CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
0.9851 |
0.9949 |
0.0098 |
1.0% |
0.9691 |
High |
0.9963 |
0.9999 |
0.0036 |
0.4% |
0.9995 |
Low |
0.9845 |
0.9925 |
0.0080 |
0.8% |
0.9616 |
Close |
0.9932 |
0.9965 |
0.0033 |
0.3% |
0.9898 |
Range |
0.0118 |
0.0074 |
-0.0044 |
-37.3% |
0.0379 |
ATR |
0.0122 |
0.0118 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
148,972 |
150,060 |
1,088 |
0.7% |
789,218 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0185 |
1.0149 |
1.0006 |
|
R3 |
1.0111 |
1.0075 |
0.9985 |
|
R2 |
1.0037 |
1.0037 |
0.9979 |
|
R1 |
1.0001 |
1.0001 |
0.9972 |
1.0019 |
PP |
0.9963 |
0.9963 |
0.9963 |
0.9972 |
S1 |
0.9927 |
0.9927 |
0.9958 |
0.9945 |
S2 |
0.9889 |
0.9889 |
0.9951 |
|
S3 |
0.9815 |
0.9853 |
0.9945 |
|
S4 |
0.9741 |
0.9779 |
0.9924 |
|
|
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 |
0.9814 |
0.0187 |
1.9% |
0.0118 |
1.2% |
81% |
False |
False |
159,443 |
10 |
1.0001 |
0.9564 |
0.0437 |
4.4% |
0.0126 |
1.3% |
92% |
False |
False |
162,758 |
20 |
1.0001 |
0.9564 |
0.0437 |
4.4% |
0.0119 |
1.2% |
92% |
False |
False |
161,244 |
40 |
1.0422 |
0.9564 |
0.0858 |
8.6% |
0.0108 |
1.1% |
47% |
False |
False |
143,951 |
60 |
1.0517 |
0.9564 |
0.0953 |
9.6% |
0.0108 |
1.1% |
42% |
False |
False |
136,516 |
80 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0107 |
1.1% |
35% |
False |
False |
107,866 |
100 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0102 |
1.0% |
35% |
False |
False |
86,313 |
120 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0093 |
0.9% |
35% |
False |
False |
71,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0314 |
2.618 |
1.0193 |
1.618 |
1.0119 |
1.000 |
1.0073 |
0.618 |
1.0045 |
HIGH |
0.9999 |
0.618 |
0.9971 |
0.500 |
0.9962 |
0.382 |
0.9953 |
LOW |
0.9925 |
0.618 |
0.9879 |
1.000 |
0.9851 |
1.618 |
0.9805 |
2.618 |
0.9731 |
4.250 |
0.9611 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9964 |
0.9951 |
PP |
0.9963 |
0.9937 |
S1 |
0.9962 |
0.9923 |
|