CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9713 |
0.9691 |
-0.0022 |
-0.2% |
0.9785 |
| High |
0.9727 |
0.9734 |
0.0007 |
0.1% |
0.9879 |
| Low |
0.9564 |
0.9616 |
0.0052 |
0.5% |
0.9564 |
| Close |
0.9671 |
0.9712 |
0.0041 |
0.4% |
0.9671 |
| Range |
0.0163 |
0.0118 |
-0.0045 |
-27.6% |
0.0315 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.2% |
0.0000 |
| Volume |
215,956 |
120,883 |
-95,073 |
-44.0% |
731,561 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0041 |
0.9995 |
0.9777 |
|
| R3 |
0.9923 |
0.9877 |
0.9744 |
|
| R2 |
0.9805 |
0.9805 |
0.9734 |
|
| R1 |
0.9759 |
0.9759 |
0.9723 |
0.9782 |
| PP |
0.9687 |
0.9687 |
0.9687 |
0.9699 |
| S1 |
0.9641 |
0.9641 |
0.9701 |
0.9664 |
| S2 |
0.9569 |
0.9569 |
0.9690 |
|
| S3 |
0.9451 |
0.9523 |
0.9680 |
|
| S4 |
0.9333 |
0.9405 |
0.9647 |
|
|
| 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 |
3.2% |
0.0124 |
1.3% |
47% |
False |
False |
170,488 |
| 10 |
0.9909 |
0.9564 |
0.0345 |
3.6% |
0.0121 |
1.2% |
43% |
False |
False |
158,885 |
| 20 |
1.0177 |
0.9564 |
0.0613 |
6.3% |
0.0115 |
1.2% |
24% |
False |
False |
154,839 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.8% |
0.0104 |
1.1% |
17% |
False |
False |
136,276 |
| 60 |
1.0544 |
0.9564 |
0.0980 |
10.1% |
0.0105 |
1.1% |
15% |
False |
False |
124,698 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.9% |
0.0104 |
1.1% |
13% |
False |
False |
93,907 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.9% |
0.0099 |
1.0% |
13% |
False |
False |
75,141 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.9% |
0.0089 |
0.9% |
13% |
False |
False |
62,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0043 |
|
1.618 |
0.9925 |
|
1.000 |
0.9852 |
|
0.618 |
0.9807 |
|
HIGH |
0.9734 |
|
0.618 |
0.9689 |
|
0.500 |
0.9675 |
|
0.382 |
0.9661 |
|
LOW |
0.9616 |
|
0.618 |
0.9543 |
|
1.000 |
0.9498 |
|
1.618 |
0.9425 |
|
2.618 |
0.9307 |
|
4.250 |
0.9115 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9700 |
0.9695 |
| PP |
0.9687 |
0.9677 |
| S1 |
0.9675 |
0.9660 |
|