CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9739 |
0.9653 |
-0.0086 |
-0.9% |
0.9783 |
High |
0.9754 |
0.9653 |
-0.0101 |
-1.0% |
0.9784 |
Low |
0.9739 |
0.9653 |
-0.0086 |
-0.9% |
0.9653 |
Close |
0.9754 |
0.9653 |
-0.0101 |
-1.0% |
0.9653 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0131 |
ATR |
0.0046 |
0.0050 |
0.0004 |
8.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
62 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9653 |
0.9653 |
0.9653 |
|
R3 |
0.9653 |
0.9653 |
0.9653 |
|
R2 |
0.9653 |
0.9653 |
0.9653 |
|
R1 |
0.9653 |
0.9653 |
0.9653 |
0.9653 |
PP |
0.9653 |
0.9653 |
0.9653 |
0.9653 |
S1 |
0.9653 |
0.9653 |
0.9653 |
0.9653 |
S2 |
0.9653 |
0.9653 |
0.9653 |
|
S3 |
0.9653 |
0.9653 |
0.9653 |
|
S4 |
0.9653 |
0.9653 |
0.9653 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0090 |
1.0002 |
0.9725 |
|
R3 |
0.9959 |
0.9871 |
0.9689 |
|
R2 |
0.9828 |
0.9828 |
0.9677 |
|
R1 |
0.9740 |
0.9740 |
0.9665 |
0.9719 |
PP |
0.9697 |
0.9697 |
0.9697 |
0.9686 |
S1 |
0.9609 |
0.9609 |
0.9641 |
0.9588 |
S2 |
0.9566 |
0.9566 |
0.9629 |
|
S3 |
0.9435 |
0.9478 |
0.9617 |
|
S4 |
0.9304 |
0.9347 |
0.9581 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9653 |
2.618 |
0.9653 |
1.618 |
0.9653 |
1.000 |
0.9653 |
0.618 |
0.9653 |
HIGH |
0.9653 |
0.618 |
0.9653 |
0.500 |
0.9653 |
0.382 |
0.9653 |
LOW |
0.9653 |
0.618 |
0.9653 |
1.000 |
0.9653 |
1.618 |
0.9653 |
2.618 |
0.9653 |
4.250 |
0.9653 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9653 |
0.9704 |
PP |
0.9653 |
0.9687 |
S1 |
0.9653 |
0.9670 |
|