CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0402 |
1.0376 |
-0.0026 |
-0.2% |
1.0309 |
| High |
1.0417 |
1.0391 |
-0.0026 |
-0.2% |
1.0422 |
| Low |
1.0352 |
1.0255 |
-0.0097 |
-0.9% |
1.0182 |
| Close |
1.0368 |
1.0286 |
-0.0082 |
-0.8% |
1.0416 |
| Range |
0.0065 |
0.0136 |
0.0071 |
109.2% |
0.0240 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.2% |
0.0000 |
| Volume |
90,098 |
101,630 |
11,532 |
12.8% |
605,900 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0638 |
1.0361 |
|
| R3 |
1.0583 |
1.0502 |
1.0323 |
|
| R2 |
1.0447 |
1.0447 |
1.0311 |
|
| R1 |
1.0366 |
1.0366 |
1.0298 |
1.0339 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0297 |
| S1 |
1.0230 |
1.0230 |
1.0274 |
1.0203 |
| S2 |
1.0175 |
1.0175 |
1.0261 |
|
| S3 |
1.0039 |
1.0094 |
1.0249 |
|
| S4 |
0.9903 |
0.9958 |
1.0211 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.0978 |
1.0548 |
|
| R3 |
1.0820 |
1.0738 |
1.0482 |
|
| R2 |
1.0580 |
1.0580 |
1.0460 |
|
| R1 |
1.0498 |
1.0498 |
1.0438 |
1.0539 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0361 |
| S1 |
1.0258 |
1.0258 |
1.0394 |
1.0299 |
| S2 |
1.0100 |
1.0100 |
1.0372 |
|
| S3 |
0.9860 |
1.0018 |
1.0350 |
|
| S4 |
0.9620 |
0.9778 |
1.0284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0422 |
1.0227 |
0.0195 |
1.9% |
0.0090 |
0.9% |
30% |
False |
False |
109,086 |
| 10 |
1.0422 |
1.0182 |
0.0240 |
2.3% |
0.0087 |
0.8% |
43% |
False |
False |
113,727 |
| 20 |
1.0422 |
1.0150 |
0.0272 |
2.6% |
0.0096 |
0.9% |
50% |
False |
False |
116,943 |
| 40 |
1.0565 |
1.0150 |
0.0415 |
4.0% |
0.0103 |
1.0% |
33% |
False |
False |
100,026 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0099 |
1.0% |
24% |
False |
False |
66,828 |
| 80 |
1.0720 |
1.0062 |
0.0658 |
6.4% |
0.0092 |
0.9% |
34% |
False |
False |
50,139 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0082 |
0.8% |
57% |
False |
False |
40,113 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0070 |
0.7% |
65% |
False |
False |
33,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0747 |
|
1.618 |
1.0611 |
|
1.000 |
1.0527 |
|
0.618 |
1.0475 |
|
HIGH |
1.0391 |
|
0.618 |
1.0339 |
|
0.500 |
1.0323 |
|
0.382 |
1.0307 |
|
LOW |
1.0255 |
|
0.618 |
1.0171 |
|
1.000 |
1.0119 |
|
1.618 |
1.0035 |
|
2.618 |
0.9899 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0323 |
1.0339 |
| PP |
1.0311 |
1.0321 |
| S1 |
1.0298 |
1.0304 |
|