CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9939 |
1.0044 |
0.0105 |
1.1% |
0.9903 |
| High |
1.0007 |
1.0059 |
0.0052 |
0.5% |
1.0007 |
| Low |
0.9891 |
0.9973 |
0.0082 |
0.8% |
0.9766 |
| Close |
1.0003 |
1.0040 |
0.0037 |
0.4% |
1.0003 |
| Range |
0.0116 |
0.0086 |
-0.0030 |
-25.9% |
0.0241 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
108,764 |
147,116 |
38,352 |
35.3% |
268,671 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0247 |
1.0087 |
|
| R3 |
1.0196 |
1.0161 |
1.0064 |
|
| R2 |
1.0110 |
1.0110 |
1.0056 |
|
| R1 |
1.0075 |
1.0075 |
1.0048 |
1.0050 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0011 |
| S1 |
0.9989 |
0.9989 |
1.0032 |
0.9964 |
| S2 |
0.9938 |
0.9938 |
1.0024 |
|
| S3 |
0.9852 |
0.9903 |
1.0016 |
|
| S4 |
0.9766 |
0.9817 |
0.9993 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0567 |
1.0136 |
|
| R3 |
1.0407 |
1.0326 |
1.0069 |
|
| R2 |
1.0166 |
1.0166 |
1.0047 |
|
| R1 |
1.0085 |
1.0085 |
1.0025 |
1.0126 |
| PP |
0.9925 |
0.9925 |
0.9925 |
0.9946 |
| S1 |
0.9844 |
0.9844 |
0.9981 |
0.9885 |
| S2 |
0.9684 |
0.9684 |
0.9959 |
|
| S3 |
0.9443 |
0.9603 |
0.9937 |
|
| S4 |
0.9202 |
0.9362 |
0.9870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0059 |
0.9766 |
0.0293 |
2.9% |
0.0101 |
1.0% |
94% |
True |
False |
78,736 |
| 10 |
1.0059 |
0.9627 |
0.0432 |
4.3% |
0.0116 |
1.2% |
96% |
True |
False |
44,367 |
| 20 |
1.0059 |
0.9499 |
0.0560 |
5.6% |
0.0110 |
1.1% |
97% |
True |
False |
22,444 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0091 |
0.9% |
65% |
False |
False |
11,273 |
| 60 |
1.0331 |
0.9499 |
0.0832 |
8.3% |
0.0083 |
0.8% |
65% |
False |
False |
7,533 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.5% |
0.0068 |
0.7% |
51% |
False |
False |
5,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0284 |
|
1.618 |
1.0198 |
|
1.000 |
1.0145 |
|
0.618 |
1.0112 |
|
HIGH |
1.0059 |
|
0.618 |
1.0026 |
|
0.500 |
1.0016 |
|
0.382 |
1.0006 |
|
LOW |
0.9973 |
|
0.618 |
0.9920 |
|
1.000 |
0.9887 |
|
1.618 |
0.9834 |
|
2.618 |
0.9748 |
|
4.250 |
0.9608 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0010 |
| PP |
1.0024 |
0.9980 |
| S1 |
1.0016 |
0.9950 |
|