CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9972 |
0.9966 |
-0.0006 |
-0.1% |
0.9811 |
| High |
1.0002 |
1.0054 |
0.0052 |
0.5% |
0.9942 |
| Low |
0.9929 |
0.9966 |
0.0037 |
0.4% |
0.9740 |
| Close |
0.9972 |
1.0039 |
0.0067 |
0.7% |
0.9942 |
| Range |
0.0073 |
0.0088 |
0.0015 |
20.5% |
0.0202 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.9% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
39 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0284 |
1.0249 |
1.0087 |
|
| R3 |
1.0196 |
1.0161 |
1.0063 |
|
| R2 |
1.0108 |
1.0108 |
1.0055 |
|
| R1 |
1.0073 |
1.0073 |
1.0047 |
1.0091 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0028 |
| S1 |
0.9985 |
0.9985 |
1.0031 |
1.0003 |
| S2 |
0.9932 |
0.9932 |
1.0023 |
|
| S3 |
0.9844 |
0.9897 |
1.0015 |
|
| S4 |
0.9756 |
0.9809 |
0.9991 |
|
|
| 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 |
1.0054 |
0.9819 |
0.0235 |
2.3% |
0.0050 |
0.5% |
94% |
True |
False |
3 |
| 10 |
1.0054 |
0.9680 |
0.0374 |
3.7% |
0.0052 |
0.5% |
96% |
True |
False |
8 |
| 20 |
1.0054 |
0.9545 |
0.0509 |
5.1% |
0.0034 |
0.3% |
97% |
True |
False |
4 |
| 40 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0018 |
0.2% |
71% |
False |
False |
5 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0012 |
0.1% |
71% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0284 |
|
1.618 |
1.0196 |
|
1.000 |
1.0142 |
|
0.618 |
1.0108 |
|
HIGH |
1.0054 |
|
0.618 |
1.0020 |
|
0.500 |
1.0010 |
|
0.382 |
1.0000 |
|
LOW |
0.9966 |
|
0.618 |
0.9912 |
|
1.000 |
0.9878 |
|
1.618 |
0.9824 |
|
2.618 |
0.9736 |
|
4.250 |
0.9592 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0029 |
1.0015 |
| PP |
1.0020 |
0.9990 |
| S1 |
1.0010 |
0.9966 |
|