CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9834 |
0.9811 |
-0.0023 |
-0.2% |
0.9620 |
| High |
0.9914 |
0.9860 |
-0.0054 |
-0.5% |
0.9914 |
| Low |
0.9795 |
0.9739 |
-0.0056 |
-0.6% |
0.9549 |
| Close |
0.9860 |
0.9820 |
-0.0040 |
-0.4% |
0.9820 |
| Range |
0.0119 |
0.0121 |
0.0002 |
1.7% |
0.0365 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.0% |
0.0000 |
| Volume |
7,151 |
6,967 |
-184 |
-2.6% |
29,129 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0169 |
1.0116 |
0.9887 |
|
| R3 |
1.0048 |
0.9995 |
0.9853 |
|
| R2 |
0.9927 |
0.9927 |
0.9842 |
|
| R1 |
0.9874 |
0.9874 |
0.9831 |
0.9901 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9820 |
| S1 |
0.9753 |
0.9753 |
0.9809 |
0.9780 |
| S2 |
0.9685 |
0.9685 |
0.9798 |
|
| S3 |
0.9564 |
0.9632 |
0.9787 |
|
| S4 |
0.9443 |
0.9511 |
0.9753 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0856 |
1.0703 |
1.0021 |
|
| R3 |
1.0491 |
1.0338 |
0.9920 |
|
| R2 |
1.0126 |
1.0126 |
0.9887 |
|
| R1 |
0.9973 |
0.9973 |
0.9853 |
1.0050 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9799 |
| S1 |
0.9608 |
0.9608 |
0.9787 |
0.9685 |
| S2 |
0.9396 |
0.9396 |
0.9753 |
|
| S3 |
0.9031 |
0.9243 |
0.9720 |
|
| S4 |
0.8666 |
0.8878 |
0.9619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9914 |
0.9549 |
0.0365 |
3.7% |
0.0126 |
1.3% |
74% |
False |
False |
5,825 |
| 10 |
0.9914 |
0.9499 |
0.0415 |
4.2% |
0.0114 |
1.2% |
77% |
False |
False |
3,196 |
| 20 |
0.9951 |
0.9499 |
0.0452 |
4.6% |
0.0098 |
1.0% |
71% |
False |
False |
1,701 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.4% |
0.0083 |
0.8% |
39% |
False |
False |
892 |
| 60 |
1.0410 |
0.9499 |
0.0911 |
9.3% |
0.0079 |
0.8% |
35% |
False |
False |
611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0177 |
|
1.618 |
1.0056 |
|
1.000 |
0.9981 |
|
0.618 |
0.9935 |
|
HIGH |
0.9860 |
|
0.618 |
0.9814 |
|
0.500 |
0.9800 |
|
0.382 |
0.9785 |
|
LOW |
0.9739 |
|
0.618 |
0.9664 |
|
1.000 |
0.9618 |
|
1.618 |
0.9543 |
|
2.618 |
0.9422 |
|
4.250 |
0.9225 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9809 |
| PP |
0.9806 |
0.9798 |
| S1 |
0.9800 |
0.9787 |
|