CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
0.9906 |
-0.0077 |
-0.8% |
1.0083 |
| High |
1.0028 |
0.9906 |
-0.0122 |
-1.2% |
1.0086 |
| Low |
0.9983 |
0.9880 |
-0.0103 |
-1.0% |
0.9983 |
| Close |
1.0028 |
0.9880 |
-0.0148 |
-1.5% |
1.0028 |
| Range |
0.0045 |
0.0026 |
-0.0019 |
-42.2% |
0.0103 |
| ATR |
0.0081 |
0.0085 |
0.0005 |
6.0% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
5 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9949 |
0.9894 |
|
| R3 |
0.9941 |
0.9923 |
0.9887 |
|
| R2 |
0.9915 |
0.9915 |
0.9885 |
|
| R1 |
0.9897 |
0.9897 |
0.9882 |
0.9893 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9887 |
| S1 |
0.9871 |
0.9871 |
0.9878 |
0.9867 |
| S2 |
0.9863 |
0.9863 |
0.9875 |
|
| S3 |
0.9837 |
0.9845 |
0.9873 |
|
| S4 |
0.9811 |
0.9819 |
0.9866 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0288 |
1.0085 |
|
| R3 |
1.0238 |
1.0185 |
1.0056 |
|
| R2 |
1.0135 |
1.0135 |
1.0047 |
|
| R1 |
1.0082 |
1.0082 |
1.0037 |
1.0057 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0020 |
| S1 |
0.9979 |
0.9979 |
1.0019 |
0.9954 |
| S2 |
0.9929 |
0.9929 |
1.0009 |
|
| S3 |
0.9826 |
0.9876 |
1.0000 |
|
| S4 |
0.9723 |
0.9773 |
0.9971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0086 |
0.9880 |
0.0206 |
2.1% |
0.0023 |
0.2% |
0% |
False |
True |
|
| 10 |
1.0086 |
0.9833 |
0.0253 |
2.6% |
0.0014 |
0.1% |
19% |
False |
False |
|
| 20 |
1.0086 |
0.9496 |
0.0590 |
6.0% |
0.0012 |
0.1% |
65% |
False |
False |
1 |
| 40 |
1.0454 |
0.9496 |
0.0958 |
9.7% |
0.0007 |
0.1% |
40% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
13.0% |
0.0005 |
0.1% |
55% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
13.0% |
0.0004 |
0.0% |
55% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0017 |
|
2.618 |
0.9974 |
|
1.618 |
0.9948 |
|
1.000 |
0.9932 |
|
0.618 |
0.9922 |
|
HIGH |
0.9906 |
|
0.618 |
0.9896 |
|
0.500 |
0.9893 |
|
0.382 |
0.9890 |
|
LOW |
0.9880 |
|
0.618 |
0.9864 |
|
1.000 |
0.9854 |
|
1.618 |
0.9838 |
|
2.618 |
0.9812 |
|
4.250 |
0.9770 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9893 |
0.9954 |
| PP |
0.9889 |
0.9929 |
| S1 |
0.9884 |
0.9905 |
|