CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9934 |
0.9985 |
0.0051 |
0.5% |
1.0044 |
| High |
1.0009 |
1.0015 |
0.0006 |
0.1% |
1.0140 |
| Low |
0.9914 |
0.9966 |
0.0052 |
0.5% |
0.9931 |
| Close |
1.0000 |
0.9998 |
-0.0002 |
0.0% |
0.9996 |
| Range |
0.0095 |
0.0049 |
-0.0046 |
-48.4% |
0.0209 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
125,290 |
99,489 |
-25,801 |
-20.6% |
773,963 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0140 |
1.0118 |
1.0025 |
|
| R3 |
1.0091 |
1.0069 |
1.0011 |
|
| R2 |
1.0042 |
1.0042 |
1.0007 |
|
| R1 |
1.0020 |
1.0020 |
1.0002 |
1.0031 |
| PP |
0.9993 |
0.9993 |
0.9993 |
0.9999 |
| S1 |
0.9971 |
0.9971 |
0.9994 |
0.9982 |
| S2 |
0.9944 |
0.9944 |
0.9989 |
|
| S3 |
0.9895 |
0.9922 |
0.9985 |
|
| S4 |
0.9846 |
0.9873 |
0.9971 |
|
|
| 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 |
1.0125 |
0.9894 |
0.0231 |
2.3% |
0.0098 |
1.0% |
45% |
False |
False |
132,483 |
| 10 |
1.0140 |
0.9840 |
0.0300 |
3.0% |
0.0099 |
1.0% |
53% |
False |
False |
129,078 |
| 20 |
1.0140 |
0.9499 |
0.0641 |
6.4% |
0.0109 |
1.1% |
78% |
False |
False |
70,876 |
| 40 |
1.0218 |
0.9499 |
0.0719 |
7.2% |
0.0096 |
1.0% |
69% |
False |
False |
35,533 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0086 |
0.9% |
60% |
False |
False |
23,710 |
| 80 |
1.0436 |
0.9499 |
0.0937 |
9.4% |
0.0076 |
0.8% |
53% |
False |
False |
17,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0223 |
|
2.618 |
1.0143 |
|
1.618 |
1.0094 |
|
1.000 |
1.0064 |
|
0.618 |
1.0045 |
|
HIGH |
1.0015 |
|
0.618 |
0.9996 |
|
0.500 |
0.9991 |
|
0.382 |
0.9985 |
|
LOW |
0.9966 |
|
0.618 |
0.9936 |
|
1.000 |
0.9917 |
|
1.618 |
0.9887 |
|
2.618 |
0.9838 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9996 |
0.9984 |
| PP |
0.9993 |
0.9969 |
| S1 |
0.9991 |
0.9955 |
|