CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9819 |
0.0034 |
0.3% |
0.9817 |
| High |
0.9879 |
0.9826 |
-0.0053 |
-0.5% |
0.9909 |
| Low |
0.9776 |
0.9686 |
-0.0090 |
-0.9% |
0.9666 |
| Close |
0.9826 |
0.9697 |
-0.0129 |
-1.3% |
0.9754 |
| Range |
0.0103 |
0.0140 |
0.0037 |
35.9% |
0.0243 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.0% |
0.0000 |
| Volume |
200,494 |
142,192 |
-58,302 |
-29.1% |
736,409 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0067 |
0.9774 |
|
| R3 |
1.0016 |
0.9927 |
0.9736 |
|
| R2 |
0.9876 |
0.9876 |
0.9723 |
|
| R1 |
0.9787 |
0.9787 |
0.9710 |
0.9762 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9724 |
| S1 |
0.9647 |
0.9647 |
0.9684 |
0.9622 |
| S2 |
0.9596 |
0.9596 |
0.9671 |
|
| S3 |
0.9456 |
0.9507 |
0.9659 |
|
| S4 |
0.9316 |
0.9367 |
0.9620 |
|
|
| 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 |
0.9879 |
0.9666 |
0.0213 |
2.2% |
0.0114 |
1.2% |
15% |
False |
False |
162,670 |
| 10 |
0.9935 |
0.9666 |
0.0269 |
2.8% |
0.0111 |
1.1% |
12% |
False |
False |
159,731 |
| 20 |
1.0306 |
0.9666 |
0.0640 |
6.6% |
0.0110 |
1.1% |
5% |
False |
False |
149,660 |
| 40 |
1.0422 |
0.9666 |
0.0756 |
7.8% |
0.0103 |
1.1% |
4% |
False |
False |
133,301 |
| 60 |
1.0565 |
0.9666 |
0.0899 |
9.3% |
0.0105 |
1.1% |
3% |
False |
False |
116,571 |
| 80 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0102 |
1.0% |
3% |
False |
False |
87,536 |
| 100 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0095 |
1.0% |
3% |
False |
False |
70,044 |
| 120 |
1.0720 |
0.9666 |
0.1054 |
10.9% |
0.0086 |
0.9% |
3% |
False |
False |
58,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0193 |
|
1.618 |
1.0053 |
|
1.000 |
0.9966 |
|
0.618 |
0.9913 |
|
HIGH |
0.9826 |
|
0.618 |
0.9773 |
|
0.500 |
0.9756 |
|
0.382 |
0.9739 |
|
LOW |
0.9686 |
|
0.618 |
0.9599 |
|
1.000 |
0.9546 |
|
1.618 |
0.9459 |
|
2.618 |
0.9319 |
|
4.250 |
0.9091 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9756 |
0.9783 |
| PP |
0.9736 |
0.9754 |
| S1 |
0.9717 |
0.9726 |
|