CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9884 |
0.9771 |
-0.0113 |
-1.1% |
0.9969 |
| High |
0.9909 |
0.9816 |
-0.0093 |
-0.9% |
1.0001 |
| Low |
0.9762 |
0.9666 |
-0.0096 |
-1.0% |
0.9766 |
| Close |
0.9816 |
0.9708 |
-0.0108 |
-1.1% |
0.9787 |
| Range |
0.0147 |
0.0150 |
0.0003 |
2.0% |
0.0235 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.7% |
0.0000 |
| Volume |
150,393 |
182,416 |
32,023 |
21.3% |
798,981 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0094 |
0.9791 |
|
| R3 |
1.0030 |
0.9944 |
0.9749 |
|
| R2 |
0.9880 |
0.9880 |
0.9736 |
|
| R1 |
0.9794 |
0.9794 |
0.9722 |
0.9762 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9714 |
| S1 |
0.9644 |
0.9644 |
0.9694 |
0.9612 |
| S2 |
0.9580 |
0.9580 |
0.9681 |
|
| S3 |
0.9430 |
0.9494 |
0.9667 |
|
| S4 |
0.9280 |
0.9344 |
0.9626 |
|
|
| 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 |
0.9934 |
0.9666 |
0.0268 |
2.8% |
0.0120 |
1.2% |
16% |
False |
True |
158,905 |
| 10 |
1.0106 |
0.9666 |
0.0440 |
4.5% |
0.0117 |
1.2% |
10% |
False |
True |
153,367 |
| 20 |
1.0422 |
0.9666 |
0.0756 |
7.8% |
0.0108 |
1.1% |
6% |
False |
True |
139,867 |
| 40 |
1.0422 |
0.9666 |
0.0756 |
7.8% |
0.0102 |
1.0% |
6% |
False |
True |
129,223 |
| 60 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0105 |
1.1% |
4% |
False |
True |
106,152 |
| 80 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0101 |
1.0% |
4% |
False |
True |
79,653 |
| 100 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0094 |
1.0% |
4% |
False |
True |
63,736 |
| 120 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0083 |
0.9% |
4% |
False |
True |
53,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0209 |
|
1.618 |
1.0059 |
|
1.000 |
0.9966 |
|
0.618 |
0.9909 |
|
HIGH |
0.9816 |
|
0.618 |
0.9759 |
|
0.500 |
0.9741 |
|
0.382 |
0.9723 |
|
LOW |
0.9666 |
|
0.618 |
0.9573 |
|
1.000 |
0.9516 |
|
1.618 |
0.9423 |
|
2.618 |
0.9273 |
|
4.250 |
0.9029 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9741 |
0.9788 |
| PP |
0.9730 |
0.9761 |
| S1 |
0.9719 |
0.9735 |
|