CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9694 |
0.9713 |
0.0019 |
0.2% |
0.9785 |
| High |
0.9756 |
0.9727 |
-0.0029 |
-0.3% |
0.9879 |
| Low |
0.9658 |
0.9564 |
-0.0094 |
-1.0% |
0.9564 |
| Close |
0.9727 |
0.9671 |
-0.0056 |
-0.6% |
0.9671 |
| Range |
0.0098 |
0.0163 |
0.0065 |
66.3% |
0.0315 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.4% |
0.0000 |
| Volume |
172,919 |
215,956 |
43,037 |
24.9% |
731,561 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0070 |
0.9761 |
|
| R3 |
0.9980 |
0.9907 |
0.9716 |
|
| R2 |
0.9817 |
0.9817 |
0.9701 |
|
| R1 |
0.9744 |
0.9744 |
0.9686 |
0.9699 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9632 |
| S1 |
0.9581 |
0.9581 |
0.9656 |
0.9536 |
| S2 |
0.9491 |
0.9491 |
0.9641 |
|
| S3 |
0.9328 |
0.9418 |
0.9626 |
|
| S4 |
0.9165 |
0.9255 |
0.9581 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0475 |
0.9844 |
|
| R3 |
1.0335 |
1.0160 |
0.9758 |
|
| R2 |
1.0020 |
1.0020 |
0.9729 |
|
| R1 |
0.9845 |
0.9845 |
0.9700 |
0.9775 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9670 |
| S1 |
0.9530 |
0.9530 |
0.9642 |
0.9460 |
| S2 |
0.9390 |
0.9390 |
0.9613 |
|
| S3 |
0.9075 |
0.9215 |
0.9584 |
|
| S4 |
0.8760 |
0.8900 |
0.9498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9879 |
0.9564 |
0.0315 |
3.3% |
0.0116 |
1.2% |
34% |
False |
True |
170,596 |
| 10 |
0.9909 |
0.9564 |
0.0345 |
3.6% |
0.0120 |
1.2% |
31% |
False |
True |
165,798 |
| 20 |
1.0234 |
0.9564 |
0.0670 |
6.9% |
0.0115 |
1.2% |
16% |
False |
True |
156,471 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.9% |
0.0103 |
1.1% |
12% |
False |
True |
135,934 |
| 60 |
1.0552 |
0.9564 |
0.0988 |
10.2% |
0.0106 |
1.1% |
11% |
False |
True |
122,910 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
12.0% |
0.0103 |
1.1% |
9% |
False |
True |
92,396 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
12.0% |
0.0098 |
1.0% |
9% |
False |
True |
73,932 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
12.0% |
0.0089 |
0.9% |
9% |
False |
True |
61,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0154 |
|
1.618 |
0.9991 |
|
1.000 |
0.9890 |
|
0.618 |
0.9828 |
|
HIGH |
0.9727 |
|
0.618 |
0.9665 |
|
0.500 |
0.9646 |
|
0.382 |
0.9626 |
|
LOW |
0.9564 |
|
0.618 |
0.9463 |
|
1.000 |
0.9401 |
|
1.618 |
0.9300 |
|
2.618 |
0.9137 |
|
4.250 |
0.8871 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9663 |
0.9695 |
| PP |
0.9654 |
0.9687 |
| S1 |
0.9646 |
0.9679 |
|