CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
1.0026 |
0.0019 |
0.2% |
1.0110 |
| High |
1.0106 |
1.0046 |
-0.0060 |
-0.6% |
1.0177 |
| Low |
1.0002 |
0.9980 |
-0.0022 |
-0.2% |
0.9980 |
| Close |
1.0060 |
0.9990 |
-0.0070 |
-0.7% |
0.9990 |
| Range |
0.0104 |
0.0066 |
-0.0038 |
-36.5% |
0.0197 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
144,628 |
141,901 |
-2,727 |
-1.9% |
708,955 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0163 |
1.0026 |
|
| R3 |
1.0137 |
1.0097 |
1.0008 |
|
| R2 |
1.0071 |
1.0071 |
1.0002 |
|
| R1 |
1.0031 |
1.0031 |
0.9996 |
1.0018 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9999 |
| S1 |
0.9965 |
0.9965 |
0.9984 |
0.9952 |
| S2 |
0.9939 |
0.9939 |
0.9978 |
|
| S3 |
0.9873 |
0.9899 |
0.9972 |
|
| S4 |
0.9807 |
0.9833 |
0.9954 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0512 |
1.0098 |
|
| R3 |
1.0443 |
1.0315 |
1.0044 |
|
| R2 |
1.0246 |
1.0246 |
1.0026 |
|
| R1 |
1.0118 |
1.0118 |
1.0008 |
1.0084 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0032 |
| S1 |
0.9921 |
0.9921 |
0.9972 |
0.9887 |
| S2 |
0.9852 |
0.9852 |
0.9954 |
|
| S3 |
0.9655 |
0.9724 |
0.9936 |
|
| S4 |
0.9458 |
0.9527 |
0.9882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0177 |
0.9980 |
0.0197 |
2.0% |
0.0102 |
1.0% |
5% |
False |
True |
141,791 |
| 10 |
1.0417 |
0.9980 |
0.0437 |
4.4% |
0.0098 |
1.0% |
2% |
False |
True |
130,687 |
| 20 |
1.0422 |
0.9980 |
0.0442 |
4.4% |
0.0092 |
0.9% |
2% |
False |
True |
123,859 |
| 40 |
1.0529 |
0.9980 |
0.0549 |
5.5% |
0.0100 |
1.0% |
2% |
False |
True |
122,333 |
| 60 |
1.0720 |
0.9980 |
0.0740 |
7.4% |
0.0101 |
1.0% |
1% |
False |
True |
85,399 |
| 80 |
1.0720 |
0.9980 |
0.0740 |
7.4% |
0.0096 |
1.0% |
1% |
False |
True |
64,072 |
| 100 |
1.0720 |
0.9744 |
0.0976 |
9.8% |
0.0086 |
0.9% |
25% |
False |
False |
51,265 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.3% |
0.0076 |
0.8% |
40% |
False |
False |
42,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0327 |
|
2.618 |
1.0219 |
|
1.618 |
1.0153 |
|
1.000 |
1.0112 |
|
0.618 |
1.0087 |
|
HIGH |
1.0046 |
|
0.618 |
1.0021 |
|
0.500 |
1.0013 |
|
0.382 |
1.0005 |
|
LOW |
0.9980 |
|
0.618 |
0.9939 |
|
1.000 |
0.9914 |
|
1.618 |
0.9873 |
|
2.618 |
0.9807 |
|
4.250 |
0.9700 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0043 |
| PP |
1.0005 |
1.0025 |
| S1 |
0.9998 |
1.0008 |
|