CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9734 |
0.9911 |
0.0177 |
1.8% |
0.9785 |
| High |
0.9923 |
0.9995 |
0.0072 |
0.7% |
0.9879 |
| Low |
0.9726 |
0.9867 |
0.0141 |
1.4% |
0.9564 |
| Close |
0.9901 |
0.9939 |
0.0038 |
0.4% |
0.9671 |
| Range |
0.0197 |
0.0128 |
-0.0069 |
-35.0% |
0.0315 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.5% |
0.0000 |
| Volume |
188,696 |
199,488 |
10,792 |
5.7% |
731,561 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0256 |
1.0009 |
|
| R3 |
1.0190 |
1.0128 |
0.9974 |
|
| R2 |
1.0062 |
1.0062 |
0.9962 |
|
| R1 |
1.0000 |
1.0000 |
0.9951 |
1.0031 |
| PP |
0.9934 |
0.9934 |
0.9934 |
0.9949 |
| S1 |
0.9872 |
0.9872 |
0.9927 |
0.9903 |
| S2 |
0.9806 |
0.9806 |
0.9916 |
|
| S3 |
0.9678 |
0.9744 |
0.9904 |
|
| S4 |
0.9550 |
0.9616 |
0.9869 |
|
|
| 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 |
0.9995 |
0.9564 |
0.0431 |
4.3% |
0.0140 |
1.4% |
87% |
True |
False |
171,387 |
| 10 |
0.9995 |
0.9564 |
0.0431 |
4.3% |
0.0122 |
1.2% |
87% |
True |
False |
166,079 |
| 20 |
1.0106 |
0.9564 |
0.0542 |
5.5% |
0.0119 |
1.2% |
69% |
False |
False |
159,723 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.6% |
0.0108 |
1.1% |
44% |
False |
False |
141,901 |
| 60 |
1.0529 |
0.9564 |
0.0965 |
9.7% |
0.0108 |
1.1% |
39% |
False |
False |
132,089 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0106 |
1.1% |
32% |
False |
False |
100,402 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0101 |
1.0% |
32% |
False |
False |
80,340 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0091 |
0.9% |
32% |
False |
False |
66,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0539 |
|
2.618 |
1.0330 |
|
1.618 |
1.0202 |
|
1.000 |
1.0123 |
|
0.618 |
1.0074 |
|
HIGH |
0.9995 |
|
0.618 |
0.9946 |
|
0.500 |
0.9931 |
|
0.382 |
0.9916 |
|
LOW |
0.9867 |
|
0.618 |
0.9788 |
|
1.000 |
0.9739 |
|
1.618 |
0.9660 |
|
2.618 |
0.9532 |
|
4.250 |
0.9323 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9936 |
0.9908 |
| PP |
0.9934 |
0.9878 |
| S1 |
0.9931 |
0.9847 |
|