CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9733 |
-0.0038 |
-0.4% |
0.9969 |
| High |
0.9816 |
0.9793 |
-0.0023 |
-0.2% |
1.0001 |
| Low |
0.9666 |
0.9692 |
0.0026 |
0.3% |
0.9766 |
| Close |
0.9708 |
0.9704 |
-0.0004 |
0.0% |
0.9787 |
| Range |
0.0150 |
0.0101 |
-0.0049 |
-32.7% |
0.0235 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
182,416 |
166,829 |
-15,587 |
-8.5% |
798,981 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
0.9969 |
0.9760 |
|
| R3 |
0.9932 |
0.9868 |
0.9732 |
|
| R2 |
0.9831 |
0.9831 |
0.9723 |
|
| R1 |
0.9767 |
0.9767 |
0.9713 |
0.9749 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9720 |
| S1 |
0.9666 |
0.9666 |
0.9695 |
0.9648 |
| S2 |
0.9629 |
0.9629 |
0.9685 |
|
| S3 |
0.9528 |
0.9565 |
0.9676 |
|
| S4 |
0.9427 |
0.9464 |
0.9648 |
|
|
| 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 |
0.9909 |
0.9666 |
0.0243 |
2.5% |
0.0124 |
1.3% |
16% |
False |
False |
161,000 |
| 10 |
1.0046 |
0.9666 |
0.0380 |
3.9% |
0.0117 |
1.2% |
10% |
False |
False |
155,587 |
| 20 |
1.0422 |
0.9666 |
0.0756 |
7.8% |
0.0110 |
1.1% |
5% |
False |
False |
142,526 |
| 40 |
1.0422 |
0.9666 |
0.0756 |
7.8% |
0.0101 |
1.0% |
5% |
False |
False |
130,023 |
| 60 |
1.0682 |
0.9666 |
0.1016 |
10.5% |
0.0104 |
1.1% |
4% |
False |
False |
108,929 |
| 80 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0102 |
1.0% |
4% |
False |
False |
81,738 |
| 100 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0094 |
1.0% |
4% |
False |
False |
65,404 |
| 120 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0084 |
0.9% |
4% |
False |
False |
54,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0222 |
|
2.618 |
1.0057 |
|
1.618 |
0.9956 |
|
1.000 |
0.9894 |
|
0.618 |
0.9855 |
|
HIGH |
0.9793 |
|
0.618 |
0.9754 |
|
0.500 |
0.9743 |
|
0.382 |
0.9731 |
|
LOW |
0.9692 |
|
0.618 |
0.9630 |
|
1.000 |
0.9591 |
|
1.618 |
0.9529 |
|
2.618 |
0.9428 |
|
4.250 |
0.9263 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9743 |
0.9788 |
| PP |
0.9730 |
0.9760 |
| S1 |
0.9717 |
0.9732 |
|