CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9846 |
0.9886 |
0.0040 |
0.4% |
0.9811 |
| High |
0.9849 |
0.9942 |
0.0093 |
0.9% |
0.9942 |
| Low |
0.9827 |
0.9877 |
0.0050 |
0.5% |
0.9740 |
| Close |
0.9827 |
0.9942 |
0.0115 |
1.2% |
0.9942 |
| Range |
0.0022 |
0.0065 |
0.0043 |
195.5% |
0.0202 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0115 |
1.0094 |
0.9978 |
|
| R3 |
1.0050 |
1.0029 |
0.9960 |
|
| R2 |
0.9985 |
0.9985 |
0.9954 |
|
| R1 |
0.9964 |
0.9964 |
0.9948 |
0.9975 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9926 |
| S1 |
0.9899 |
0.9899 |
0.9936 |
0.9910 |
| S2 |
0.9855 |
0.9855 |
0.9930 |
|
| S3 |
0.9790 |
0.9834 |
0.9924 |
|
| S4 |
0.9725 |
0.9769 |
0.9906 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0413 |
1.0053 |
|
| R3 |
1.0279 |
1.0211 |
0.9998 |
|
| R2 |
1.0077 |
1.0077 |
0.9979 |
|
| R1 |
1.0009 |
1.0009 |
0.9961 |
1.0043 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9892 |
| S1 |
0.9807 |
0.9807 |
0.9923 |
0.9841 |
| S2 |
0.9673 |
0.9673 |
0.9905 |
|
| S3 |
0.9471 |
0.9605 |
0.9886 |
|
| S4 |
0.9269 |
0.9403 |
0.9831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9942 |
0.9740 |
0.0202 |
2.0% |
0.0032 |
0.3% |
100% |
True |
False |
7 |
| 10 |
0.9942 |
0.9588 |
0.0354 |
3.6% |
0.0036 |
0.4% |
100% |
True |
False |
7 |
| 20 |
0.9942 |
0.9545 |
0.0397 |
4.0% |
0.0026 |
0.3% |
100% |
True |
False |
4 |
| 40 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0014 |
0.1% |
57% |
False |
False |
5 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0009 |
0.1% |
57% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0218 |
|
2.618 |
1.0112 |
|
1.618 |
1.0047 |
|
1.000 |
1.0007 |
|
0.618 |
0.9982 |
|
HIGH |
0.9942 |
|
0.618 |
0.9917 |
|
0.500 |
0.9910 |
|
0.382 |
0.9902 |
|
LOW |
0.9877 |
|
0.618 |
0.9837 |
|
1.000 |
0.9812 |
|
1.618 |
0.9772 |
|
2.618 |
0.9707 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9931 |
0.9922 |
| PP |
0.9920 |
0.9901 |
| S1 |
0.9910 |
0.9881 |
|