2.618 |
1.0188 |
|
1.618 |
1.0078 |
|
1.000 |
1.0010 |
|
0.618 |
0.9968 |
|
HIGH |
0.9900 |
|
0.618 |
0.9858 |
|
0.500 |
0.9845 |
|
0.382 |
0.9832 |
|
LOW |
0.9790 |
|
0.618 |
0.9722 |
|
1.000 |
0.9680 |
|
1.618 |
0.9612 |
|
2.618 |
0.9502 |
|
4.250 |
0.9323 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9873 |
0.9865 |
| PP |
0.9859 |
0.9844 |
| S1 |
0.9845 |
0.9822 |
|