CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9621 |
0.9691 |
0.0070 |
0.7% |
0.9716 |
High |
0.9621 |
0.9691 |
0.0070 |
0.7% |
0.9719 |
Low |
0.9621 |
0.9691 |
0.0070 |
0.7% |
0.9571 |
Close |
0.9621 |
0.9691 |
0.0070 |
0.7% |
0.9621 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0052 |
0.0001 |
2.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9691 |
0.9691 |
0.9691 |
|
R3 |
0.9691 |
0.9691 |
0.9691 |
|
R2 |
0.9691 |
0.9691 |
0.9691 |
|
R1 |
0.9691 |
0.9691 |
0.9691 |
0.9691 |
PP |
0.9691 |
0.9691 |
0.9691 |
0.9691 |
S1 |
0.9691 |
0.9691 |
0.9691 |
0.9691 |
S2 |
0.9691 |
0.9691 |
0.9691 |
|
S3 |
0.9691 |
0.9691 |
0.9691 |
|
S4 |
0.9691 |
0.9691 |
0.9691 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0081 |
0.9999 |
0.9702 |
|
R3 |
0.9933 |
0.9851 |
0.9662 |
|
R2 |
0.9785 |
0.9785 |
0.9648 |
|
R1 |
0.9703 |
0.9703 |
0.9635 |
0.9670 |
PP |
0.9637 |
0.9637 |
0.9637 |
0.9621 |
S1 |
0.9555 |
0.9555 |
0.9607 |
0.9522 |
S2 |
0.9489 |
0.9489 |
0.9594 |
|
S3 |
0.9341 |
0.9407 |
0.9580 |
|
S4 |
0.9193 |
0.9259 |
0.9540 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9691 |
2.618 |
0.9691 |
1.618 |
0.9691 |
1.000 |
0.9691 |
0.618 |
0.9691 |
HIGH |
0.9691 |
0.618 |
0.9691 |
0.500 |
0.9691 |
0.382 |
0.9691 |
LOW |
0.9691 |
0.618 |
0.9691 |
1.000 |
0.9691 |
1.618 |
0.9691 |
2.618 |
0.9691 |
4.250 |
0.9691 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9691 |
0.9671 |
PP |
0.9691 |
0.9651 |
S1 |
0.9691 |
0.9631 |
|