CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9709 |
0.0018 |
0.2% |
0.9785 |
| High |
0.9734 |
0.9792 |
0.0058 |
0.6% |
0.9879 |
| Low |
0.9616 |
0.9699 |
0.0083 |
0.9% |
0.9564 |
| Close |
0.9712 |
0.9731 |
0.0019 |
0.2% |
0.9671 |
| Range |
0.0118 |
0.0093 |
-0.0025 |
-21.2% |
0.0315 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
120,883 |
131,914 |
11,031 |
9.1% |
731,561 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0020 |
0.9968 |
0.9782 |
|
| R3 |
0.9927 |
0.9875 |
0.9757 |
|
| R2 |
0.9834 |
0.9834 |
0.9748 |
|
| R1 |
0.9782 |
0.9782 |
0.9740 |
0.9808 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9754 |
| S1 |
0.9689 |
0.9689 |
0.9722 |
0.9715 |
| S2 |
0.9648 |
0.9648 |
0.9714 |
|
| S3 |
0.9555 |
0.9596 |
0.9705 |
|
| S4 |
0.9462 |
0.9503 |
0.9680 |
|
|
| 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 |
0.9826 |
0.9564 |
0.0262 |
2.7% |
0.0122 |
1.3% |
64% |
False |
False |
156,772 |
| 10 |
0.9909 |
0.9564 |
0.0345 |
3.5% |
0.0119 |
1.2% |
48% |
False |
False |
160,541 |
| 20 |
1.0176 |
0.9564 |
0.0612 |
6.3% |
0.0115 |
1.2% |
27% |
False |
False |
156,201 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.8% |
0.0105 |
1.1% |
19% |
False |
False |
138,292 |
| 60 |
1.0529 |
0.9564 |
0.0965 |
9.9% |
0.0105 |
1.1% |
17% |
False |
False |
126,619 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.9% |
0.0104 |
1.1% |
14% |
False |
False |
95,555 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.9% |
0.0099 |
1.0% |
14% |
False |
False |
76,459 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.9% |
0.0090 |
0.9% |
14% |
False |
False |
63,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0187 |
|
2.618 |
1.0035 |
|
1.618 |
0.9942 |
|
1.000 |
0.9885 |
|
0.618 |
0.9849 |
|
HIGH |
0.9792 |
|
0.618 |
0.9756 |
|
0.500 |
0.9746 |
|
0.382 |
0.9735 |
|
LOW |
0.9699 |
|
0.618 |
0.9642 |
|
1.000 |
0.9606 |
|
1.618 |
0.9549 |
|
2.618 |
0.9456 |
|
4.250 |
0.9304 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9746 |
0.9713 |
| PP |
0.9741 |
0.9696 |
| S1 |
0.9736 |
0.9678 |
|