CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0280 |
-0.0006 |
-0.1% |
1.0309 |
| High |
1.0306 |
1.0282 |
-0.0024 |
-0.2% |
1.0422 |
| Low |
1.0235 |
1.0194 |
-0.0041 |
-0.4% |
1.0182 |
| Close |
1.0278 |
1.0209 |
-0.0069 |
-0.7% |
1.0416 |
| Range |
0.0071 |
0.0088 |
0.0017 |
23.9% |
0.0240 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
119,714 |
132,948 |
13,234 |
11.1% |
605,900 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0439 |
1.0257 |
|
| R3 |
1.0404 |
1.0351 |
1.0233 |
|
| R2 |
1.0316 |
1.0316 |
1.0225 |
|
| R1 |
1.0263 |
1.0263 |
1.0217 |
1.0246 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0220 |
| S1 |
1.0175 |
1.0175 |
1.0201 |
1.0158 |
| S2 |
1.0140 |
1.0140 |
1.0193 |
|
| S3 |
1.0052 |
1.0087 |
1.0185 |
|
| S4 |
0.9964 |
0.9999 |
1.0161 |
|
|
| 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 |
1.0194 |
0.0228 |
2.2% |
0.0097 |
0.9% |
7% |
False |
True |
114,815 |
| 10 |
1.0422 |
1.0182 |
0.0240 |
2.4% |
0.0088 |
0.9% |
11% |
False |
False |
114,959 |
| 20 |
1.0422 |
1.0150 |
0.0272 |
2.7% |
0.0091 |
0.9% |
22% |
False |
False |
115,396 |
| 40 |
1.0552 |
1.0150 |
0.0402 |
3.9% |
0.0101 |
1.0% |
15% |
False |
False |
106,129 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0099 |
1.0% |
10% |
False |
False |
71,038 |
| 80 |
1.0720 |
1.0080 |
0.0640 |
6.3% |
0.0093 |
0.9% |
20% |
False |
False |
53,297 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0083 |
0.8% |
49% |
False |
False |
42,640 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0071 |
0.7% |
58% |
False |
False |
35,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0656 |
|
2.618 |
1.0512 |
|
1.618 |
1.0424 |
|
1.000 |
1.0370 |
|
0.618 |
1.0336 |
|
HIGH |
1.0282 |
|
0.618 |
1.0248 |
|
0.500 |
1.0238 |
|
0.382 |
1.0228 |
|
LOW |
1.0194 |
|
0.618 |
1.0140 |
|
1.000 |
1.0106 |
|
1.618 |
1.0052 |
|
2.618 |
0.9964 |
|
4.250 |
0.9820 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0238 |
1.0293 |
| PP |
1.0228 |
1.0265 |
| S1 |
1.0219 |
1.0237 |
|