CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9911 |
0.9887 |
-0.0024 |
-0.2% |
0.9691 |
| High |
0.9995 |
0.9939 |
-0.0056 |
-0.6% |
0.9995 |
| Low |
0.9867 |
0.9814 |
-0.0053 |
-0.5% |
0.9616 |
| Close |
0.9939 |
0.9898 |
-0.0041 |
-0.4% |
0.9898 |
| Range |
0.0128 |
0.0125 |
-0.0003 |
-2.3% |
0.0379 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.3% |
0.0000 |
| Volume |
199,488 |
148,237 |
-51,251 |
-25.7% |
789,218 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0203 |
0.9967 |
|
| R3 |
1.0134 |
1.0078 |
0.9932 |
|
| R2 |
1.0009 |
1.0009 |
0.9921 |
|
| R1 |
0.9953 |
0.9953 |
0.9909 |
0.9981 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9898 |
| S1 |
0.9828 |
0.9828 |
0.9887 |
0.9856 |
| S2 |
0.9759 |
0.9759 |
0.9875 |
|
| S3 |
0.9634 |
0.9703 |
0.9864 |
|
| S4 |
0.9509 |
0.9578 |
0.9829 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0815 |
1.0106 |
|
| R3 |
1.0594 |
1.0436 |
1.0002 |
|
| R2 |
1.0215 |
1.0215 |
0.9967 |
|
| R1 |
1.0057 |
1.0057 |
0.9933 |
1.0136 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9876 |
| S1 |
0.9678 |
0.9678 |
0.9863 |
0.9757 |
| S2 |
0.9457 |
0.9457 |
0.9829 |
|
| S3 |
0.9078 |
0.9299 |
0.9794 |
|
| S4 |
0.8699 |
0.8920 |
0.9690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9995 |
0.9616 |
0.0379 |
3.8% |
0.0132 |
1.3% |
74% |
False |
False |
157,843 |
| 10 |
0.9995 |
0.9564 |
0.0431 |
4.4% |
0.0124 |
1.3% |
77% |
False |
False |
164,219 |
| 20 |
1.0046 |
0.9564 |
0.0482 |
4.9% |
0.0120 |
1.2% |
69% |
False |
False |
159,903 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.7% |
0.0107 |
1.1% |
39% |
False |
False |
141,730 |
| 60 |
1.0529 |
0.9564 |
0.0965 |
9.7% |
0.0108 |
1.1% |
35% |
False |
False |
133,542 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0106 |
1.1% |
29% |
False |
False |
102,254 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0100 |
1.0% |
29% |
False |
False |
81,820 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0091 |
0.9% |
29% |
False |
False |
68,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0470 |
|
2.618 |
1.0266 |
|
1.618 |
1.0141 |
|
1.000 |
1.0064 |
|
0.618 |
1.0016 |
|
HIGH |
0.9939 |
|
0.618 |
0.9891 |
|
0.500 |
0.9877 |
|
0.382 |
0.9862 |
|
LOW |
0.9814 |
|
0.618 |
0.9737 |
|
1.000 |
0.9689 |
|
1.618 |
0.9612 |
|
2.618 |
0.9487 |
|
4.250 |
0.9283 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9891 |
0.9886 |
| PP |
0.9884 |
0.9873 |
| S1 |
0.9877 |
0.9861 |
|