CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9819 |
0.9694 |
-0.0125 |
-1.3% |
0.9817 |
High |
0.9826 |
0.9756 |
-0.0070 |
-0.7% |
0.9909 |
Low |
0.9686 |
0.9658 |
-0.0028 |
-0.3% |
0.9666 |
Close |
0.9697 |
0.9727 |
0.0030 |
0.3% |
0.9754 |
Range |
0.0140 |
0.0098 |
-0.0042 |
-30.0% |
0.0243 |
ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
142,192 |
172,919 |
30,727 |
21.6% |
736,409 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0008 |
0.9965 |
0.9781 |
|
R3 |
0.9910 |
0.9867 |
0.9754 |
|
R2 |
0.9812 |
0.9812 |
0.9745 |
|
R1 |
0.9769 |
0.9769 |
0.9736 |
0.9791 |
PP |
0.9714 |
0.9714 |
0.9714 |
0.9724 |
S1 |
0.9671 |
0.9671 |
0.9718 |
0.9693 |
S2 |
0.9616 |
0.9616 |
0.9709 |
|
S3 |
0.9518 |
0.9573 |
0.9700 |
|
S4 |
0.9420 |
0.9475 |
0.9673 |
|
|
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 |
0.9658 |
0.0221 |
2.3% |
0.0103 |
1.1% |
31% |
False |
True |
160,770 |
10 |
0.9934 |
0.9658 |
0.0276 |
2.8% |
0.0112 |
1.1% |
25% |
False |
True |
159,838 |
20 |
1.0282 |
0.9658 |
0.0624 |
6.4% |
0.0111 |
1.1% |
11% |
False |
True |
152,321 |
40 |
1.0422 |
0.9658 |
0.0764 |
7.9% |
0.0101 |
1.0% |
9% |
False |
True |
133,980 |
60 |
1.0552 |
0.9658 |
0.0894 |
9.2% |
0.0104 |
1.1% |
8% |
False |
True |
119,399 |
80 |
1.0720 |
0.9658 |
0.1062 |
10.9% |
0.0102 |
1.1% |
6% |
False |
True |
89,698 |
100 |
1.0720 |
0.9658 |
0.1062 |
10.9% |
0.0096 |
1.0% |
6% |
False |
True |
71,773 |
120 |
1.0720 |
0.9658 |
0.1062 |
10.9% |
0.0087 |
0.9% |
6% |
False |
True |
59,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0173 |
2.618 |
1.0013 |
1.618 |
0.9915 |
1.000 |
0.9854 |
0.618 |
0.9817 |
HIGH |
0.9756 |
0.618 |
0.9719 |
0.500 |
0.9707 |
0.382 |
0.9695 |
LOW |
0.9658 |
0.618 |
0.9597 |
1.000 |
0.9560 |
1.618 |
0.9499 |
2.618 |
0.9401 |
4.250 |
0.9242 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9720 |
0.9769 |
PP |
0.9714 |
0.9755 |
S1 |
0.9707 |
0.9741 |
|