CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9664 |
-0.0017 |
-0.2% |
0.9744 |
| High |
0.9720 |
0.9703 |
-0.0017 |
-0.2% |
0.9827 |
| Low |
0.9627 |
0.9641 |
0.0014 |
0.1% |
0.9605 |
| Close |
0.9632 |
0.9682 |
0.0050 |
0.5% |
0.9682 |
| Range |
0.0093 |
0.0062 |
-0.0031 |
-33.3% |
0.0222 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
317 |
404 |
87 |
27.4% |
1,550 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9834 |
0.9716 |
|
| R3 |
0.9799 |
0.9772 |
0.9699 |
|
| R2 |
0.9737 |
0.9737 |
0.9693 |
|
| R1 |
0.9710 |
0.9710 |
0.9688 |
0.9724 |
| PP |
0.9675 |
0.9675 |
0.9675 |
0.9682 |
| S1 |
0.9648 |
0.9648 |
0.9676 |
0.9662 |
| S2 |
0.9613 |
0.9613 |
0.9671 |
|
| S3 |
0.9551 |
0.9586 |
0.9665 |
|
| S4 |
0.9489 |
0.9524 |
0.9648 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0248 |
0.9804 |
|
| R3 |
1.0149 |
1.0026 |
0.9743 |
|
| R2 |
0.9927 |
0.9927 |
0.9723 |
|
| R1 |
0.9804 |
0.9804 |
0.9702 |
0.9755 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9680 |
| S1 |
0.9582 |
0.9582 |
0.9662 |
0.9533 |
| S2 |
0.9483 |
0.9483 |
0.9641 |
|
| S3 |
0.9261 |
0.9360 |
0.9621 |
|
| S4 |
0.9039 |
0.9138 |
0.9560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9827 |
0.9605 |
0.0222 |
2.3% |
0.0093 |
1.0% |
35% |
False |
False |
310 |
| 10 |
0.9905 |
0.9605 |
0.0300 |
3.1% |
0.0083 |
0.9% |
26% |
False |
False |
239 |
| 20 |
1.0310 |
0.9605 |
0.0705 |
7.3% |
0.0079 |
0.8% |
11% |
False |
False |
166 |
| 40 |
1.0325 |
0.9605 |
0.0720 |
7.4% |
0.0074 |
0.8% |
11% |
False |
False |
114 |
| 60 |
1.0437 |
0.9605 |
0.0832 |
8.6% |
0.0061 |
0.6% |
9% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9967 |
|
2.618 |
0.9865 |
|
1.618 |
0.9803 |
|
1.000 |
0.9765 |
|
0.618 |
0.9741 |
|
HIGH |
0.9703 |
|
0.618 |
0.9679 |
|
0.500 |
0.9672 |
|
0.382 |
0.9665 |
|
LOW |
0.9641 |
|
0.618 |
0.9603 |
|
1.000 |
0.9579 |
|
1.618 |
0.9541 |
|
2.618 |
0.9479 |
|
4.250 |
0.9378 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9679 |
0.9676 |
| PP |
0.9675 |
0.9669 |
| S1 |
0.9672 |
0.9663 |
|