CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9958 |
0.9998 |
0.0040 |
0.4% |
1.0001 |
| High |
0.9958 |
1.0088 |
0.0130 |
1.3% |
1.0088 |
| Low |
0.9958 |
0.9998 |
0.0040 |
0.4% |
0.9918 |
| Close |
0.9958 |
1.0088 |
0.0130 |
1.3% |
1.0088 |
| Range |
0.0000 |
0.0090 |
0.0090 |
|
0.0170 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.5% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0298 |
1.0138 |
|
| R3 |
1.0238 |
1.0208 |
1.0113 |
|
| R2 |
1.0148 |
1.0148 |
1.0105 |
|
| R1 |
1.0118 |
1.0118 |
1.0096 |
1.0133 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0066 |
| S1 |
1.0028 |
1.0028 |
1.0080 |
1.0043 |
| S2 |
0.9968 |
0.9968 |
1.0072 |
|
| S3 |
0.9878 |
0.9938 |
1.0063 |
|
| S4 |
0.9788 |
0.9848 |
1.0039 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0485 |
1.0182 |
|
| R3 |
1.0371 |
1.0315 |
1.0135 |
|
| R2 |
1.0201 |
1.0201 |
1.0119 |
|
| R1 |
1.0145 |
1.0145 |
1.0104 |
1.0173 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0046 |
| S1 |
0.9975 |
0.9975 |
1.0072 |
1.0003 |
| S2 |
0.9861 |
0.9861 |
1.0057 |
|
| S3 |
0.9691 |
0.9805 |
1.0041 |
|
| S4 |
0.9521 |
0.9635 |
0.9995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0088 |
0.9918 |
0.0170 |
1.7% |
0.0026 |
0.3% |
100% |
True |
False |
4 |
| 10 |
1.0088 |
0.9744 |
0.0344 |
3.4% |
0.0038 |
0.4% |
100% |
True |
False |
6 |
| 20 |
1.0088 |
0.9716 |
0.0372 |
3.7% |
0.0038 |
0.4% |
100% |
True |
False |
3 |
| 40 |
1.0172 |
0.9496 |
0.0676 |
6.7% |
0.0022 |
0.2% |
88% |
False |
False |
3 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.5% |
0.0015 |
0.1% |
62% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0012 |
0.1% |
71% |
False |
False |
3 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0009 |
0.1% |
71% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0471 |
|
2.618 |
1.0324 |
|
1.618 |
1.0234 |
|
1.000 |
1.0178 |
|
0.618 |
1.0144 |
|
HIGH |
1.0088 |
|
0.618 |
1.0054 |
|
0.500 |
1.0043 |
|
0.382 |
1.0032 |
|
LOW |
0.9998 |
|
0.618 |
0.9942 |
|
1.000 |
0.9908 |
|
1.618 |
0.9852 |
|
2.618 |
0.9762 |
|
4.250 |
0.9616 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0060 |
| PP |
1.0058 |
1.0031 |
| S1 |
1.0043 |
1.0003 |
|