CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9969 |
0.9926 |
-0.0043 |
-0.4% |
1.0110 |
| High |
1.0001 |
0.9981 |
-0.0020 |
-0.2% |
1.0177 |
| Low |
0.9790 |
0.9887 |
0.0097 |
1.0% |
0.9980 |
| Close |
0.9934 |
0.9915 |
-0.0019 |
-0.2% |
0.9990 |
| Range |
0.0211 |
0.0094 |
-0.0117 |
-55.5% |
0.0197 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
130,315 |
150,449 |
20,134 |
15.5% |
708,955 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0210 |
1.0156 |
0.9967 |
|
| R3 |
1.0116 |
1.0062 |
0.9941 |
|
| R2 |
1.0022 |
1.0022 |
0.9932 |
|
| R1 |
0.9968 |
0.9968 |
0.9924 |
0.9948 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9918 |
| S1 |
0.9874 |
0.9874 |
0.9906 |
0.9854 |
| S2 |
0.9834 |
0.9834 |
0.9898 |
|
| S3 |
0.9740 |
0.9780 |
0.9889 |
|
| S4 |
0.9646 |
0.9686 |
0.9863 |
|
|
| 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 |
1.0106 |
0.9790 |
0.0316 |
3.2% |
0.0115 |
1.2% |
40% |
False |
False |
147,075 |
| 10 |
1.0306 |
0.9790 |
0.0516 |
5.2% |
0.0108 |
1.1% |
24% |
False |
False |
139,590 |
| 20 |
1.0422 |
0.9790 |
0.0632 |
6.4% |
0.0098 |
1.0% |
20% |
False |
False |
126,659 |
| 40 |
1.0517 |
0.9790 |
0.0727 |
7.3% |
0.0103 |
1.0% |
17% |
False |
False |
124,153 |
| 60 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0103 |
1.0% |
13% |
False |
False |
90,074 |
| 80 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0098 |
1.0% |
13% |
False |
False |
67,580 |
| 100 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0088 |
0.9% |
13% |
False |
False |
54,072 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.3% |
0.0079 |
0.8% |
34% |
False |
False |
45,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0381 |
|
2.618 |
1.0227 |
|
1.618 |
1.0133 |
|
1.000 |
1.0075 |
|
0.618 |
1.0039 |
|
HIGH |
0.9981 |
|
0.618 |
0.9945 |
|
0.500 |
0.9934 |
|
0.382 |
0.9923 |
|
LOW |
0.9887 |
|
0.618 |
0.9829 |
|
1.000 |
0.9793 |
|
1.618 |
0.9735 |
|
2.618 |
0.9641 |
|
4.250 |
0.9488 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9934 |
0.9918 |
| PP |
0.9928 |
0.9917 |
| S1 |
0.9921 |
0.9916 |
|