CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9902 |
0.9882 |
-0.0020 |
-0.2% |
1.0110 |
| High |
0.9935 |
0.9934 |
-0.0001 |
0.0% |
1.0177 |
| Low |
0.9838 |
0.9854 |
0.0016 |
0.2% |
0.9980 |
| Close |
0.9887 |
0.9899 |
0.0012 |
0.1% |
0.9990 |
| Range |
0.0097 |
0.0080 |
-0.0017 |
-17.5% |
0.0197 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
171,848 |
156,354 |
-15,494 |
-9.0% |
708,955 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0097 |
0.9943 |
|
| R3 |
1.0056 |
1.0017 |
0.9921 |
|
| R2 |
0.9976 |
0.9976 |
0.9914 |
|
| R1 |
0.9937 |
0.9937 |
0.9906 |
0.9957 |
| PP |
0.9896 |
0.9896 |
0.9896 |
0.9905 |
| S1 |
0.9857 |
0.9857 |
0.9892 |
0.9877 |
| S2 |
0.9816 |
0.9816 |
0.9884 |
|
| S3 |
0.9736 |
0.9777 |
0.9877 |
|
| S4 |
0.9656 |
0.9697 |
0.9855 |
|
|
| 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 |
1.0046 |
0.9790 |
0.0256 |
2.6% |
0.0110 |
1.1% |
43% |
False |
False |
150,173 |
| 10 |
1.0234 |
0.9790 |
0.0444 |
4.5% |
0.0110 |
1.1% |
25% |
False |
False |
147,144 |
| 20 |
1.0422 |
0.9790 |
0.0632 |
6.4% |
0.0099 |
1.0% |
17% |
False |
False |
131,052 |
| 40 |
1.0461 |
0.9790 |
0.0671 |
6.8% |
0.0101 |
1.0% |
16% |
False |
False |
125,443 |
| 60 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0102 |
1.0% |
12% |
False |
False |
95,537 |
| 80 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0099 |
1.0% |
12% |
False |
False |
71,682 |
| 100 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0089 |
0.9% |
12% |
False |
False |
57,354 |
| 120 |
1.0720 |
0.9521 |
0.1199 |
12.1% |
0.0080 |
0.8% |
32% |
False |
False |
47,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0143 |
|
1.618 |
1.0063 |
|
1.000 |
1.0014 |
|
0.618 |
0.9983 |
|
HIGH |
0.9934 |
|
0.618 |
0.9903 |
|
0.500 |
0.9894 |
|
0.382 |
0.9885 |
|
LOW |
0.9854 |
|
0.618 |
0.9805 |
|
1.000 |
0.9774 |
|
1.618 |
0.9725 |
|
2.618 |
0.9645 |
|
4.250 |
0.9514 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9897 |
0.9910 |
| PP |
0.9896 |
0.9906 |
| S1 |
0.9894 |
0.9903 |
|