CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9975 |
0.9958 |
-0.0017 |
-0.2% |
0.9906 |
| High |
0.9975 |
0.9962 |
-0.0013 |
-0.1% |
0.9937 |
| Low |
0.9900 |
0.9957 |
0.0057 |
0.6% |
0.9716 |
| Close |
0.9900 |
0.9959 |
0.0059 |
0.6% |
0.9782 |
| Range |
0.0075 |
0.0005 |
-0.0070 |
-93.3% |
0.0221 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
15 |
17 |
2 |
13.3% |
11 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9974 |
0.9972 |
0.9962 |
|
| R3 |
0.9969 |
0.9967 |
0.9960 |
|
| R2 |
0.9964 |
0.9964 |
0.9960 |
|
| R1 |
0.9962 |
0.9962 |
0.9959 |
0.9963 |
| PP |
0.9959 |
0.9959 |
0.9959 |
0.9960 |
| S1 |
0.9957 |
0.9957 |
0.9959 |
0.9958 |
| S2 |
0.9954 |
0.9954 |
0.9958 |
|
| S3 |
0.9949 |
0.9952 |
0.9958 |
|
| S4 |
0.9944 |
0.9947 |
0.9956 |
|
|
| 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 |
0.9744 |
0.0231 |
2.3% |
0.0049 |
0.5% |
93% |
False |
False |
7 |
| 10 |
1.0028 |
0.9716 |
0.0312 |
3.1% |
0.0055 |
0.6% |
78% |
False |
False |
4 |
| 20 |
1.0086 |
0.9521 |
0.0565 |
5.7% |
0.0036 |
0.4% |
78% |
False |
False |
2 |
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.6% |
0.0019 |
0.2% |
48% |
False |
False |
3 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0012 |
0.1% |
61% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0010 |
0.1% |
61% |
False |
False |
3 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0009 |
0.1% |
61% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9983 |
|
2.618 |
0.9975 |
|
1.618 |
0.9970 |
|
1.000 |
0.9967 |
|
0.618 |
0.9965 |
|
HIGH |
0.9962 |
|
0.618 |
0.9960 |
|
0.500 |
0.9960 |
|
0.382 |
0.9959 |
|
LOW |
0.9957 |
|
0.618 |
0.9954 |
|
1.000 |
0.9952 |
|
1.618 |
0.9949 |
|
2.618 |
0.9944 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9960 |
0.9934 |
| PP |
0.9959 |
0.9908 |
| S1 |
0.9959 |
0.9883 |
|