CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0222 |
-0.0058 |
-0.6% |
1.0402 |
| High |
1.0282 |
1.0234 |
-0.0048 |
-0.5% |
1.0417 |
| Low |
1.0194 |
1.0125 |
-0.0069 |
-0.7% |
1.0125 |
| Close |
1.0209 |
1.0140 |
-0.0069 |
-0.7% |
1.0140 |
| Range |
0.0088 |
0.0109 |
0.0021 |
23.9% |
0.0292 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.1% |
0.0000 |
| Volume |
132,948 |
153,526 |
20,578 |
15.5% |
597,916 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0426 |
1.0200 |
|
| R3 |
1.0384 |
1.0317 |
1.0170 |
|
| R2 |
1.0275 |
1.0275 |
1.0160 |
|
| R1 |
1.0208 |
1.0208 |
1.0150 |
1.0187 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0156 |
| S1 |
1.0099 |
1.0099 |
1.0130 |
1.0078 |
| S2 |
1.0057 |
1.0057 |
1.0120 |
|
| S3 |
0.9948 |
0.9990 |
1.0110 |
|
| S4 |
0.9839 |
0.9881 |
1.0080 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.0914 |
1.0301 |
|
| R3 |
1.0811 |
1.0622 |
1.0220 |
|
| R2 |
1.0519 |
1.0519 |
1.0194 |
|
| R1 |
1.0330 |
1.0330 |
1.0167 |
1.0279 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0202 |
| S1 |
1.0038 |
1.0038 |
1.0113 |
0.9987 |
| S2 |
0.9935 |
0.9935 |
1.0086 |
|
| S3 |
0.9643 |
0.9746 |
1.0060 |
|
| S4 |
0.9351 |
0.9454 |
0.9979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0417 |
1.0125 |
0.0292 |
2.9% |
0.0094 |
0.9% |
5% |
False |
True |
119,583 |
| 10 |
1.0422 |
1.0125 |
0.0297 |
2.9% |
0.0091 |
0.9% |
5% |
False |
True |
120,381 |
| 20 |
1.0422 |
1.0125 |
0.0297 |
2.9% |
0.0093 |
0.9% |
5% |
False |
True |
117,712 |
| 40 |
1.0544 |
1.0125 |
0.0419 |
4.1% |
0.0100 |
1.0% |
4% |
False |
True |
109,628 |
| 60 |
1.0720 |
1.0125 |
0.0595 |
5.9% |
0.0100 |
1.0% |
3% |
False |
True |
73,596 |
| 80 |
1.0720 |
1.0080 |
0.0640 |
6.3% |
0.0094 |
0.9% |
9% |
False |
False |
55,216 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.9% |
0.0084 |
0.8% |
42% |
False |
False |
44,175 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.1% |
0.0072 |
0.7% |
53% |
False |
False |
36,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0519 |
|
1.618 |
1.0410 |
|
1.000 |
1.0343 |
|
0.618 |
1.0301 |
|
HIGH |
1.0234 |
|
0.618 |
1.0192 |
|
0.500 |
1.0180 |
|
0.382 |
1.0167 |
|
LOW |
1.0125 |
|
0.618 |
1.0058 |
|
1.000 |
1.0016 |
|
1.618 |
0.9949 |
|
2.618 |
0.9840 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0216 |
| PP |
1.0166 |
1.0190 |
| S1 |
1.0153 |
1.0165 |
|