CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0286 |
-0.0090 |
-0.9% |
1.0309 |
| High |
1.0391 |
1.0306 |
-0.0085 |
-0.8% |
1.0422 |
| Low |
1.0255 |
1.0235 |
-0.0020 |
-0.2% |
1.0182 |
| Close |
1.0286 |
1.0278 |
-0.0008 |
-0.1% |
1.0416 |
| Range |
0.0136 |
0.0071 |
-0.0065 |
-47.8% |
0.0240 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
101,630 |
119,714 |
18,084 |
17.8% |
605,900 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0453 |
1.0317 |
|
| R3 |
1.0415 |
1.0382 |
1.0298 |
|
| R2 |
1.0344 |
1.0344 |
1.0291 |
|
| R1 |
1.0311 |
1.0311 |
1.0285 |
1.0292 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0264 |
| S1 |
1.0240 |
1.0240 |
1.0271 |
1.0221 |
| S2 |
1.0202 |
1.0202 |
1.0265 |
|
| S3 |
1.0131 |
1.0169 |
1.0258 |
|
| S4 |
1.0060 |
1.0098 |
1.0239 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.0978 |
1.0548 |
|
| R3 |
1.0820 |
1.0738 |
1.0482 |
|
| R2 |
1.0580 |
1.0580 |
1.0460 |
|
| R1 |
1.0498 |
1.0498 |
1.0438 |
1.0539 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0361 |
| S1 |
1.0258 |
1.0258 |
1.0394 |
1.0299 |
| S2 |
1.0100 |
1.0100 |
1.0372 |
|
| S3 |
0.9860 |
1.0018 |
1.0350 |
|
| S4 |
0.9620 |
0.9778 |
1.0284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0422 |
1.0235 |
0.0187 |
1.8% |
0.0089 |
0.9% |
23% |
False |
True |
110,956 |
| 10 |
1.0422 |
1.0182 |
0.0240 |
2.3% |
0.0087 |
0.8% |
40% |
False |
False |
115,521 |
| 20 |
1.0422 |
1.0150 |
0.0272 |
2.6% |
0.0091 |
0.9% |
47% |
False |
False |
115,640 |
| 40 |
1.0552 |
1.0150 |
0.0402 |
3.9% |
0.0101 |
1.0% |
32% |
False |
False |
102,938 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0100 |
1.0% |
22% |
False |
False |
68,823 |
| 80 |
1.0720 |
1.0064 |
0.0656 |
6.4% |
0.0092 |
0.9% |
33% |
False |
False |
51,636 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0082 |
0.8% |
56% |
False |
False |
41,310 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0070 |
0.7% |
64% |
False |
False |
34,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0608 |
|
2.618 |
1.0492 |
|
1.618 |
1.0421 |
|
1.000 |
1.0377 |
|
0.618 |
1.0350 |
|
HIGH |
1.0306 |
|
0.618 |
1.0279 |
|
0.500 |
1.0271 |
|
0.382 |
1.0262 |
|
LOW |
1.0235 |
|
0.618 |
1.0191 |
|
1.000 |
1.0164 |
|
1.618 |
1.0120 |
|
2.618 |
1.0049 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0326 |
| PP |
1.0273 |
1.0310 |
| S1 |
1.0271 |
1.0294 |
|