CME Australian Dollar Future September 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9830 |
0.9818 |
-0.0012 |
-0.1% |
1.0009 |
High |
0.9850 |
0.9848 |
-0.0002 |
0.0% |
1.0086 |
Low |
0.9772 |
0.9785 |
0.0013 |
0.1% |
0.9900 |
Close |
0.9807 |
0.9820 |
0.0013 |
0.1% |
0.9907 |
Range |
0.0078 |
0.0063 |
-0.0015 |
-19.2% |
0.0186 |
ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
77 |
145 |
68 |
88.3% |
495 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0007 |
0.9976 |
0.9855 |
|
R3 |
0.9944 |
0.9913 |
0.9837 |
|
R2 |
0.9881 |
0.9881 |
0.9832 |
|
R1 |
0.9850 |
0.9850 |
0.9826 |
0.9866 |
PP |
0.9818 |
0.9818 |
0.9818 |
0.9825 |
S1 |
0.9787 |
0.9787 |
0.9814 |
0.9803 |
S2 |
0.9755 |
0.9755 |
0.9808 |
|
S3 |
0.9692 |
0.9724 |
0.9803 |
|
S4 |
0.9629 |
0.9661 |
0.9785 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0522 |
1.0401 |
1.0009 |
|
R3 |
1.0336 |
1.0215 |
0.9958 |
|
R2 |
1.0150 |
1.0150 |
0.9941 |
|
R1 |
1.0029 |
1.0029 |
0.9924 |
0.9997 |
PP |
0.9964 |
0.9964 |
0.9964 |
0.9948 |
S1 |
0.9843 |
0.9843 |
0.9890 |
0.9811 |
S2 |
0.9778 |
0.9778 |
0.9873 |
|
S3 |
0.9592 |
0.9657 |
0.9856 |
|
S4 |
0.9406 |
0.9471 |
0.9805 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9951 |
0.9772 |
0.0179 |
1.8% |
0.0066 |
0.7% |
27% |
False |
False |
100 |
10 |
1.0137 |
0.9772 |
0.0365 |
3.7% |
0.0078 |
0.8% |
13% |
False |
False |
92 |
20 |
1.0325 |
0.9772 |
0.0553 |
5.6% |
0.0070 |
0.7% |
9% |
False |
False |
87 |
40 |
1.0331 |
0.9772 |
0.0559 |
5.7% |
0.0070 |
0.7% |
9% |
False |
False |
70 |
60 |
1.0557 |
0.9772 |
0.0785 |
8.0% |
0.0053 |
0.5% |
6% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0116 |
2.618 |
1.0013 |
1.618 |
0.9950 |
1.000 |
0.9911 |
0.618 |
0.9887 |
HIGH |
0.9848 |
0.618 |
0.9824 |
0.500 |
0.9817 |
0.382 |
0.9809 |
LOW |
0.9785 |
0.618 |
0.9746 |
1.000 |
0.9722 |
1.618 |
0.9683 |
2.618 |
0.9620 |
4.250 |
0.9517 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9819 |
0.9835 |
PP |
0.9818 |
0.9830 |
S1 |
0.9817 |
0.9825 |
|