CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0033 |
0.9905 |
-0.0128 |
-1.3% |
0.9972 |
| High |
1.0050 |
0.9926 |
-0.0124 |
-1.2% |
1.0067 |
| Low |
0.9892 |
0.9894 |
0.0002 |
0.0% |
0.9892 |
| Close |
0.9898 |
0.9926 |
0.0028 |
0.3% |
0.9926 |
| Range |
0.0158 |
0.0032 |
-0.0126 |
-79.7% |
0.0175 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
1,231 |
106 |
-1,125 |
-91.4% |
1,365 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
1.0001 |
0.9944 |
|
| R3 |
0.9979 |
0.9969 |
0.9935 |
|
| R2 |
0.9947 |
0.9947 |
0.9932 |
|
| R1 |
0.9937 |
0.9937 |
0.9929 |
0.9942 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9918 |
| S1 |
0.9905 |
0.9905 |
0.9923 |
0.9910 |
| S2 |
0.9883 |
0.9883 |
0.9920 |
|
| S3 |
0.9851 |
0.9873 |
0.9917 |
|
| S4 |
0.9819 |
0.9841 |
0.9908 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0381 |
1.0022 |
|
| R3 |
1.0312 |
1.0206 |
0.9974 |
|
| R2 |
1.0137 |
1.0137 |
0.9958 |
|
| R1 |
1.0031 |
1.0031 |
0.9942 |
0.9997 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9944 |
| S1 |
0.9856 |
0.9856 |
0.9910 |
0.9822 |
| S2 |
0.9787 |
0.9787 |
0.9894 |
|
| S3 |
0.9612 |
0.9681 |
0.9878 |
|
| S4 |
0.9437 |
0.9506 |
0.9830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0067 |
0.9892 |
0.0175 |
1.8% |
0.0087 |
0.9% |
19% |
False |
False |
273 |
| 10 |
1.0067 |
0.9740 |
0.0327 |
3.3% |
0.0059 |
0.6% |
57% |
False |
False |
140 |
| 20 |
1.0067 |
0.9545 |
0.0522 |
5.3% |
0.0045 |
0.5% |
73% |
False |
False |
72 |
| 40 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0025 |
0.2% |
55% |
False |
False |
38 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0016 |
0.2% |
55% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0062 |
|
2.618 |
1.0010 |
|
1.618 |
0.9978 |
|
1.000 |
0.9958 |
|
0.618 |
0.9946 |
|
HIGH |
0.9926 |
|
0.618 |
0.9914 |
|
0.500 |
0.9910 |
|
0.382 |
0.9906 |
|
LOW |
0.9894 |
|
0.618 |
0.9874 |
|
1.000 |
0.9862 |
|
1.618 |
0.9842 |
|
2.618 |
0.9810 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9921 |
0.9980 |
| PP |
0.9915 |
0.9962 |
| S1 |
0.9910 |
0.9944 |
|