CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0161 |
0.0051 |
0.5% |
1.0402 |
| High |
1.0177 |
1.0176 |
-0.0001 |
0.0% |
1.0417 |
| Low |
1.0067 |
1.0047 |
-0.0020 |
-0.2% |
1.0125 |
| Close |
1.0163 |
1.0082 |
-0.0081 |
-0.8% |
1.0140 |
| Range |
0.0110 |
0.0129 |
0.0019 |
17.3% |
0.0292 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.4% |
0.0000 |
| Volume |
104,681 |
149,659 |
44,978 |
43.0% |
597,916 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0414 |
1.0153 |
|
| R3 |
1.0360 |
1.0285 |
1.0117 |
|
| R2 |
1.0231 |
1.0231 |
1.0106 |
|
| R1 |
1.0156 |
1.0156 |
1.0094 |
1.0129 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0088 |
| S1 |
1.0027 |
1.0027 |
1.0070 |
1.0000 |
| S2 |
0.9973 |
0.9973 |
1.0058 |
|
| S3 |
0.9844 |
0.9898 |
1.0047 |
|
| S4 |
0.9715 |
0.9769 |
1.0011 |
|
|
| 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 |
1.0306 |
1.0047 |
0.0259 |
2.6% |
0.0101 |
1.0% |
14% |
False |
True |
132,105 |
| 10 |
1.0422 |
1.0047 |
0.0375 |
3.7% |
0.0096 |
1.0% |
9% |
False |
True |
120,595 |
| 20 |
1.0422 |
1.0047 |
0.0375 |
3.7% |
0.0096 |
1.0% |
9% |
False |
True |
121,240 |
| 40 |
1.0529 |
1.0047 |
0.0482 |
4.8% |
0.0101 |
1.0% |
7% |
False |
True |
114,968 |
| 60 |
1.0720 |
1.0047 |
0.0673 |
6.7% |
0.0101 |
1.0% |
5% |
False |
True |
77,829 |
| 80 |
1.0720 |
1.0047 |
0.0673 |
6.7% |
0.0096 |
1.0% |
5% |
False |
True |
58,394 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
10.0% |
0.0085 |
0.8% |
36% |
False |
False |
46,719 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.1% |
0.0074 |
0.7% |
48% |
False |
False |
38,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0514 |
|
1.618 |
1.0385 |
|
1.000 |
1.0305 |
|
0.618 |
1.0256 |
|
HIGH |
1.0176 |
|
0.618 |
1.0127 |
|
0.500 |
1.0112 |
|
0.382 |
1.0096 |
|
LOW |
1.0047 |
|
0.618 |
0.9967 |
|
1.000 |
0.9918 |
|
1.618 |
0.9838 |
|
2.618 |
0.9709 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0141 |
| PP |
1.0102 |
1.0121 |
| S1 |
1.0092 |
1.0102 |
|