CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 27-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
0.9964 |
1.0001 |
0.0037 |
0.4% |
0.9787 |
High |
0.9994 |
1.0001 |
0.0007 |
0.1% |
0.9994 |
Low |
0.9964 |
1.0001 |
0.0037 |
0.4% |
0.9744 |
Close |
0.9994 |
1.0001 |
0.0007 |
0.1% |
0.9994 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0250 |
ATR |
0.0081 |
0.0075 |
-0.0005 |
-6.5% |
0.0000 |
Volume |
14 |
2 |
-12 |
-85.7% |
50 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0001 |
1.0001 |
1.0001 |
|
R3 |
1.0001 |
1.0001 |
1.0001 |
|
R2 |
1.0001 |
1.0001 |
1.0001 |
|
R1 |
1.0001 |
1.0001 |
1.0001 |
1.0001 |
PP |
1.0001 |
1.0001 |
1.0001 |
1.0001 |
S1 |
1.0001 |
1.0001 |
1.0001 |
1.0001 |
S2 |
1.0001 |
1.0001 |
1.0001 |
|
S3 |
1.0001 |
1.0001 |
1.0001 |
|
S4 |
1.0001 |
1.0001 |
1.0001 |
|
|
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 |
1.0001 |
0.9790 |
0.0211 |
2.1% |
0.0044 |
0.4% |
100% |
True |
False |
10 |
10 |
1.0001 |
0.9716 |
0.0285 |
2.8% |
0.0051 |
0.5% |
100% |
True |
False |
6 |
20 |
1.0086 |
0.9716 |
0.0370 |
3.7% |
0.0032 |
0.3% |
77% |
False |
False |
3 |
40 |
1.0331 |
0.9496 |
0.0835 |
8.3% |
0.0019 |
0.2% |
60% |
False |
False |
3 |
60 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0013 |
0.1% |
65% |
False |
False |
2 |
80 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0010 |
0.1% |
65% |
False |
False |
3 |
100 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0009 |
0.1% |
65% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0001 |
2.618 |
1.0001 |
1.618 |
1.0001 |
1.000 |
1.0001 |
0.618 |
1.0001 |
HIGH |
1.0001 |
0.618 |
1.0001 |
0.500 |
1.0001 |
0.382 |
1.0001 |
LOW |
1.0001 |
0.618 |
1.0001 |
1.000 |
1.0001 |
1.618 |
1.0001 |
2.618 |
1.0001 |
4.250 |
1.0001 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0001 |
0.9994 |
PP |
1.0001 |
0.9986 |
S1 |
1.0001 |
0.9979 |
|