CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9979 |
0.9851 |
-0.0128 |
-1.3% |
0.9691 |
| High |
1.0001 |
0.9963 |
-0.0038 |
-0.4% |
0.9995 |
| Low |
0.9856 |
0.9845 |
-0.0011 |
-0.1% |
0.9616 |
| Close |
0.9885 |
0.9932 |
0.0047 |
0.5% |
0.9898 |
| Range |
0.0145 |
0.0118 |
-0.0027 |
-18.6% |
0.0379 |
| ATR |
0.0122 |
0.0122 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
150,458 |
148,972 |
-1,486 |
-1.0% |
789,218 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0267 |
1.0218 |
0.9997 |
|
| R3 |
1.0149 |
1.0100 |
0.9964 |
|
| R2 |
1.0031 |
1.0031 |
0.9954 |
|
| R1 |
0.9982 |
0.9982 |
0.9943 |
1.0007 |
| PP |
0.9913 |
0.9913 |
0.9913 |
0.9926 |
| S1 |
0.9864 |
0.9864 |
0.9921 |
0.9889 |
| S2 |
0.9795 |
0.9795 |
0.9910 |
|
| S3 |
0.9677 |
0.9746 |
0.9900 |
|
| S4 |
0.9559 |
0.9628 |
0.9867 |
|
|
| 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 |
0.9726 |
0.0275 |
2.8% |
0.0143 |
1.4% |
75% |
False |
False |
167,170 |
| 10 |
1.0001 |
0.9564 |
0.0437 |
4.4% |
0.0133 |
1.3% |
84% |
False |
False |
161,971 |
| 20 |
1.0001 |
0.9564 |
0.0437 |
4.4% |
0.0120 |
1.2% |
84% |
False |
False |
161,264 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.6% |
0.0109 |
1.1% |
43% |
False |
False |
142,886 |
| 60 |
1.0529 |
0.9564 |
0.0965 |
9.7% |
0.0108 |
1.1% |
38% |
False |
False |
135,713 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0107 |
1.1% |
32% |
False |
False |
105,993 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0102 |
1.0% |
32% |
False |
False |
84,814 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0093 |
0.9% |
32% |
False |
False |
70,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0465 |
|
2.618 |
1.0272 |
|
1.618 |
1.0154 |
|
1.000 |
1.0081 |
|
0.618 |
1.0036 |
|
HIGH |
0.9963 |
|
0.618 |
0.9918 |
|
0.500 |
0.9904 |
|
0.382 |
0.9890 |
|
LOW |
0.9845 |
|
0.618 |
0.9772 |
|
1.000 |
0.9727 |
|
1.618 |
0.9654 |
|
2.618 |
0.9536 |
|
4.250 |
0.9344 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9923 |
0.9924 |
| PP |
0.9913 |
0.9916 |
| S1 |
0.9904 |
0.9908 |
|