CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9636 |
0.9620 |
-0.0016 |
-0.2% |
0.9709 |
| High |
0.9638 |
0.9665 |
0.0027 |
0.3% |
0.9800 |
| Low |
0.9499 |
0.9549 |
0.0050 |
0.5% |
0.9499 |
| Close |
0.9602 |
0.9643 |
0.0041 |
0.4% |
0.9602 |
| Range |
0.0139 |
0.0116 |
-0.0023 |
-16.5% |
0.0301 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,212 |
1,242 |
30 |
2.5% |
2,427 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9921 |
0.9707 |
|
| R3 |
0.9851 |
0.9805 |
0.9675 |
|
| R2 |
0.9735 |
0.9735 |
0.9664 |
|
| R1 |
0.9689 |
0.9689 |
0.9654 |
0.9712 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9631 |
| S1 |
0.9573 |
0.9573 |
0.9632 |
0.9596 |
| S2 |
0.9503 |
0.9503 |
0.9622 |
|
| S3 |
0.9387 |
0.9457 |
0.9611 |
|
| S4 |
0.9271 |
0.9341 |
0.9579 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0370 |
0.9768 |
|
| R3 |
1.0236 |
1.0069 |
0.9685 |
|
| R2 |
0.9935 |
0.9935 |
0.9657 |
|
| R1 |
0.9768 |
0.9768 |
0.9630 |
0.9701 |
| PP |
0.9634 |
0.9634 |
0.9634 |
0.9600 |
| S1 |
0.9467 |
0.9467 |
0.9574 |
0.9400 |
| S2 |
0.9333 |
0.9333 |
0.9547 |
|
| S3 |
0.9032 |
0.9166 |
0.9519 |
|
| S4 |
0.8731 |
0.8865 |
0.9436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9800 |
0.9499 |
0.0301 |
3.1% |
0.0113 |
1.2% |
48% |
False |
False |
733 |
| 10 |
0.9827 |
0.9499 |
0.0328 |
3.4% |
0.0103 |
1.1% |
44% |
False |
False |
521 |
| 20 |
1.0086 |
0.9499 |
0.0587 |
6.1% |
0.0090 |
0.9% |
25% |
False |
False |
328 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.6% |
0.0078 |
0.8% |
17% |
False |
False |
198 |
| 60 |
1.0410 |
0.9499 |
0.0911 |
9.4% |
0.0071 |
0.7% |
16% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0158 |
|
2.618 |
0.9969 |
|
1.618 |
0.9853 |
|
1.000 |
0.9781 |
|
0.618 |
0.9737 |
|
HIGH |
0.9665 |
|
0.618 |
0.9621 |
|
0.500 |
0.9607 |
|
0.382 |
0.9593 |
|
LOW |
0.9549 |
|
0.618 |
0.9477 |
|
1.000 |
0.9433 |
|
1.618 |
0.9361 |
|
2.618 |
0.9245 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9631 |
0.9626 |
| PP |
0.9619 |
0.9608 |
| S1 |
0.9607 |
0.9591 |
|