CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0044 |
1.0038 |
-0.0006 |
-0.1% |
0.9903 |
| High |
1.0059 |
1.0119 |
0.0060 |
0.6% |
1.0007 |
| Low |
0.9973 |
1.0023 |
0.0050 |
0.5% |
0.9766 |
| Close |
1.0040 |
1.0111 |
0.0071 |
0.7% |
1.0003 |
| Range |
0.0086 |
0.0096 |
0.0010 |
11.6% |
0.0241 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
147,116 |
139,862 |
-7,254 |
-4.9% |
268,671 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0372 |
1.0338 |
1.0164 |
|
| R3 |
1.0276 |
1.0242 |
1.0137 |
|
| R2 |
1.0180 |
1.0180 |
1.0129 |
|
| R1 |
1.0146 |
1.0146 |
1.0120 |
1.0163 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0093 |
| S1 |
1.0050 |
1.0050 |
1.0102 |
1.0067 |
| S2 |
0.9988 |
0.9988 |
1.0093 |
|
| S3 |
0.9892 |
0.9954 |
1.0085 |
|
| S4 |
0.9796 |
0.9858 |
1.0058 |
|
|
| 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 |
1.0119 |
0.9840 |
0.0279 |
2.8% |
0.0097 |
1.0% |
97% |
True |
False |
101,172 |
| 10 |
1.0119 |
0.9659 |
0.0460 |
4.5% |
0.0117 |
1.2% |
98% |
True |
False |
58,071 |
| 20 |
1.0119 |
0.9499 |
0.0620 |
6.1% |
0.0110 |
1.1% |
99% |
True |
False |
29,411 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0091 |
0.9% |
74% |
False |
False |
14,770 |
| 60 |
1.0326 |
0.9499 |
0.0827 |
8.2% |
0.0083 |
0.8% |
74% |
False |
False |
9,864 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.5% |
0.0069 |
0.7% |
58% |
False |
False |
7,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0527 |
|
2.618 |
1.0370 |
|
1.618 |
1.0274 |
|
1.000 |
1.0215 |
|
0.618 |
1.0178 |
|
HIGH |
1.0119 |
|
0.618 |
1.0082 |
|
0.500 |
1.0071 |
|
0.382 |
1.0060 |
|
LOW |
1.0023 |
|
0.618 |
0.9964 |
|
1.000 |
0.9927 |
|
1.618 |
0.9868 |
|
2.618 |
0.9772 |
|
4.250 |
0.9615 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0076 |
| PP |
1.0084 |
1.0040 |
| S1 |
1.0071 |
1.0005 |
|