CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9892 |
0.9950 |
0.0058 |
0.6% |
0.9896 |
| High |
0.9892 |
1.0100 |
0.0208 |
2.1% |
1.0100 |
| Low |
0.9867 |
0.9941 |
0.0074 |
0.7% |
0.9836 |
| Close |
0.9867 |
1.0092 |
0.0225 |
2.3% |
1.0092 |
| Range |
0.0025 |
0.0159 |
0.0134 |
536.0% |
0.0264 |
| ATR |
0.0068 |
0.0080 |
0.0012 |
17.4% |
0.0000 |
| Volume |
30 |
4 |
-26 |
-86.7% |
617 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0466 |
1.0179 |
|
| R3 |
1.0362 |
1.0307 |
1.0136 |
|
| R2 |
1.0203 |
1.0203 |
1.0121 |
|
| R1 |
1.0148 |
1.0148 |
1.0107 |
1.0176 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0058 |
| S1 |
0.9989 |
0.9989 |
1.0077 |
1.0017 |
| S2 |
0.9885 |
0.9885 |
1.0063 |
|
| S3 |
0.9726 |
0.9830 |
1.0048 |
|
| S4 |
0.9567 |
0.9671 |
1.0005 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0711 |
1.0237 |
|
| R3 |
1.0537 |
1.0447 |
1.0165 |
|
| R2 |
1.0273 |
1.0273 |
1.0140 |
|
| R1 |
1.0183 |
1.0183 |
1.0116 |
1.0228 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0032 |
| S1 |
0.9919 |
0.9919 |
1.0068 |
0.9964 |
| S2 |
0.9745 |
0.9745 |
1.0044 |
|
| S3 |
0.9481 |
0.9655 |
1.0019 |
|
| S4 |
0.9217 |
0.9391 |
0.9947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0100 |
0.9836 |
0.0264 |
2.6% |
0.0054 |
0.5% |
97% |
True |
False |
123 |
| 10 |
1.0100 |
0.9836 |
0.0264 |
2.6% |
0.0070 |
0.7% |
97% |
True |
False |
198 |
| 20 |
1.0100 |
0.9588 |
0.0512 |
5.1% |
0.0053 |
0.5% |
98% |
True |
False |
102 |
| 40 |
1.0100 |
0.9545 |
0.0555 |
5.5% |
0.0031 |
0.3% |
99% |
True |
False |
53 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0021 |
0.2% |
79% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0776 |
|
2.618 |
1.0516 |
|
1.618 |
1.0357 |
|
1.000 |
1.0259 |
|
0.618 |
1.0198 |
|
HIGH |
1.0100 |
|
0.618 |
1.0039 |
|
0.500 |
1.0021 |
|
0.382 |
1.0002 |
|
LOW |
0.9941 |
|
0.618 |
0.9843 |
|
1.000 |
0.9782 |
|
1.618 |
0.9684 |
|
2.618 |
0.9525 |
|
4.250 |
0.9265 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0056 |
| PP |
1.0044 |
1.0020 |
| S1 |
1.0021 |
0.9984 |
|