CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9958 |
0.9964 |
0.0006 |
0.1% |
0.9787 |
| High |
0.9962 |
0.9994 |
0.0032 |
0.3% |
0.9994 |
| Low |
0.9957 |
0.9964 |
0.0007 |
0.1% |
0.9744 |
| Close |
0.9959 |
0.9994 |
0.0035 |
0.4% |
0.9994 |
| Range |
0.0005 |
0.0030 |
0.0025 |
500.0% |
0.0250 |
| ATR |
0.0084 |
0.0081 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
17 |
14 |
-3 |
-17.6% |
50 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0074 |
1.0064 |
1.0011 |
|
| R3 |
1.0044 |
1.0034 |
1.0002 |
|
| R2 |
1.0014 |
1.0014 |
1.0000 |
|
| R1 |
1.0004 |
1.0004 |
0.9997 |
1.0009 |
| PP |
0.9984 |
0.9984 |
0.9984 |
0.9987 |
| S1 |
0.9974 |
0.9974 |
0.9991 |
0.9979 |
| S2 |
0.9954 |
0.9954 |
0.9989 |
|
| S3 |
0.9924 |
0.9944 |
0.9986 |
|
| S4 |
0.9894 |
0.9914 |
0.9978 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0577 |
1.0132 |
|
| R3 |
1.0411 |
1.0327 |
1.0063 |
|
| R2 |
1.0161 |
1.0161 |
1.0040 |
|
| R1 |
1.0077 |
1.0077 |
1.0017 |
1.0119 |
| PP |
0.9911 |
0.9911 |
0.9911 |
0.9932 |
| S1 |
0.9827 |
0.9827 |
0.9971 |
0.9869 |
| S2 |
0.9661 |
0.9661 |
0.9948 |
|
| S3 |
0.9411 |
0.9577 |
0.9925 |
|
| S4 |
0.9161 |
0.9327 |
0.9857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9994 |
0.9744 |
0.0250 |
2.5% |
0.0053 |
0.5% |
100% |
True |
False |
10 |
| 10 |
0.9994 |
0.9716 |
0.0278 |
2.8% |
0.0054 |
0.5% |
100% |
True |
False |
6 |
| 20 |
1.0086 |
0.9600 |
0.0486 |
4.9% |
0.0037 |
0.4% |
81% |
False |
False |
3 |
| 40 |
1.0451 |
0.9496 |
0.0955 |
9.6% |
0.0019 |
0.2% |
52% |
False |
False |
3 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0013 |
0.1% |
64% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0010 |
0.1% |
64% |
False |
False |
3 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0009 |
0.1% |
64% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0122 |
|
2.618 |
1.0073 |
|
1.618 |
1.0043 |
|
1.000 |
1.0024 |
|
0.618 |
1.0013 |
|
HIGH |
0.9994 |
|
0.618 |
0.9983 |
|
0.500 |
0.9979 |
|
0.382 |
0.9975 |
|
LOW |
0.9964 |
|
0.618 |
0.9945 |
|
1.000 |
0.9934 |
|
1.618 |
0.9915 |
|
2.618 |
0.9885 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
0.9978 |
| PP |
0.9984 |
0.9963 |
| S1 |
0.9979 |
0.9947 |
|