CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9768 |
0.9744 |
-0.0024 |
-0.2% |
0.9900 |
| High |
0.9783 |
0.9808 |
0.0025 |
0.3% |
0.9905 |
| Low |
0.9702 |
0.9724 |
0.0022 |
0.2% |
0.9702 |
| Close |
0.9714 |
0.9777 |
0.0063 |
0.6% |
0.9714 |
| Range |
0.0081 |
0.0084 |
0.0003 |
3.7% |
0.0203 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0000 |
| Volume |
423 |
531 |
108 |
25.5% |
846 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
0.9983 |
0.9823 |
|
| R3 |
0.9938 |
0.9899 |
0.9800 |
|
| R2 |
0.9854 |
0.9854 |
0.9792 |
|
| R1 |
0.9815 |
0.9815 |
0.9785 |
0.9835 |
| PP |
0.9770 |
0.9770 |
0.9770 |
0.9779 |
| S1 |
0.9731 |
0.9731 |
0.9769 |
0.9751 |
| S2 |
0.9686 |
0.9686 |
0.9762 |
|
| S3 |
0.9602 |
0.9647 |
0.9754 |
|
| S4 |
0.9518 |
0.9563 |
0.9731 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0251 |
0.9826 |
|
| R3 |
1.0180 |
1.0048 |
0.9770 |
|
| R2 |
0.9977 |
0.9977 |
0.9751 |
|
| R1 |
0.9845 |
0.9845 |
0.9733 |
0.9810 |
| PP |
0.9774 |
0.9774 |
0.9774 |
0.9756 |
| S1 |
0.9642 |
0.9642 |
0.9695 |
0.9607 |
| S2 |
0.9571 |
0.9571 |
0.9677 |
|
| S3 |
0.9368 |
0.9439 |
0.9658 |
|
| S4 |
0.9165 |
0.9236 |
0.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9898 |
0.9702 |
0.0196 |
2.0% |
0.0078 |
0.8% |
38% |
False |
False |
259 |
| 10 |
1.0064 |
0.9702 |
0.0362 |
3.7% |
0.0072 |
0.7% |
21% |
False |
False |
183 |
| 20 |
1.0325 |
0.9702 |
0.0623 |
6.4% |
0.0072 |
0.7% |
12% |
False |
False |
129 |
| 40 |
1.0326 |
0.9702 |
0.0624 |
6.4% |
0.0070 |
0.7% |
12% |
False |
False |
91 |
| 60 |
1.0557 |
0.9702 |
0.0855 |
8.7% |
0.0055 |
0.6% |
9% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0028 |
|
1.618 |
0.9944 |
|
1.000 |
0.9892 |
|
0.618 |
0.9860 |
|
HIGH |
0.9808 |
|
0.618 |
0.9776 |
|
0.500 |
0.9766 |
|
0.382 |
0.9756 |
|
LOW |
0.9724 |
|
0.618 |
0.9672 |
|
1.000 |
0.9640 |
|
1.618 |
0.9588 |
|
2.618 |
0.9504 |
|
4.250 |
0.9367 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9773 |
0.9776 |
| PP |
0.9770 |
0.9776 |
| S1 |
0.9766 |
0.9775 |
|