CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9817 |
-0.0043 |
-0.4% |
0.9969 |
| High |
0.9870 |
0.9893 |
0.0023 |
0.2% |
1.0001 |
| Low |
0.9766 |
0.9776 |
0.0010 |
0.1% |
0.9766 |
| Close |
0.9787 |
0.9850 |
0.0063 |
0.6% |
0.9787 |
| Range |
0.0104 |
0.0117 |
0.0013 |
12.5% |
0.0235 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.8% |
0.0000 |
| Volume |
190,015 |
115,351 |
-74,664 |
-39.3% |
798,981 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0137 |
0.9914 |
|
| R3 |
1.0074 |
1.0020 |
0.9882 |
|
| R2 |
0.9957 |
0.9957 |
0.9871 |
|
| R1 |
0.9903 |
0.9903 |
0.9861 |
0.9930 |
| PP |
0.9840 |
0.9840 |
0.9840 |
0.9853 |
| S1 |
0.9786 |
0.9786 |
0.9839 |
0.9813 |
| S2 |
0.9723 |
0.9723 |
0.9829 |
|
| S3 |
0.9606 |
0.9669 |
0.9818 |
|
| S4 |
0.9489 |
0.9552 |
0.9786 |
|
|
| 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 |
0.9981 |
0.9766 |
0.0215 |
2.2% |
0.0098 |
1.0% |
39% |
False |
False |
156,803 |
| 10 |
1.0176 |
0.9766 |
0.0410 |
4.2% |
0.0110 |
1.1% |
20% |
False |
False |
151,860 |
| 20 |
1.0422 |
0.9766 |
0.0656 |
6.7% |
0.0101 |
1.0% |
13% |
False |
False |
134,942 |
| 40 |
1.0461 |
0.9766 |
0.0695 |
7.1% |
0.0100 |
1.0% |
12% |
False |
False |
126,294 |
| 60 |
1.0720 |
0.9766 |
0.0954 |
9.7% |
0.0103 |
1.0% |
9% |
False |
False |
100,616 |
| 80 |
1.0720 |
0.9766 |
0.0954 |
9.7% |
0.0099 |
1.0% |
9% |
False |
False |
75,494 |
| 100 |
1.0720 |
0.9766 |
0.0954 |
9.7% |
0.0091 |
0.9% |
9% |
False |
False |
60,407 |
| 120 |
1.0720 |
0.9716 |
0.1004 |
10.2% |
0.0081 |
0.8% |
13% |
False |
False |
50,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0390 |
|
2.618 |
1.0199 |
|
1.618 |
1.0082 |
|
1.000 |
1.0010 |
|
0.618 |
0.9965 |
|
HIGH |
0.9893 |
|
0.618 |
0.9848 |
|
0.500 |
0.9835 |
|
0.382 |
0.9821 |
|
LOW |
0.9776 |
|
0.618 |
0.9704 |
|
1.000 |
0.9659 |
|
1.618 |
0.9587 |
|
2.618 |
0.9470 |
|
4.250 |
0.9279 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9850 |
| PP |
0.9840 |
0.9850 |
| S1 |
0.9835 |
0.9850 |
|