CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9747 |
0.9785 |
0.0038 |
0.4% |
0.9817 |
| High |
0.9779 |
0.9879 |
0.0100 |
1.0% |
0.9909 |
| Low |
0.9704 |
0.9776 |
0.0072 |
0.7% |
0.9666 |
| Close |
0.9754 |
0.9826 |
0.0072 |
0.7% |
0.9754 |
| Range |
0.0075 |
0.0103 |
0.0028 |
37.3% |
0.0243 |
| ATR |
0.0108 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
121,420 |
200,494 |
79,074 |
65.1% |
736,409 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0084 |
0.9883 |
|
| R3 |
1.0033 |
0.9981 |
0.9854 |
|
| R2 |
0.9930 |
0.9930 |
0.9845 |
|
| R1 |
0.9878 |
0.9878 |
0.9835 |
0.9904 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9840 |
| S1 |
0.9775 |
0.9775 |
0.9817 |
0.9801 |
| S2 |
0.9724 |
0.9724 |
0.9807 |
|
| S3 |
0.9621 |
0.9672 |
0.9798 |
|
| S4 |
0.9518 |
0.9569 |
0.9769 |
|
|
| 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% |
0.0115 |
1.2% |
66% |
False |
False |
164,310 |
| 10 |
0.9981 |
0.9666 |
0.0315 |
3.2% |
0.0107 |
1.1% |
51% |
False |
False |
160,556 |
| 20 |
1.0391 |
0.9666 |
0.0725 |
7.4% |
0.0110 |
1.1% |
22% |
False |
False |
147,632 |
| 40 |
1.0422 |
0.9666 |
0.0756 |
7.7% |
0.0102 |
1.0% |
21% |
False |
False |
132,518 |
| 60 |
1.0611 |
0.9666 |
0.0945 |
9.6% |
0.0104 |
1.1% |
17% |
False |
False |
114,224 |
| 80 |
1.0720 |
0.9666 |
0.1054 |
10.7% |
0.0101 |
1.0% |
15% |
False |
False |
85,760 |
| 100 |
1.0720 |
0.9666 |
0.1054 |
10.7% |
0.0094 |
1.0% |
15% |
False |
False |
68,622 |
| 120 |
1.0720 |
0.9666 |
0.1054 |
10.7% |
0.0086 |
0.9% |
15% |
False |
False |
57,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0317 |
|
2.618 |
1.0149 |
|
1.618 |
1.0046 |
|
1.000 |
0.9982 |
|
0.618 |
0.9943 |
|
HIGH |
0.9879 |
|
0.618 |
0.9840 |
|
0.500 |
0.9828 |
|
0.382 |
0.9815 |
|
LOW |
0.9776 |
|
0.618 |
0.9712 |
|
1.000 |
0.9673 |
|
1.618 |
0.9609 |
|
2.618 |
0.9506 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9828 |
0.9813 |
| PP |
0.9827 |
0.9799 |
| S1 |
0.9827 |
0.9786 |
|