CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9943 |
1.0020 |
0.0077 |
0.8% |
0.9979 |
| High |
1.0032 |
1.0090 |
0.0058 |
0.6% |
1.0090 |
| Low |
0.9920 |
0.9994 |
0.0074 |
0.7% |
0.9845 |
| Close |
0.9972 |
1.0085 |
0.0113 |
1.1% |
1.0085 |
| Range |
0.0112 |
0.0096 |
-0.0016 |
-14.3% |
0.0245 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.0% |
0.0000 |
| Volume |
139,147 |
21,615 |
-117,532 |
-84.5% |
610,252 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0311 |
1.0138 |
|
| R3 |
1.0248 |
1.0215 |
1.0111 |
|
| R2 |
1.0152 |
1.0152 |
1.0103 |
|
| R1 |
1.0119 |
1.0119 |
1.0094 |
1.0136 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0065 |
| S1 |
1.0023 |
1.0023 |
1.0076 |
1.0040 |
| S2 |
0.9960 |
0.9960 |
1.0067 |
|
| S3 |
0.9864 |
0.9927 |
1.0059 |
|
| S4 |
0.9768 |
0.9831 |
1.0032 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0658 |
1.0220 |
|
| R3 |
1.0497 |
1.0413 |
1.0152 |
|
| R2 |
1.0252 |
1.0252 |
1.0130 |
|
| R1 |
1.0168 |
1.0168 |
1.0107 |
1.0210 |
| PP |
1.0007 |
1.0007 |
1.0007 |
1.0028 |
| S1 |
0.9923 |
0.9923 |
1.0063 |
0.9965 |
| S2 |
0.9762 |
0.9762 |
1.0040 |
|
| S3 |
0.9517 |
0.9678 |
1.0018 |
|
| S4 |
0.9272 |
0.9433 |
0.9950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0090 |
0.9845 |
0.0245 |
2.4% |
0.0109 |
1.1% |
98% |
True |
False |
122,050 |
| 10 |
1.0090 |
0.9616 |
0.0474 |
4.7% |
0.0121 |
1.2% |
99% |
True |
False |
139,947 |
| 20 |
1.0090 |
0.9564 |
0.0526 |
5.2% |
0.0120 |
1.2% |
99% |
True |
False |
152,872 |
| 40 |
1.0422 |
0.9564 |
0.0858 |
8.5% |
0.0110 |
1.1% |
61% |
False |
False |
141,962 |
| 60 |
1.0461 |
0.9564 |
0.0897 |
8.9% |
0.0107 |
1.1% |
58% |
False |
False |
134,586 |
| 80 |
1.0720 |
0.9564 |
0.1156 |
11.5% |
0.0106 |
1.1% |
45% |
False |
False |
109,871 |
| 100 |
1.0720 |
0.9564 |
0.1156 |
11.5% |
0.0104 |
1.0% |
45% |
False |
False |
87,920 |
| 120 |
1.0720 |
0.9564 |
0.1156 |
11.5% |
0.0094 |
0.9% |
45% |
False |
False |
73,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0341 |
|
1.618 |
1.0245 |
|
1.000 |
1.0186 |
|
0.618 |
1.0149 |
|
HIGH |
1.0090 |
|
0.618 |
1.0053 |
|
0.500 |
1.0042 |
|
0.382 |
1.0031 |
|
LOW |
0.9994 |
|
0.618 |
0.9935 |
|
1.000 |
0.9898 |
|
1.618 |
0.9839 |
|
2.618 |
0.9743 |
|
4.250 |
0.9586 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0058 |
| PP |
1.0056 |
1.0032 |
| S1 |
1.0042 |
1.0005 |
|