CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9887 |
0.9979 |
0.0092 |
0.9% |
0.9691 |
| High |
0.9939 |
1.0001 |
0.0062 |
0.6% |
0.9995 |
| Low |
0.9814 |
0.9856 |
0.0042 |
0.4% |
0.9616 |
| Close |
0.9898 |
0.9885 |
-0.0013 |
-0.1% |
0.9898 |
| Range |
0.0125 |
0.0145 |
0.0020 |
16.0% |
0.0379 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.5% |
0.0000 |
| Volume |
148,237 |
150,458 |
2,221 |
1.5% |
789,218 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0262 |
0.9965 |
|
| R3 |
1.0204 |
1.0117 |
0.9925 |
|
| R2 |
1.0059 |
1.0059 |
0.9912 |
|
| R1 |
0.9972 |
0.9972 |
0.9898 |
0.9943 |
| PP |
0.9914 |
0.9914 |
0.9914 |
0.9900 |
| S1 |
0.9827 |
0.9827 |
0.9872 |
0.9798 |
| S2 |
0.9769 |
0.9769 |
0.9858 |
|
| S3 |
0.9624 |
0.9682 |
0.9845 |
|
| S4 |
0.9479 |
0.9537 |
0.9805 |
|
|
| 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 |
1.0001 |
0.9699 |
0.0302 |
3.1% |
0.0138 |
1.4% |
62% |
True |
False |
163,758 |
| 10 |
1.0001 |
0.9564 |
0.0437 |
4.4% |
0.0131 |
1.3% |
73% |
True |
False |
167,123 |
| 20 |
1.0001 |
0.9564 |
0.0437 |
4.4% |
0.0124 |
1.3% |
73% |
True |
False |
160,331 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.7% |
0.0108 |
1.1% |
37% |
False |
False |
142,095 |
| 60 |
1.0529 |
0.9564 |
0.0965 |
9.8% |
0.0108 |
1.1% |
33% |
False |
False |
134,999 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0107 |
1.1% |
28% |
False |
False |
104,132 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0101 |
1.0% |
28% |
False |
False |
83,324 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.7% |
0.0093 |
0.9% |
28% |
False |
False |
69,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0381 |
|
1.618 |
1.0236 |
|
1.000 |
1.0146 |
|
0.618 |
1.0091 |
|
HIGH |
1.0001 |
|
0.618 |
0.9946 |
|
0.500 |
0.9929 |
|
0.382 |
0.9911 |
|
LOW |
0.9856 |
|
0.618 |
0.9766 |
|
1.000 |
0.9711 |
|
1.618 |
0.9621 |
|
2.618 |
0.9476 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9908 |
| PP |
0.9914 |
0.9900 |
| S1 |
0.9900 |
0.9893 |
|