CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0038 |
1.0112 |
0.0074 |
0.7% |
0.9903 |
| High |
1.0119 |
1.0140 |
0.0021 |
0.2% |
1.0007 |
| Low |
1.0023 |
1.0050 |
0.0027 |
0.3% |
0.9766 |
| Close |
1.0111 |
1.0096 |
-0.0015 |
-0.1% |
1.0003 |
| Range |
0.0096 |
0.0090 |
-0.0006 |
-6.3% |
0.0241 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
139,862 |
168,550 |
28,688 |
20.5% |
268,671 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0321 |
1.0146 |
|
| R3 |
1.0275 |
1.0231 |
1.0121 |
|
| R2 |
1.0185 |
1.0185 |
1.0113 |
|
| R1 |
1.0141 |
1.0141 |
1.0104 |
1.0118 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0084 |
| S1 |
1.0051 |
1.0051 |
1.0088 |
1.0028 |
| S2 |
1.0005 |
1.0005 |
1.0080 |
|
| S3 |
0.9915 |
0.9961 |
1.0071 |
|
| S4 |
0.9825 |
0.9871 |
1.0047 |
|
|
| 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 |
1.0140 |
0.9840 |
0.0300 |
3.0% |
0.0100 |
1.0% |
85% |
True |
False |
125,674 |
| 10 |
1.0140 |
0.9739 |
0.0401 |
4.0% |
0.0107 |
1.1% |
89% |
True |
False |
73,831 |
| 20 |
1.0140 |
0.9499 |
0.0641 |
6.3% |
0.0108 |
1.1% |
93% |
True |
False |
37,832 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0091 |
0.9% |
72% |
False |
False |
18,983 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0084 |
0.8% |
72% |
False |
False |
12,673 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.5% |
0.0070 |
0.7% |
56% |
False |
False |
9,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0523 |
|
2.618 |
1.0376 |
|
1.618 |
1.0286 |
|
1.000 |
1.0230 |
|
0.618 |
1.0196 |
|
HIGH |
1.0140 |
|
0.618 |
1.0106 |
|
0.500 |
1.0095 |
|
0.382 |
1.0084 |
|
LOW |
1.0050 |
|
0.618 |
0.9994 |
|
1.000 |
0.9960 |
|
1.618 |
0.9904 |
|
2.618 |
0.9814 |
|
4.250 |
0.9668 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0083 |
| PP |
1.0095 |
1.0070 |
| S1 |
1.0095 |
1.0057 |
|