CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0070 |
-0.0091 |
-0.9% |
1.0402 |
| High |
1.0176 |
1.0082 |
-0.0094 |
-0.9% |
1.0417 |
| Low |
1.0047 |
0.9981 |
-0.0066 |
-0.7% |
1.0125 |
| Close |
1.0082 |
1.0021 |
-0.0061 |
-0.6% |
1.0140 |
| Range |
0.0129 |
0.0101 |
-0.0028 |
-21.7% |
0.0292 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.2% |
0.0000 |
| Volume |
149,659 |
168,086 |
18,427 |
12.3% |
597,916 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0277 |
1.0077 |
|
| R3 |
1.0230 |
1.0176 |
1.0049 |
|
| R2 |
1.0129 |
1.0129 |
1.0040 |
|
| R1 |
1.0075 |
1.0075 |
1.0030 |
1.0052 |
| PP |
1.0028 |
1.0028 |
1.0028 |
1.0016 |
| S1 |
0.9974 |
0.9974 |
1.0012 |
0.9951 |
| S2 |
0.9927 |
0.9927 |
1.0002 |
|
| S3 |
0.9826 |
0.9873 |
0.9993 |
|
| S4 |
0.9725 |
0.9772 |
0.9965 |
|
|
| 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 |
1.0282 |
0.9981 |
0.0301 |
3.0% |
0.0107 |
1.1% |
13% |
False |
True |
141,780 |
| 10 |
1.0422 |
0.9981 |
0.0441 |
4.4% |
0.0098 |
1.0% |
9% |
False |
True |
126,368 |
| 20 |
1.0422 |
0.9981 |
0.0441 |
4.4% |
0.0096 |
1.0% |
9% |
False |
True |
124,079 |
| 40 |
1.0529 |
0.9981 |
0.0548 |
5.5% |
0.0102 |
1.0% |
7% |
False |
True |
118,272 |
| 60 |
1.0720 |
0.9981 |
0.0739 |
7.4% |
0.0101 |
1.0% |
5% |
False |
True |
80,629 |
| 80 |
1.0720 |
0.9981 |
0.0739 |
7.4% |
0.0096 |
1.0% |
5% |
False |
True |
60,494 |
| 100 |
1.0720 |
0.9741 |
0.0979 |
9.8% |
0.0085 |
0.8% |
29% |
False |
False |
48,399 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.2% |
0.0075 |
0.7% |
43% |
False |
False |
40,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0511 |
|
2.618 |
1.0346 |
|
1.618 |
1.0245 |
|
1.000 |
1.0183 |
|
0.618 |
1.0144 |
|
HIGH |
1.0082 |
|
0.618 |
1.0043 |
|
0.500 |
1.0032 |
|
0.382 |
1.0020 |
|
LOW |
0.9981 |
|
0.618 |
0.9919 |
|
1.000 |
0.9880 |
|
1.618 |
0.9818 |
|
2.618 |
0.9717 |
|
4.250 |
0.9552 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0079 |
| PP |
1.0028 |
1.0060 |
| S1 |
1.0025 |
1.0040 |
|