CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9985 |
1.0007 |
0.0022 |
0.2% |
1.0044 |
| High |
1.0015 |
1.0054 |
0.0039 |
0.4% |
1.0140 |
| Low |
0.9966 |
0.9924 |
-0.0042 |
-0.4% |
0.9931 |
| Close |
0.9998 |
0.9938 |
-0.0060 |
-0.6% |
0.9996 |
| Range |
0.0049 |
0.0130 |
0.0081 |
165.3% |
0.0209 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.0% |
0.0000 |
| Volume |
99,489 |
141,087 |
41,598 |
41.8% |
773,963 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0280 |
1.0010 |
|
| R3 |
1.0232 |
1.0150 |
0.9974 |
|
| R2 |
1.0102 |
1.0102 |
0.9962 |
|
| R1 |
1.0020 |
1.0020 |
0.9950 |
0.9996 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9960 |
| S1 |
0.9890 |
0.9890 |
0.9926 |
0.9866 |
| S2 |
0.9842 |
0.9842 |
0.9914 |
|
| S3 |
0.9712 |
0.9760 |
0.9902 |
|
| S4 |
0.9582 |
0.9630 |
0.9867 |
|
|
| 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 |
1.0054 |
0.9894 |
0.0160 |
1.6% |
0.0089 |
0.9% |
28% |
True |
False |
125,223 |
| 10 |
1.0140 |
0.9891 |
0.0249 |
2.5% |
0.0101 |
1.0% |
19% |
False |
False |
136,779 |
| 20 |
1.0140 |
0.9499 |
0.0641 |
6.4% |
0.0111 |
1.1% |
68% |
False |
False |
77,902 |
| 40 |
1.0185 |
0.9499 |
0.0686 |
6.9% |
0.0098 |
1.0% |
64% |
False |
False |
39,054 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0087 |
0.9% |
53% |
False |
False |
26,061 |
| 80 |
1.0436 |
0.9499 |
0.0937 |
9.4% |
0.0078 |
0.8% |
47% |
False |
False |
19,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0394 |
|
1.618 |
1.0264 |
|
1.000 |
1.0184 |
|
0.618 |
1.0134 |
|
HIGH |
1.0054 |
|
0.618 |
1.0004 |
|
0.500 |
0.9989 |
|
0.382 |
0.9974 |
|
LOW |
0.9924 |
|
0.618 |
0.9844 |
|
1.000 |
0.9794 |
|
1.618 |
0.9714 |
|
2.618 |
0.9584 |
|
4.250 |
0.9372 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
0.9984 |
| PP |
0.9972 |
0.9969 |
| S1 |
0.9955 |
0.9953 |
|