CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9972 |
0.9976 |
0.0004 |
0.0% |
1.0044 |
| High |
1.0000 |
0.9996 |
-0.0004 |
0.0% |
1.0140 |
| Low |
0.9931 |
0.9894 |
-0.0037 |
-0.4% |
0.9931 |
| Close |
0.9996 |
0.9914 |
-0.0082 |
-0.8% |
0.9996 |
| Range |
0.0069 |
0.0102 |
0.0033 |
47.8% |
0.0209 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
141,051 |
119,201 |
-21,850 |
-15.5% |
773,963 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0179 |
0.9970 |
|
| R3 |
1.0139 |
1.0077 |
0.9942 |
|
| R2 |
1.0037 |
1.0037 |
0.9933 |
|
| R1 |
0.9975 |
0.9975 |
0.9923 |
0.9955 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9925 |
| S1 |
0.9873 |
0.9873 |
0.9905 |
0.9853 |
| S2 |
0.9833 |
0.9833 |
0.9895 |
|
| S3 |
0.9731 |
0.9771 |
0.9886 |
|
| S4 |
0.9629 |
0.9669 |
0.9858 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0532 |
1.0111 |
|
| R3 |
1.0440 |
1.0323 |
1.0053 |
|
| R2 |
1.0231 |
1.0231 |
1.0034 |
|
| R1 |
1.0114 |
1.0114 |
1.0015 |
1.0068 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0000 |
| S1 |
0.9905 |
0.9905 |
0.9977 |
0.9859 |
| S2 |
0.9813 |
0.9813 |
0.9958 |
|
| S3 |
0.9604 |
0.9696 |
0.9939 |
|
| S4 |
0.9395 |
0.9487 |
0.9881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0140 |
0.9894 |
0.0246 |
2.5% |
0.0107 |
1.1% |
8% |
False |
True |
149,209 |
| 10 |
1.0140 |
0.9766 |
0.0374 |
3.8% |
0.0104 |
1.0% |
40% |
False |
False |
113,972 |
| 20 |
1.0140 |
0.9499 |
0.0641 |
6.5% |
0.0113 |
1.1% |
65% |
False |
False |
59,669 |
| 40 |
1.0310 |
0.9499 |
0.0811 |
8.2% |
0.0096 |
1.0% |
51% |
False |
False |
29,918 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0087 |
0.9% |
50% |
False |
False |
19,965 |
| 80 |
1.0437 |
0.9499 |
0.0938 |
9.5% |
0.0074 |
0.7% |
44% |
False |
False |
14,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0430 |
|
2.618 |
1.0263 |
|
1.618 |
1.0161 |
|
1.000 |
1.0098 |
|
0.618 |
1.0059 |
|
HIGH |
0.9996 |
|
0.618 |
0.9957 |
|
0.500 |
0.9945 |
|
0.382 |
0.9933 |
|
LOW |
0.9894 |
|
0.618 |
0.9831 |
|
1.000 |
0.9792 |
|
1.618 |
0.9729 |
|
2.618 |
0.9627 |
|
4.250 |
0.9461 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9945 |
1.0010 |
| PP |
0.9935 |
0.9978 |
| S1 |
0.9924 |
0.9946 |
|