CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9903 |
0.9776 |
-0.0127 |
-1.3% |
0.9620 |
| High |
0.9918 |
0.9882 |
-0.0036 |
-0.4% |
0.9914 |
| Low |
0.9777 |
0.9766 |
-0.0011 |
-0.1% |
0.9549 |
| Close |
0.9806 |
0.9853 |
0.0047 |
0.5% |
0.9820 |
| Range |
0.0141 |
0.0116 |
-0.0025 |
-17.7% |
0.0365 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.5% |
0.0000 |
| Volume |
22,106 |
27,680 |
5,574 |
25.2% |
29,129 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0182 |
1.0133 |
0.9917 |
|
| R3 |
1.0066 |
1.0017 |
0.9885 |
|
| R2 |
0.9950 |
0.9950 |
0.9874 |
|
| R1 |
0.9901 |
0.9901 |
0.9864 |
0.9926 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9846 |
| S1 |
0.9785 |
0.9785 |
0.9842 |
0.9810 |
| S2 |
0.9718 |
0.9718 |
0.9832 |
|
| S3 |
0.9602 |
0.9669 |
0.9821 |
|
| S4 |
0.9486 |
0.9553 |
0.9789 |
|
|
| 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 |
0.9918 |
0.9659 |
0.0259 |
2.6% |
0.0136 |
1.4% |
75% |
False |
False |
14,971 |
| 10 |
0.9918 |
0.9499 |
0.0419 |
4.3% |
0.0124 |
1.3% |
84% |
False |
False |
8,125 |
| 20 |
0.9918 |
0.9499 |
0.0419 |
4.3% |
0.0106 |
1.1% |
84% |
False |
False |
4,182 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.4% |
0.0087 |
0.9% |
43% |
False |
False |
2,128 |
| 60 |
1.0331 |
0.9499 |
0.0832 |
8.4% |
0.0081 |
0.8% |
43% |
False |
False |
1,440 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.7% |
0.0063 |
0.6% |
33% |
False |
False |
1,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0375 |
|
2.618 |
1.0186 |
|
1.618 |
1.0070 |
|
1.000 |
0.9998 |
|
0.618 |
0.9954 |
|
HIGH |
0.9882 |
|
0.618 |
0.9838 |
|
0.500 |
0.9824 |
|
0.382 |
0.9810 |
|
LOW |
0.9766 |
|
0.618 |
0.9694 |
|
1.000 |
0.9650 |
|
1.618 |
0.9578 |
|
2.618 |
0.9462 |
|
4.250 |
0.9273 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9843 |
0.9845 |
| PP |
0.9834 |
0.9837 |
| S1 |
0.9824 |
0.9829 |
|