CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9776 |
0.9870 |
0.0094 |
1.0% |
0.9620 |
| High |
0.9882 |
0.9920 |
0.0038 |
0.4% |
0.9914 |
| Low |
0.9766 |
0.9844 |
0.0078 |
0.8% |
0.9549 |
| Close |
0.9853 |
0.9885 |
0.0032 |
0.3% |
0.9820 |
| Range |
0.0116 |
0.0076 |
-0.0040 |
-34.5% |
0.0365 |
| ATR |
0.0110 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
27,680 |
46,039 |
18,359 |
66.3% |
29,129 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0074 |
0.9927 |
|
| R3 |
1.0035 |
0.9998 |
0.9906 |
|
| R2 |
0.9959 |
0.9959 |
0.9899 |
|
| R1 |
0.9922 |
0.9922 |
0.9892 |
0.9941 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9892 |
| S1 |
0.9846 |
0.9846 |
0.9878 |
0.9865 |
| S2 |
0.9807 |
0.9807 |
0.9871 |
|
| S3 |
0.9731 |
0.9770 |
0.9864 |
|
| S4 |
0.9655 |
0.9694 |
0.9843 |
|
|
| 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 |
0.9920 |
0.9739 |
0.0181 |
1.8% |
0.0115 |
1.2% |
81% |
True |
False |
21,988 |
| 10 |
0.9920 |
0.9499 |
0.0421 |
4.3% |
0.0120 |
1.2% |
92% |
True |
False |
12,674 |
| 20 |
0.9920 |
0.9499 |
0.0421 |
4.3% |
0.0105 |
1.1% |
92% |
True |
False |
6,478 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.4% |
0.0087 |
0.9% |
47% |
False |
False |
3,278 |
| 60 |
1.0331 |
0.9499 |
0.0832 |
8.4% |
0.0082 |
0.8% |
46% |
False |
False |
2,207 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.7% |
0.0064 |
0.6% |
36% |
False |
False |
1,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0243 |
|
2.618 |
1.0119 |
|
1.618 |
1.0043 |
|
1.000 |
0.9996 |
|
0.618 |
0.9967 |
|
HIGH |
0.9920 |
|
0.618 |
0.9891 |
|
0.500 |
0.9882 |
|
0.382 |
0.9873 |
|
LOW |
0.9844 |
|
0.618 |
0.9797 |
|
1.000 |
0.9768 |
|
1.618 |
0.9721 |
|
2.618 |
0.9645 |
|
4.250 |
0.9521 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9871 |
| PP |
0.9883 |
0.9857 |
| S1 |
0.9882 |
0.9843 |
|