CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9975 |
0.0173 |
1.8% |
0.9906 |
| High |
0.9900 |
0.9975 |
0.0075 |
0.8% |
0.9937 |
| Low |
0.9790 |
0.9900 |
0.0110 |
1.1% |
0.9716 |
| Close |
0.9887 |
0.9900 |
0.0013 |
0.1% |
0.9782 |
| Range |
0.0110 |
0.0075 |
-0.0035 |
-31.8% |
0.0221 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2 |
15 |
13 |
650.0% |
11 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0100 |
0.9941 |
|
| R3 |
1.0075 |
1.0025 |
0.9921 |
|
| R2 |
1.0000 |
1.0000 |
0.9914 |
|
| R1 |
0.9950 |
0.9950 |
0.9907 |
0.9938 |
| PP |
0.9925 |
0.9925 |
0.9925 |
0.9919 |
| S1 |
0.9875 |
0.9875 |
0.9893 |
0.9863 |
| S2 |
0.9850 |
0.9850 |
0.9886 |
|
| S3 |
0.9775 |
0.9800 |
0.9879 |
|
| S4 |
0.9700 |
0.9725 |
0.9859 |
|
|
| 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 |
0.9975 |
0.9741 |
0.0234 |
2.4% |
0.0051 |
0.5% |
68% |
True |
False |
5 |
| 10 |
1.0028 |
0.9716 |
0.0312 |
3.2% |
0.0055 |
0.6% |
59% |
False |
False |
3 |
| 20 |
1.0086 |
0.9496 |
0.0590 |
6.0% |
0.0036 |
0.4% |
68% |
False |
False |
1 |
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.7% |
0.0018 |
0.2% |
42% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0012 |
0.1% |
57% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0010 |
0.1% |
57% |
False |
False |
3 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0009 |
0.1% |
57% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0294 |
|
2.618 |
1.0171 |
|
1.618 |
1.0096 |
|
1.000 |
1.0050 |
|
0.618 |
1.0021 |
|
HIGH |
0.9975 |
|
0.618 |
0.9946 |
|
0.500 |
0.9938 |
|
0.382 |
0.9929 |
|
LOW |
0.9900 |
|
0.618 |
0.9854 |
|
1.000 |
0.9825 |
|
1.618 |
0.9779 |
|
2.618 |
0.9704 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9887 |
| PP |
0.9925 |
0.9873 |
| S1 |
0.9913 |
0.9860 |
|