CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0026 |
0.9969 |
-0.0057 |
-0.6% |
1.0110 |
| High |
1.0046 |
1.0001 |
-0.0045 |
-0.4% |
1.0177 |
| Low |
0.9980 |
0.9790 |
-0.0190 |
-1.9% |
0.9980 |
| Close |
0.9990 |
0.9934 |
-0.0056 |
-0.6% |
0.9990 |
| Range |
0.0066 |
0.0211 |
0.0145 |
219.7% |
0.0197 |
| ATR |
0.0098 |
0.0106 |
0.0008 |
8.2% |
0.0000 |
| Volume |
141,901 |
130,315 |
-11,586 |
-8.2% |
708,955 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0449 |
1.0050 |
|
| R3 |
1.0330 |
1.0238 |
0.9992 |
|
| R2 |
1.0119 |
1.0119 |
0.9973 |
|
| R1 |
1.0027 |
1.0027 |
0.9953 |
0.9968 |
| PP |
0.9908 |
0.9908 |
0.9908 |
0.9879 |
| S1 |
0.9816 |
0.9816 |
0.9915 |
0.9757 |
| S2 |
0.9697 |
0.9697 |
0.9895 |
|
| S3 |
0.9486 |
0.9605 |
0.9876 |
|
| S4 |
0.9275 |
0.9394 |
0.9818 |
|
|
| 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 |
1.0176 |
0.9790 |
0.0386 |
3.9% |
0.0122 |
1.2% |
37% |
False |
True |
146,917 |
| 10 |
1.0391 |
0.9790 |
0.0601 |
6.0% |
0.0113 |
1.1% |
24% |
False |
True |
134,708 |
| 20 |
1.0422 |
0.9790 |
0.0632 |
6.4% |
0.0099 |
1.0% |
23% |
False |
True |
124,508 |
| 40 |
1.0529 |
0.9790 |
0.0739 |
7.4% |
0.0103 |
1.0% |
19% |
False |
True |
122,938 |
| 60 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0103 |
1.0% |
15% |
False |
True |
87,569 |
| 80 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0098 |
1.0% |
15% |
False |
True |
65,701 |
| 100 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0088 |
0.9% |
15% |
False |
True |
52,568 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.3% |
0.0078 |
0.8% |
36% |
False |
False |
43,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0898 |
|
2.618 |
1.0553 |
|
1.618 |
1.0342 |
|
1.000 |
1.0212 |
|
0.618 |
1.0131 |
|
HIGH |
1.0001 |
|
0.618 |
0.9920 |
|
0.500 |
0.9896 |
|
0.382 |
0.9871 |
|
LOW |
0.9790 |
|
0.618 |
0.9660 |
|
1.000 |
0.9579 |
|
1.618 |
0.9449 |
|
2.618 |
0.9238 |
|
4.250 |
0.8893 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9921 |
0.9948 |
| PP |
0.9908 |
0.9943 |
| S1 |
0.9896 |
0.9939 |
|