CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0007 |
-0.0063 |
-0.6% |
1.0402 |
| High |
1.0082 |
1.0106 |
0.0024 |
0.2% |
1.0417 |
| Low |
0.9981 |
1.0002 |
0.0021 |
0.2% |
1.0125 |
| Close |
1.0021 |
1.0060 |
0.0039 |
0.4% |
1.0140 |
| Range |
0.0101 |
0.0104 |
0.0003 |
3.0% |
0.0292 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.4% |
0.0000 |
| Volume |
168,086 |
144,628 |
-23,458 |
-14.0% |
597,916 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0318 |
1.0117 |
|
| R3 |
1.0264 |
1.0214 |
1.0089 |
|
| R2 |
1.0160 |
1.0160 |
1.0079 |
|
| R1 |
1.0110 |
1.0110 |
1.0070 |
1.0135 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0069 |
| S1 |
1.0006 |
1.0006 |
1.0050 |
1.0031 |
| S2 |
0.9952 |
0.9952 |
1.0041 |
|
| S3 |
0.9848 |
0.9902 |
1.0031 |
|
| S4 |
0.9744 |
0.9798 |
1.0003 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.0914 |
1.0301 |
|
| R3 |
1.0811 |
1.0622 |
1.0220 |
|
| R2 |
1.0519 |
1.0519 |
1.0194 |
|
| R1 |
1.0330 |
1.0330 |
1.0167 |
1.0279 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0202 |
| S1 |
1.0038 |
1.0038 |
1.0113 |
0.9987 |
| S2 |
0.9935 |
0.9935 |
1.0086 |
|
| S3 |
0.9643 |
0.9746 |
1.0060 |
|
| S4 |
0.9351 |
0.9454 |
0.9979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0234 |
0.9981 |
0.0253 |
2.5% |
0.0111 |
1.1% |
31% |
False |
False |
144,116 |
| 10 |
1.0422 |
0.9981 |
0.0441 |
4.4% |
0.0104 |
1.0% |
18% |
False |
False |
129,465 |
| 20 |
1.0422 |
0.9981 |
0.0441 |
4.4% |
0.0093 |
0.9% |
18% |
False |
False |
123,556 |
| 40 |
1.0529 |
0.9981 |
0.0548 |
5.4% |
0.0101 |
1.0% |
14% |
False |
False |
120,362 |
| 60 |
1.0720 |
0.9981 |
0.0739 |
7.3% |
0.0102 |
1.0% |
11% |
False |
False |
83,038 |
| 80 |
1.0720 |
0.9981 |
0.0739 |
7.3% |
0.0095 |
0.9% |
11% |
False |
False |
62,299 |
| 100 |
1.0720 |
0.9744 |
0.0976 |
9.7% |
0.0086 |
0.9% |
32% |
False |
False |
49,846 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.2% |
0.0075 |
0.8% |
46% |
False |
False |
41,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0548 |
|
2.618 |
1.0378 |
|
1.618 |
1.0274 |
|
1.000 |
1.0210 |
|
0.618 |
1.0170 |
|
HIGH |
1.0106 |
|
0.618 |
1.0066 |
|
0.500 |
1.0054 |
|
0.382 |
1.0042 |
|
LOW |
1.0002 |
|
0.618 |
0.9938 |
|
1.000 |
0.9898 |
|
1.618 |
0.9834 |
|
2.618 |
0.9730 |
|
4.250 |
0.9560 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0079 |
| PP |
1.0056 |
1.0072 |
| S1 |
1.0054 |
1.0066 |
|