CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0110 |
-0.0112 |
-1.1% |
1.0402 |
| High |
1.0234 |
1.0177 |
-0.0057 |
-0.6% |
1.0417 |
| Low |
1.0125 |
1.0067 |
-0.0058 |
-0.6% |
1.0125 |
| Close |
1.0140 |
1.0163 |
0.0023 |
0.2% |
1.0140 |
| Range |
0.0109 |
0.0110 |
0.0001 |
0.9% |
0.0292 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.1% |
0.0000 |
| Volume |
153,526 |
104,681 |
-48,845 |
-31.8% |
597,916 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0424 |
1.0224 |
|
| R3 |
1.0356 |
1.0314 |
1.0193 |
|
| R2 |
1.0246 |
1.0246 |
1.0183 |
|
| R1 |
1.0204 |
1.0204 |
1.0173 |
1.0225 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0146 |
| S1 |
1.0094 |
1.0094 |
1.0153 |
1.0115 |
| S2 |
1.0026 |
1.0026 |
1.0143 |
|
| S3 |
0.9916 |
0.9984 |
1.0133 |
|
| S4 |
0.9806 |
0.9874 |
1.0103 |
|
|
| 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 |
1.0391 |
1.0067 |
0.0324 |
3.2% |
0.0103 |
1.0% |
30% |
False |
True |
122,499 |
| 10 |
1.0422 |
1.0067 |
0.0355 |
3.5% |
0.0091 |
0.9% |
27% |
False |
True |
118,024 |
| 20 |
1.0422 |
1.0067 |
0.0355 |
3.5% |
0.0095 |
0.9% |
27% |
False |
True |
120,383 |
| 40 |
1.0529 |
1.0067 |
0.0462 |
4.5% |
0.0101 |
1.0% |
21% |
False |
True |
111,828 |
| 60 |
1.0720 |
1.0067 |
0.0653 |
6.4% |
0.0101 |
1.0% |
15% |
False |
True |
75,340 |
| 80 |
1.0720 |
1.0067 |
0.0653 |
6.4% |
0.0095 |
0.9% |
15% |
False |
True |
56,524 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.9% |
0.0085 |
0.8% |
45% |
False |
False |
45,222 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0073 |
0.7% |
54% |
False |
False |
37,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0465 |
|
1.618 |
1.0355 |
|
1.000 |
1.0287 |
|
0.618 |
1.0245 |
|
HIGH |
1.0177 |
|
0.618 |
1.0135 |
|
0.500 |
1.0122 |
|
0.382 |
1.0109 |
|
LOW |
1.0067 |
|
0.618 |
0.9999 |
|
1.000 |
0.9957 |
|
1.618 |
0.9889 |
|
2.618 |
0.9779 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0175 |
| PP |
1.0136 |
1.0171 |
| S1 |
1.0122 |
1.0167 |
|