CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9882 |
0.9860 |
-0.0022 |
-0.2% |
0.9969 |
| High |
0.9934 |
0.9870 |
-0.0064 |
-0.6% |
1.0001 |
| Low |
0.9854 |
0.9766 |
-0.0088 |
-0.9% |
0.9766 |
| Close |
0.9899 |
0.9787 |
-0.0112 |
-1.1% |
0.9787 |
| Range |
0.0080 |
0.0104 |
0.0024 |
30.0% |
0.0235 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
2.1% |
0.0000 |
| Volume |
156,354 |
190,015 |
33,661 |
21.5% |
798,981 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0057 |
0.9844 |
|
| R3 |
1.0016 |
0.9953 |
0.9816 |
|
| R2 |
0.9912 |
0.9912 |
0.9806 |
|
| R1 |
0.9849 |
0.9849 |
0.9797 |
0.9829 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9797 |
| S1 |
0.9745 |
0.9745 |
0.9777 |
0.9725 |
| S2 |
0.9704 |
0.9704 |
0.9768 |
|
| S3 |
0.9600 |
0.9641 |
0.9758 |
|
| S4 |
0.9496 |
0.9537 |
0.9730 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0556 |
1.0407 |
0.9916 |
|
| R3 |
1.0321 |
1.0172 |
0.9852 |
|
| R2 |
1.0086 |
1.0086 |
0.9830 |
|
| R1 |
0.9937 |
0.9937 |
0.9809 |
0.9894 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9830 |
| S1 |
0.9702 |
0.9702 |
0.9765 |
0.9659 |
| S2 |
0.9616 |
0.9616 |
0.9744 |
|
| S3 |
0.9381 |
0.9467 |
0.9722 |
|
| S4 |
0.9146 |
0.9232 |
0.9658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0001 |
0.9766 |
0.0235 |
2.4% |
0.0117 |
1.2% |
9% |
False |
True |
159,796 |
| 10 |
1.0177 |
0.9766 |
0.0411 |
4.2% |
0.0110 |
1.1% |
5% |
False |
True |
150,793 |
| 20 |
1.0422 |
0.9766 |
0.0656 |
6.7% |
0.0101 |
1.0% |
3% |
False |
True |
135,587 |
| 40 |
1.0461 |
0.9766 |
0.0695 |
7.1% |
0.0100 |
1.0% |
3% |
False |
True |
126,462 |
| 60 |
1.0720 |
0.9766 |
0.0954 |
9.7% |
0.0102 |
1.0% |
2% |
False |
True |
98,701 |
| 80 |
1.0720 |
0.9766 |
0.0954 |
9.7% |
0.0099 |
1.0% |
2% |
False |
True |
74,053 |
| 100 |
1.0720 |
0.9766 |
0.0954 |
9.7% |
0.0090 |
0.9% |
2% |
False |
True |
59,254 |
| 120 |
1.0720 |
0.9600 |
0.1120 |
11.4% |
0.0081 |
0.8% |
17% |
False |
False |
49,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0312 |
|
2.618 |
1.0142 |
|
1.618 |
1.0038 |
|
1.000 |
0.9974 |
|
0.618 |
0.9934 |
|
HIGH |
0.9870 |
|
0.618 |
0.9830 |
|
0.500 |
0.9818 |
|
0.382 |
0.9806 |
|
LOW |
0.9766 |
|
0.618 |
0.9702 |
|
1.000 |
0.9662 |
|
1.618 |
0.9598 |
|
2.618 |
0.9494 |
|
4.250 |
0.9324 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9851 |
| PP |
0.9808 |
0.9829 |
| S1 |
0.9797 |
0.9808 |
|