CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9747 |
0.0014 |
0.1% |
0.9817 |
| High |
0.9793 |
0.9779 |
-0.0014 |
-0.1% |
0.9909 |
| Low |
0.9692 |
0.9704 |
0.0012 |
0.1% |
0.9666 |
| Close |
0.9704 |
0.9754 |
0.0050 |
0.5% |
0.9754 |
| Range |
0.0101 |
0.0075 |
-0.0026 |
-25.7% |
0.0243 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
166,829 |
121,420 |
-45,409 |
-27.2% |
736,409 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9971 |
0.9937 |
0.9795 |
|
| R3 |
0.9896 |
0.9862 |
0.9775 |
|
| R2 |
0.9821 |
0.9821 |
0.9768 |
|
| R1 |
0.9787 |
0.9787 |
0.9761 |
0.9804 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9754 |
| S1 |
0.9712 |
0.9712 |
0.9747 |
0.9729 |
| S2 |
0.9671 |
0.9671 |
0.9740 |
|
| S3 |
0.9596 |
0.9637 |
0.9733 |
|
| S4 |
0.9521 |
0.9562 |
0.9713 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0505 |
1.0373 |
0.9888 |
|
| R3 |
1.0262 |
1.0130 |
0.9821 |
|
| R2 |
1.0019 |
1.0019 |
0.9799 |
|
| R1 |
0.9887 |
0.9887 |
0.9776 |
0.9832 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9749 |
| S1 |
0.9644 |
0.9644 |
0.9732 |
0.9589 |
| S2 |
0.9533 |
0.9533 |
0.9709 |
|
| S3 |
0.9290 |
0.9401 |
0.9687 |
|
| S4 |
0.9047 |
0.9158 |
0.9620 |
|
|
| 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% |
0.0118 |
1.2% |
36% |
False |
False |
147,281 |
| 10 |
1.0001 |
0.9666 |
0.0335 |
3.4% |
0.0118 |
1.2% |
26% |
False |
False |
153,539 |
| 20 |
1.0417 |
0.9666 |
0.0751 |
7.7% |
0.0108 |
1.1% |
12% |
False |
False |
142,113 |
| 40 |
1.0422 |
0.9666 |
0.0756 |
7.8% |
0.0101 |
1.0% |
12% |
False |
False |
129,861 |
| 60 |
1.0680 |
0.9666 |
0.1014 |
10.4% |
0.0104 |
1.1% |
9% |
False |
False |
110,935 |
| 80 |
1.0720 |
0.9666 |
0.1054 |
10.8% |
0.0101 |
1.0% |
8% |
False |
False |
83,255 |
| 100 |
1.0720 |
0.9666 |
0.1054 |
10.8% |
0.0094 |
1.0% |
8% |
False |
False |
66,618 |
| 120 |
1.0720 |
0.9666 |
0.1054 |
10.8% |
0.0085 |
0.9% |
8% |
False |
False |
55,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0098 |
|
2.618 |
0.9975 |
|
1.618 |
0.9900 |
|
1.000 |
0.9854 |
|
0.618 |
0.9825 |
|
HIGH |
0.9779 |
|
0.618 |
0.9750 |
|
0.500 |
0.9742 |
|
0.382 |
0.9733 |
|
LOW |
0.9704 |
|
0.618 |
0.9658 |
|
1.000 |
0.9629 |
|
1.618 |
0.9583 |
|
2.618 |
0.9508 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9750 |
| PP |
0.9746 |
0.9745 |
| S1 |
0.9742 |
0.9741 |
|