CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9745 |
0.0018 |
0.2% |
0.9536 |
| High |
0.9727 |
0.9751 |
0.0024 |
0.2% |
0.9729 |
| Low |
0.9727 |
0.9745 |
0.0018 |
0.2% |
0.9536 |
| Close |
0.9727 |
0.9751 |
0.0024 |
0.2% |
0.9695 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0193 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9765 |
0.9754 |
|
| R3 |
0.9761 |
0.9759 |
0.9753 |
|
| R2 |
0.9755 |
0.9755 |
0.9752 |
|
| R1 |
0.9753 |
0.9753 |
0.9752 |
0.9754 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9750 |
| S1 |
0.9747 |
0.9747 |
0.9750 |
0.9748 |
| S2 |
0.9743 |
0.9743 |
0.9750 |
|
| S3 |
0.9737 |
0.9741 |
0.9749 |
|
| S4 |
0.9731 |
0.9735 |
0.9748 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0157 |
0.9801 |
|
| R3 |
1.0039 |
0.9964 |
0.9748 |
|
| R2 |
0.9846 |
0.9846 |
0.9730 |
|
| R1 |
0.9771 |
0.9771 |
0.9713 |
0.9809 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9672 |
| S1 |
0.9578 |
0.9578 |
0.9677 |
0.9616 |
| S2 |
0.9460 |
0.9460 |
0.9660 |
|
| S3 |
0.9267 |
0.9385 |
0.9642 |
|
| S4 |
0.9074 |
0.9192 |
0.9589 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9777 |
|
2.618 |
0.9767 |
|
1.618 |
0.9761 |
|
1.000 |
0.9757 |
|
0.618 |
0.9755 |
|
HIGH |
0.9751 |
|
0.618 |
0.9749 |
|
0.500 |
0.9748 |
|
0.382 |
0.9747 |
|
LOW |
0.9745 |
|
0.618 |
0.9741 |
|
1.000 |
0.9739 |
|
1.618 |
0.9735 |
|
2.618 |
0.9729 |
|
4.250 |
0.9720 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9739 |
| PP |
0.9749 |
0.9726 |
| S1 |
0.9748 |
0.9714 |
|