CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
0.9930 |
0.9958 |
0.0028 |
0.3% |
0.9787 |
High |
0.9930 |
0.9958 |
0.0028 |
0.3% |
0.9994 |
Low |
0.9918 |
0.9958 |
0.0040 |
0.4% |
0.9744 |
Close |
0.9918 |
0.9958 |
0.0040 |
0.4% |
0.9994 |
Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0250 |
ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
50 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9958 |
0.9958 |
0.9958 |
|
R3 |
0.9958 |
0.9958 |
0.9958 |
|
R2 |
0.9958 |
0.9958 |
0.9958 |
|
R1 |
0.9958 |
0.9958 |
0.9958 |
0.9958 |
PP |
0.9958 |
0.9958 |
0.9958 |
0.9958 |
S1 |
0.9958 |
0.9958 |
0.9958 |
0.9958 |
S2 |
0.9958 |
0.9958 |
0.9958 |
|
S3 |
0.9958 |
0.9958 |
0.9958 |
|
S4 |
0.9958 |
0.9958 |
0.9958 |
|
|
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 |
0.9918 |
0.0083 |
0.8% |
0.0009 |
0.1% |
48% |
False |
False |
7 |
10 |
1.0001 |
0.9741 |
0.0260 |
2.6% |
0.0030 |
0.3% |
83% |
False |
False |
6 |
20 |
1.0086 |
0.9716 |
0.0370 |
3.7% |
0.0033 |
0.3% |
65% |
False |
False |
3 |
40 |
1.0172 |
0.9496 |
0.0676 |
6.8% |
0.0020 |
0.2% |
68% |
False |
False |
3 |
60 |
1.0454 |
0.9409 |
0.1045 |
10.5% |
0.0013 |
0.1% |
53% |
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% |
0.0008 |
0.1% |
61% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9958 |
2.618 |
0.9958 |
1.618 |
0.9958 |
1.000 |
0.9958 |
0.618 |
0.9958 |
HIGH |
0.9958 |
0.618 |
0.9958 |
0.500 |
0.9958 |
0.382 |
0.9958 |
LOW |
0.9958 |
0.618 |
0.9958 |
1.000 |
0.9958 |
1.618 |
0.9958 |
2.618 |
0.9958 |
4.250 |
0.9958 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9958 |
0.9960 |
PP |
0.9958 |
0.9959 |
S1 |
0.9958 |
0.9959 |
|