CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9709 |
0.9734 |
0.0025 |
0.3% |
0.9785 |
| High |
0.9792 |
0.9923 |
0.0131 |
1.3% |
0.9879 |
| Low |
0.9699 |
0.9726 |
0.0027 |
0.3% |
0.9564 |
| Close |
0.9731 |
0.9901 |
0.0170 |
1.7% |
0.9671 |
| Range |
0.0093 |
0.0197 |
0.0104 |
111.8% |
0.0315 |
| ATR |
0.0113 |
0.0119 |
0.0006 |
5.3% |
0.0000 |
| Volume |
131,914 |
188,696 |
56,782 |
43.0% |
731,561 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0368 |
1.0009 |
|
| R3 |
1.0244 |
1.0171 |
0.9955 |
|
| R2 |
1.0047 |
1.0047 |
0.9937 |
|
| R1 |
0.9974 |
0.9974 |
0.9919 |
1.0011 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9868 |
| S1 |
0.9777 |
0.9777 |
0.9883 |
0.9814 |
| S2 |
0.9653 |
0.9653 |
0.9865 |
|
| S3 |
0.9456 |
0.9580 |
0.9847 |
|
| S4 |
0.9259 |
0.9383 |
0.9793 |
|
|
| 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 |
0.9923 |
0.9564 |
0.0359 |
3.6% |
0.0134 |
1.4% |
94% |
True |
False |
166,073 |
| 10 |
0.9923 |
0.9564 |
0.0359 |
3.6% |
0.0124 |
1.3% |
94% |
True |
False |
164,371 |
| 20 |
1.0106 |
0.9564 |
0.0542 |
5.5% |
0.0118 |
1.2% |
62% |
False |
False |
158,152 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.7% |
0.0107 |
1.1% |
39% |
False |
False |
139,696 |
| 60 |
1.0529 |
0.9564 |
0.0965 |
9.7% |
0.0107 |
1.1% |
35% |
False |
False |
129,363 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0105 |
1.1% |
29% |
False |
False |
97,910 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0100 |
1.0% |
29% |
False |
False |
78,346 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0091 |
0.9% |
29% |
False |
False |
65,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0760 |
|
2.618 |
1.0439 |
|
1.618 |
1.0242 |
|
1.000 |
1.0120 |
|
0.618 |
1.0045 |
|
HIGH |
0.9923 |
|
0.618 |
0.9848 |
|
0.500 |
0.9825 |
|
0.382 |
0.9801 |
|
LOW |
0.9726 |
|
0.618 |
0.9604 |
|
1.000 |
0.9529 |
|
1.618 |
0.9407 |
|
2.618 |
0.9210 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9876 |
0.9857 |
| PP |
0.9850 |
0.9813 |
| S1 |
0.9825 |
0.9770 |
|