CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9909 |
0.9892 |
-0.0017 |
-0.2% |
0.9972 |
| High |
0.9928 |
0.9892 |
-0.0036 |
-0.4% |
1.0067 |
| Low |
0.9909 |
0.9867 |
-0.0042 |
-0.4% |
0.9892 |
| Close |
0.9926 |
0.9867 |
-0.0059 |
-0.6% |
0.9926 |
| Range |
0.0019 |
0.0025 |
0.0006 |
31.6% |
0.0175 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
30 |
28 |
1,400.0% |
1,365 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9950 |
0.9934 |
0.9881 |
|
| R3 |
0.9925 |
0.9909 |
0.9874 |
|
| R2 |
0.9900 |
0.9900 |
0.9872 |
|
| R1 |
0.9884 |
0.9884 |
0.9869 |
0.9880 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9873 |
| S1 |
0.9859 |
0.9859 |
0.9865 |
0.9855 |
| S2 |
0.9850 |
0.9850 |
0.9862 |
|
| S3 |
0.9825 |
0.9834 |
0.9860 |
|
| S4 |
0.9800 |
0.9809 |
0.9853 |
|
|
| 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 |
0.9930 |
0.9836 |
0.0094 |
1.0% |
0.0028 |
0.3% |
33% |
False |
False |
143 |
| 10 |
1.0067 |
0.9836 |
0.0231 |
2.3% |
0.0061 |
0.6% |
13% |
False |
False |
198 |
| 20 |
1.0067 |
0.9545 |
0.0522 |
5.3% |
0.0048 |
0.5% |
62% |
False |
False |
102 |
| 40 |
1.0067 |
0.9545 |
0.0522 |
5.3% |
0.0027 |
0.3% |
62% |
False |
False |
53 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.1% |
0.0018 |
0.2% |
46% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9998 |
|
2.618 |
0.9957 |
|
1.618 |
0.9932 |
|
1.000 |
0.9917 |
|
0.618 |
0.9907 |
|
HIGH |
0.9892 |
|
0.618 |
0.9882 |
|
0.500 |
0.9880 |
|
0.382 |
0.9877 |
|
LOW |
0.9867 |
|
0.618 |
0.9852 |
|
1.000 |
0.9842 |
|
1.618 |
0.9827 |
|
2.618 |
0.9802 |
|
4.250 |
0.9761 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9880 |
0.9899 |
| PP |
0.9875 |
0.9888 |
| S1 |
0.9871 |
0.9878 |
|