CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0112 |
1.0105 |
-0.0007 |
-0.1% |
0.9903 |
| High |
1.0140 |
1.0125 |
-0.0015 |
-0.1% |
1.0007 |
| Low |
1.0050 |
0.9949 |
-0.0101 |
-1.0% |
0.9766 |
| Close |
1.0096 |
0.9967 |
-0.0129 |
-1.3% |
1.0003 |
| Range |
0.0090 |
0.0176 |
0.0086 |
95.6% |
0.0241 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.9% |
0.0000 |
| Volume |
168,550 |
177,384 |
8,834 |
5.2% |
268,671 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0430 |
1.0064 |
|
| R3 |
1.0366 |
1.0254 |
1.0015 |
|
| R2 |
1.0190 |
1.0190 |
0.9999 |
|
| R1 |
1.0078 |
1.0078 |
0.9983 |
1.0046 |
| PP |
1.0014 |
1.0014 |
1.0014 |
0.9998 |
| S1 |
0.9902 |
0.9902 |
0.9951 |
0.9870 |
| S2 |
0.9838 |
0.9838 |
0.9935 |
|
| S3 |
0.9662 |
0.9726 |
0.9919 |
|
| S4 |
0.9486 |
0.9550 |
0.9870 |
|
|
| 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 |
0.9891 |
0.0249 |
2.5% |
0.0113 |
1.1% |
31% |
False |
False |
148,335 |
| 10 |
1.0140 |
0.9739 |
0.0401 |
4.0% |
0.0113 |
1.1% |
57% |
False |
False |
90,855 |
| 20 |
1.0140 |
0.9499 |
0.0641 |
6.4% |
0.0112 |
1.1% |
73% |
False |
False |
46,693 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0095 |
1.0% |
57% |
False |
False |
23,416 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0086 |
0.9% |
57% |
False |
False |
15,629 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.6% |
0.0073 |
0.7% |
44% |
False |
False |
11,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0586 |
|
1.618 |
1.0410 |
|
1.000 |
1.0301 |
|
0.618 |
1.0234 |
|
HIGH |
1.0125 |
|
0.618 |
1.0058 |
|
0.500 |
1.0037 |
|
0.382 |
1.0016 |
|
LOW |
0.9949 |
|
0.618 |
0.9840 |
|
1.000 |
0.9773 |
|
1.618 |
0.9664 |
|
2.618 |
0.9488 |
|
4.250 |
0.9201 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0045 |
| PP |
1.0014 |
1.0019 |
| S1 |
0.9990 |
0.9993 |
|