CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
0.9930 |
-0.0071 |
-0.7% |
0.9787 |
| High |
1.0001 |
0.9930 |
-0.0071 |
-0.7% |
0.9994 |
| Low |
1.0001 |
0.9918 |
-0.0083 |
-0.8% |
0.9744 |
| Close |
1.0001 |
0.9918 |
-0.0083 |
-0.8% |
0.9994 |
| Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0250 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
50 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9950 |
0.9925 |
|
| R3 |
0.9946 |
0.9938 |
0.9921 |
|
| R2 |
0.9934 |
0.9934 |
0.9920 |
|
| R1 |
0.9926 |
0.9926 |
0.9919 |
0.9924 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9921 |
| S1 |
0.9914 |
0.9914 |
0.9917 |
0.9912 |
| S2 |
0.9910 |
0.9910 |
0.9916 |
|
| S3 |
0.9898 |
0.9902 |
0.9915 |
|
| S4 |
0.9886 |
0.9890 |
0.9911 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0577 |
1.0132 |
|
| R3 |
1.0411 |
1.0327 |
1.0063 |
|
| R2 |
1.0161 |
1.0161 |
1.0040 |
|
| R1 |
1.0077 |
1.0077 |
1.0017 |
1.0119 |
| PP |
0.9911 |
0.9911 |
0.9911 |
0.9932 |
| S1 |
0.9827 |
0.9827 |
0.9971 |
0.9869 |
| S2 |
0.9661 |
0.9661 |
0.9948 |
|
| S3 |
0.9411 |
0.9577 |
0.9925 |
|
| S4 |
0.9161 |
0.9327 |
0.9857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0001 |
0.9900 |
0.0101 |
1.0% |
0.0024 |
0.2% |
18% |
False |
False |
10 |
| 10 |
1.0001 |
0.9716 |
0.0285 |
2.9% |
0.0043 |
0.4% |
71% |
False |
False |
6 |
| 20 |
1.0086 |
0.9716 |
0.0370 |
3.7% |
0.0033 |
0.3% |
55% |
False |
False |
3 |
| 40 |
1.0172 |
0.9496 |
0.0676 |
6.8% |
0.0020 |
0.2% |
62% |
False |
False |
3 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0013 |
0.1% |
58% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0010 |
0.1% |
58% |
False |
False |
3 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0009 |
0.1% |
58% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9981 |
|
2.618 |
0.9961 |
|
1.618 |
0.9949 |
|
1.000 |
0.9942 |
|
0.618 |
0.9937 |
|
HIGH |
0.9930 |
|
0.618 |
0.9925 |
|
0.500 |
0.9924 |
|
0.382 |
0.9923 |
|
LOW |
0.9918 |
|
0.618 |
0.9911 |
|
1.000 |
0.9906 |
|
1.618 |
0.9899 |
|
2.618 |
0.9887 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9960 |
| PP |
0.9922 |
0.9946 |
| S1 |
0.9920 |
0.9932 |
|