CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9817 |
0.9884 |
0.0067 |
0.7% |
0.9969 |
| High |
0.9893 |
0.9909 |
0.0016 |
0.2% |
1.0001 |
| Low |
0.9776 |
0.9762 |
-0.0014 |
-0.1% |
0.9766 |
| Close |
0.9850 |
0.9816 |
-0.0034 |
-0.3% |
0.9787 |
| Range |
0.0117 |
0.0147 |
0.0030 |
25.6% |
0.0235 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0000 |
| Volume |
115,351 |
150,393 |
35,042 |
30.4% |
798,981 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0190 |
0.9897 |
|
| R3 |
1.0123 |
1.0043 |
0.9856 |
|
| R2 |
0.9976 |
0.9976 |
0.9843 |
|
| R1 |
0.9896 |
0.9896 |
0.9829 |
0.9863 |
| PP |
0.9829 |
0.9829 |
0.9829 |
0.9812 |
| S1 |
0.9749 |
0.9749 |
0.9803 |
0.9716 |
| S2 |
0.9682 |
0.9682 |
0.9789 |
|
| S3 |
0.9535 |
0.9602 |
0.9776 |
|
| S4 |
0.9388 |
0.9455 |
0.9735 |
|
|
| 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 |
0.9935 |
0.9762 |
0.0173 |
1.8% |
0.0109 |
1.1% |
31% |
False |
True |
156,792 |
| 10 |
1.0106 |
0.9762 |
0.0344 |
3.5% |
0.0112 |
1.1% |
16% |
False |
True |
151,934 |
| 20 |
1.0422 |
0.9762 |
0.0660 |
6.7% |
0.0104 |
1.1% |
8% |
False |
True |
136,264 |
| 40 |
1.0461 |
0.9762 |
0.0699 |
7.1% |
0.0100 |
1.0% |
8% |
False |
True |
127,147 |
| 60 |
1.0720 |
0.9762 |
0.0958 |
9.8% |
0.0103 |
1.0% |
6% |
False |
True |
103,117 |
| 80 |
1.0720 |
0.9762 |
0.0958 |
9.8% |
0.0101 |
1.0% |
6% |
False |
True |
77,373 |
| 100 |
1.0720 |
0.9762 |
0.0958 |
9.8% |
0.0092 |
0.9% |
6% |
False |
True |
61,911 |
| 120 |
1.0720 |
0.9716 |
0.1004 |
10.2% |
0.0082 |
0.8% |
10% |
False |
False |
51,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0534 |
|
2.618 |
1.0294 |
|
1.618 |
1.0147 |
|
1.000 |
1.0056 |
|
0.618 |
1.0000 |
|
HIGH |
0.9909 |
|
0.618 |
0.9853 |
|
0.500 |
0.9836 |
|
0.382 |
0.9818 |
|
LOW |
0.9762 |
|
0.618 |
0.9671 |
|
1.000 |
0.9615 |
|
1.618 |
0.9524 |
|
2.618 |
0.9377 |
|
4.250 |
0.9137 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9836 |
0.9836 |
| PP |
0.9829 |
0.9829 |
| S1 |
0.9823 |
0.9823 |
|