CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9661 |
0.9834 |
0.0173 |
1.8% |
0.9709 |
| High |
0.9844 |
0.9914 |
0.0070 |
0.7% |
0.9800 |
| Low |
0.9659 |
0.9795 |
0.0136 |
1.4% |
0.9499 |
| Close |
0.9824 |
0.9860 |
0.0036 |
0.4% |
0.9602 |
| Range |
0.0185 |
0.0119 |
-0.0066 |
-35.7% |
0.0301 |
| ATR |
0.0104 |
0.0106 |
0.0001 |
1.0% |
0.0000 |
| Volume |
10,952 |
7,151 |
-3,801 |
-34.7% |
2,427 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0213 |
1.0156 |
0.9925 |
|
| R3 |
1.0094 |
1.0037 |
0.9893 |
|
| R2 |
0.9975 |
0.9975 |
0.9882 |
|
| R1 |
0.9918 |
0.9918 |
0.9871 |
0.9947 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9871 |
| S1 |
0.9799 |
0.9799 |
0.9849 |
0.9828 |
| S2 |
0.9737 |
0.9737 |
0.9838 |
|
| S3 |
0.9618 |
0.9680 |
0.9827 |
|
| S4 |
0.9499 |
0.9561 |
0.9795 |
|
|
| 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 |
0.9914 |
0.9499 |
0.0415 |
4.2% |
0.0130 |
1.3% |
87% |
True |
False |
4,674 |
| 10 |
0.9914 |
0.9499 |
0.0415 |
4.2% |
0.0112 |
1.1% |
87% |
True |
False |
2,531 |
| 20 |
1.0020 |
0.9499 |
0.0521 |
5.3% |
0.0096 |
1.0% |
69% |
False |
False |
1,359 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.4% |
0.0082 |
0.8% |
44% |
False |
False |
720 |
| 60 |
1.0410 |
0.9499 |
0.0911 |
9.2% |
0.0077 |
0.8% |
40% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0226 |
|
1.618 |
1.0107 |
|
1.000 |
1.0033 |
|
0.618 |
0.9988 |
|
HIGH |
0.9914 |
|
0.618 |
0.9869 |
|
0.500 |
0.9855 |
|
0.382 |
0.9840 |
|
LOW |
0.9795 |
|
0.618 |
0.9721 |
|
1.000 |
0.9676 |
|
1.618 |
0.9602 |
|
2.618 |
0.9483 |
|
4.250 |
0.9289 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9858 |
0.9830 |
| PP |
0.9856 |
0.9800 |
| S1 |
0.9855 |
0.9771 |
|