CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9636 |
0.9661 |
0.0025 |
0.3% |
0.9709 |
| High |
0.9718 |
0.9844 |
0.0126 |
1.3% |
0.9800 |
| Low |
0.9627 |
0.9659 |
0.0032 |
0.3% |
0.9499 |
| Close |
0.9659 |
0.9824 |
0.0165 |
1.7% |
0.9602 |
| Range |
0.0091 |
0.0185 |
0.0094 |
103.3% |
0.0301 |
| ATR |
0.0098 |
0.0104 |
0.0006 |
6.3% |
0.0000 |
| Volume |
2,817 |
10,952 |
8,135 |
288.8% |
2,427 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0262 |
0.9926 |
|
| R3 |
1.0146 |
1.0077 |
0.9875 |
|
| R2 |
0.9961 |
0.9961 |
0.9858 |
|
| R1 |
0.9892 |
0.9892 |
0.9841 |
0.9927 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9793 |
| S1 |
0.9707 |
0.9707 |
0.9807 |
0.9742 |
| S2 |
0.9591 |
0.9591 |
0.9790 |
|
| S3 |
0.9406 |
0.9522 |
0.9773 |
|
| S4 |
0.9221 |
0.9337 |
0.9722 |
|
|
| 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 |
0.9844 |
0.9499 |
0.0345 |
3.5% |
0.0124 |
1.3% |
94% |
True |
False |
3,360 |
| 10 |
0.9844 |
0.9499 |
0.0345 |
3.5% |
0.0109 |
1.1% |
94% |
True |
False |
1,832 |
| 20 |
1.0020 |
0.9499 |
0.0521 |
5.3% |
0.0093 |
0.9% |
62% |
False |
False |
1,006 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.4% |
0.0081 |
0.8% |
39% |
False |
False |
541 |
| 60 |
1.0410 |
0.9499 |
0.0911 |
9.3% |
0.0075 |
0.8% |
36% |
False |
False |
375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0630 |
|
2.618 |
1.0328 |
|
1.618 |
1.0143 |
|
1.000 |
1.0029 |
|
0.618 |
0.9958 |
|
HIGH |
0.9844 |
|
0.618 |
0.9773 |
|
0.500 |
0.9752 |
|
0.382 |
0.9730 |
|
LOW |
0.9659 |
|
0.618 |
0.9545 |
|
1.000 |
0.9474 |
|
1.618 |
0.9360 |
|
2.618 |
0.9175 |
|
4.250 |
0.8873 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9800 |
0.9782 |
| PP |
0.9776 |
0.9739 |
| S1 |
0.9752 |
0.9697 |
|