CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9949 |
0.9943 |
-0.0006 |
-0.1% |
0.9691 |
| High |
0.9999 |
1.0032 |
0.0033 |
0.3% |
0.9995 |
| Low |
0.9925 |
0.9920 |
-0.0005 |
-0.1% |
0.9616 |
| Close |
0.9965 |
0.9972 |
0.0007 |
0.1% |
0.9898 |
| Range |
0.0074 |
0.0112 |
0.0038 |
51.4% |
0.0379 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
150,060 |
139,147 |
-10,913 |
-7.3% |
789,218 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0311 |
1.0253 |
1.0034 |
|
| R3 |
1.0199 |
1.0141 |
1.0003 |
|
| R2 |
1.0087 |
1.0087 |
0.9993 |
|
| R1 |
1.0029 |
1.0029 |
0.9982 |
1.0058 |
| PP |
0.9975 |
0.9975 |
0.9975 |
0.9989 |
| S1 |
0.9917 |
0.9917 |
0.9962 |
0.9946 |
| S2 |
0.9863 |
0.9863 |
0.9951 |
|
| S3 |
0.9751 |
0.9805 |
0.9941 |
|
| S4 |
0.9639 |
0.9693 |
0.9910 |
|
|
| 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 |
1.0032 |
0.9814 |
0.0218 |
2.2% |
0.0115 |
1.2% |
72% |
True |
False |
147,374 |
| 10 |
1.0032 |
0.9564 |
0.0468 |
4.7% |
0.0127 |
1.3% |
87% |
True |
False |
159,381 |
| 20 |
1.0032 |
0.9564 |
0.0468 |
4.7% |
0.0119 |
1.2% |
87% |
True |
False |
159,609 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.6% |
0.0109 |
1.1% |
48% |
False |
False |
144,886 |
| 60 |
1.0461 |
0.9564 |
0.0897 |
9.0% |
0.0107 |
1.1% |
45% |
False |
False |
136,344 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0106 |
1.1% |
35% |
False |
False |
109,605 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0103 |
1.0% |
35% |
False |
False |
87,704 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.6% |
0.0093 |
0.9% |
35% |
False |
False |
73,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0325 |
|
1.618 |
1.0213 |
|
1.000 |
1.0144 |
|
0.618 |
1.0101 |
|
HIGH |
1.0032 |
|
0.618 |
0.9989 |
|
0.500 |
0.9976 |
|
0.382 |
0.9963 |
|
LOW |
0.9920 |
|
0.618 |
0.9851 |
|
1.000 |
0.9808 |
|
1.618 |
0.9739 |
|
2.618 |
0.9627 |
|
4.250 |
0.9444 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9976 |
0.9961 |
| PP |
0.9975 |
0.9950 |
| S1 |
0.9973 |
0.9939 |
|