CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9784 |
0.9739 |
-0.0045 |
-0.5% |
1.0007 |
High |
0.9784 |
0.9739 |
-0.0045 |
-0.5% |
1.0007 |
Low |
0.9764 |
0.9739 |
-0.0025 |
-0.3% |
0.9835 |
Close |
0.9764 |
0.9739 |
-0.0025 |
-0.3% |
0.9835 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0172 |
ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
50 |
1 |
-49 |
-98.0% |
17 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9739 |
0.9739 |
0.9739 |
|
R3 |
0.9739 |
0.9739 |
0.9739 |
|
R2 |
0.9739 |
0.9739 |
0.9739 |
|
R1 |
0.9739 |
0.9739 |
0.9739 |
0.9739 |
PP |
0.9739 |
0.9739 |
0.9739 |
0.9739 |
S1 |
0.9739 |
0.9739 |
0.9739 |
0.9739 |
S2 |
0.9739 |
0.9739 |
0.9739 |
|
S3 |
0.9739 |
0.9739 |
0.9739 |
|
S4 |
0.9739 |
0.9739 |
0.9739 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0408 |
1.0294 |
0.9930 |
|
R3 |
1.0236 |
1.0122 |
0.9882 |
|
R2 |
1.0064 |
1.0064 |
0.9867 |
|
R1 |
0.9950 |
0.9950 |
0.9851 |
0.9921 |
PP |
0.9892 |
0.9892 |
0.9892 |
0.9878 |
S1 |
0.9778 |
0.9778 |
0.9819 |
0.9749 |
S2 |
0.9720 |
0.9720 |
0.9803 |
|
S3 |
0.9548 |
0.9606 |
0.9788 |
|
S4 |
0.9376 |
0.9434 |
0.9740 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9739 |
2.618 |
0.9739 |
1.618 |
0.9739 |
1.000 |
0.9739 |
0.618 |
0.9739 |
HIGH |
0.9739 |
0.618 |
0.9739 |
0.500 |
0.9739 |
0.382 |
0.9739 |
LOW |
0.9739 |
0.618 |
0.9739 |
1.000 |
0.9739 |
1.618 |
0.9739 |
2.618 |
0.9739 |
4.250 |
0.9739 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9739 |
0.9762 |
PP |
0.9739 |
0.9754 |
S1 |
0.9739 |
0.9747 |
|