CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9870 |
0.9862 |
-0.0008 |
-0.1% |
0.9620 |
| High |
0.9920 |
0.9952 |
0.0032 |
0.3% |
0.9914 |
| Low |
0.9844 |
0.9840 |
-0.0004 |
0.0% |
0.9549 |
| Close |
0.9885 |
0.9891 |
0.0006 |
0.1% |
0.9820 |
| Range |
0.0076 |
0.0112 |
0.0036 |
47.4% |
0.0365 |
| ATR |
0.0107 |
0.0108 |
0.0000 |
0.3% |
0.0000 |
| Volume |
46,039 |
64,082 |
18,043 |
39.2% |
29,129 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0173 |
0.9953 |
|
| R3 |
1.0118 |
1.0061 |
0.9922 |
|
| R2 |
1.0006 |
1.0006 |
0.9912 |
|
| R1 |
0.9949 |
0.9949 |
0.9901 |
0.9978 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9909 |
| S1 |
0.9837 |
0.9837 |
0.9881 |
0.9866 |
| S2 |
0.9782 |
0.9782 |
0.9870 |
|
| S3 |
0.9670 |
0.9725 |
0.9860 |
|
| S4 |
0.9558 |
0.9613 |
0.9829 |
|
|
| 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 |
0.9952 |
0.9739 |
0.0213 |
2.2% |
0.0113 |
1.1% |
71% |
True |
False |
33,374 |
| 10 |
0.9952 |
0.9499 |
0.0453 |
4.6% |
0.0122 |
1.2% |
87% |
True |
False |
19,024 |
| 20 |
0.9952 |
0.9499 |
0.0453 |
4.6% |
0.0107 |
1.1% |
87% |
True |
False |
9,679 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.4% |
0.0088 |
0.9% |
47% |
False |
False |
4,880 |
| 60 |
1.0331 |
0.9499 |
0.0832 |
8.4% |
0.0083 |
0.8% |
47% |
False |
False |
3,275 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.7% |
0.0066 |
0.7% |
37% |
False |
False |
2,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0245 |
|
1.618 |
1.0133 |
|
1.000 |
1.0064 |
|
0.618 |
1.0021 |
|
HIGH |
0.9952 |
|
0.618 |
0.9909 |
|
0.500 |
0.9896 |
|
0.382 |
0.9883 |
|
LOW |
0.9840 |
|
0.618 |
0.9771 |
|
1.000 |
0.9728 |
|
1.618 |
0.9659 |
|
2.618 |
0.9547 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9896 |
0.9880 |
| PP |
0.9894 |
0.9870 |
| S1 |
0.9893 |
0.9859 |
|