CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9926 |
0.9902 |
-0.0024 |
-0.2% |
1.0110 |
| High |
0.9981 |
0.9935 |
-0.0046 |
-0.5% |
1.0177 |
| Low |
0.9887 |
0.9838 |
-0.0049 |
-0.5% |
0.9980 |
| Close |
0.9915 |
0.9887 |
-0.0028 |
-0.3% |
0.9990 |
| Range |
0.0094 |
0.0097 |
0.0003 |
3.2% |
0.0197 |
| ATR |
0.0105 |
0.0105 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
150,449 |
171,848 |
21,399 |
14.2% |
708,955 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0129 |
0.9940 |
|
| R3 |
1.0081 |
1.0032 |
0.9914 |
|
| R2 |
0.9984 |
0.9984 |
0.9905 |
|
| R1 |
0.9935 |
0.9935 |
0.9896 |
0.9911 |
| PP |
0.9887 |
0.9887 |
0.9887 |
0.9875 |
| S1 |
0.9838 |
0.9838 |
0.9878 |
0.9814 |
| S2 |
0.9790 |
0.9790 |
0.9869 |
|
| S3 |
0.9693 |
0.9741 |
0.9860 |
|
| S4 |
0.9596 |
0.9644 |
0.9834 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0512 |
1.0098 |
|
| R3 |
1.0443 |
1.0315 |
1.0044 |
|
| R2 |
1.0246 |
1.0246 |
1.0026 |
|
| R1 |
1.0118 |
1.0118 |
1.0008 |
1.0084 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0032 |
| S1 |
0.9921 |
0.9921 |
0.9972 |
0.9887 |
| S2 |
0.9852 |
0.9852 |
0.9954 |
|
| S3 |
0.9655 |
0.9724 |
0.9936 |
|
| S4 |
0.9458 |
0.9527 |
0.9882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0106 |
0.9790 |
0.0316 |
3.2% |
0.0114 |
1.2% |
31% |
False |
False |
147,828 |
| 10 |
1.0282 |
0.9790 |
0.0492 |
5.0% |
0.0111 |
1.1% |
20% |
False |
False |
144,804 |
| 20 |
1.0422 |
0.9790 |
0.0632 |
6.4% |
0.0099 |
1.0% |
15% |
False |
False |
130,162 |
| 40 |
1.0461 |
0.9790 |
0.0671 |
6.8% |
0.0101 |
1.0% |
14% |
False |
False |
124,712 |
| 60 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0102 |
1.0% |
10% |
False |
False |
92,937 |
| 80 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0099 |
1.0% |
10% |
False |
False |
69,728 |
| 100 |
1.0720 |
0.9790 |
0.0930 |
9.4% |
0.0088 |
0.9% |
10% |
False |
False |
55,791 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.4% |
0.0079 |
0.8% |
32% |
False |
False |
46,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0347 |
|
2.618 |
1.0189 |
|
1.618 |
1.0092 |
|
1.000 |
1.0032 |
|
0.618 |
0.9995 |
|
HIGH |
0.9935 |
|
0.618 |
0.9898 |
|
0.500 |
0.9887 |
|
0.382 |
0.9875 |
|
LOW |
0.9838 |
|
0.618 |
0.9778 |
|
1.000 |
0.9741 |
|
1.618 |
0.9681 |
|
2.618 |
0.9584 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9896 |
| PP |
0.9887 |
0.9893 |
| S1 |
0.9887 |
0.9890 |
|