CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9742 |
0.9615 |
-0.0127 |
-1.3% |
0.9744 |
| High |
0.9742 |
0.9683 |
-0.0059 |
-0.6% |
0.9827 |
| Low |
0.9617 |
0.9592 |
-0.0025 |
-0.3% |
0.9605 |
| Close |
0.9625 |
0.9656 |
0.0031 |
0.3% |
0.9682 |
| Range |
0.0125 |
0.0091 |
-0.0034 |
-27.2% |
0.0222 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
545 |
580 |
35 |
6.4% |
1,550 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9917 |
0.9877 |
0.9706 |
|
| R3 |
0.9826 |
0.9786 |
0.9681 |
|
| R2 |
0.9735 |
0.9735 |
0.9673 |
|
| R1 |
0.9695 |
0.9695 |
0.9664 |
0.9715 |
| PP |
0.9644 |
0.9644 |
0.9644 |
0.9654 |
| S1 |
0.9604 |
0.9604 |
0.9648 |
0.9624 |
| S2 |
0.9553 |
0.9553 |
0.9639 |
|
| S3 |
0.9462 |
0.9513 |
0.9631 |
|
| S4 |
0.9371 |
0.9422 |
0.9606 |
|
|
| 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 |
0.9800 |
0.9592 |
0.0208 |
2.2% |
0.0093 |
1.0% |
31% |
False |
True |
387 |
| 10 |
0.9848 |
0.9592 |
0.0256 |
2.7% |
0.0092 |
1.0% |
25% |
False |
True |
333 |
| 20 |
1.0185 |
0.9592 |
0.0593 |
6.1% |
0.0085 |
0.9% |
11% |
False |
True |
207 |
| 40 |
1.0325 |
0.9592 |
0.0733 |
7.6% |
0.0074 |
0.8% |
9% |
False |
True |
140 |
| 60 |
1.0436 |
0.9592 |
0.0844 |
8.7% |
0.0067 |
0.7% |
8% |
False |
True |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9921 |
|
1.618 |
0.9830 |
|
1.000 |
0.9774 |
|
0.618 |
0.9739 |
|
HIGH |
0.9683 |
|
0.618 |
0.9648 |
|
0.500 |
0.9638 |
|
0.382 |
0.9627 |
|
LOW |
0.9592 |
|
0.618 |
0.9536 |
|
1.000 |
0.9501 |
|
1.618 |
0.9445 |
|
2.618 |
0.9354 |
|
4.250 |
0.9205 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9650 |
0.9696 |
| PP |
0.9644 |
0.9683 |
| S1 |
0.9638 |
0.9669 |
|