CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9664 |
0.9709 |
0.0045 |
0.5% |
0.9744 |
| High |
0.9703 |
0.9800 |
0.0097 |
1.0% |
0.9827 |
| Low |
0.9641 |
0.9706 |
0.0065 |
0.7% |
0.9605 |
| Close |
0.9682 |
0.9752 |
0.0070 |
0.7% |
0.9682 |
| Range |
0.0062 |
0.0094 |
0.0032 |
51.6% |
0.0222 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.5% |
0.0000 |
| Volume |
404 |
90 |
-314 |
-77.7% |
1,550 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0035 |
0.9987 |
0.9804 |
|
| R3 |
0.9941 |
0.9893 |
0.9778 |
|
| R2 |
0.9847 |
0.9847 |
0.9769 |
|
| R1 |
0.9799 |
0.9799 |
0.9761 |
0.9823 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9765 |
| S1 |
0.9705 |
0.9705 |
0.9743 |
0.9729 |
| S2 |
0.9659 |
0.9659 |
0.9735 |
|
| S3 |
0.9565 |
0.9611 |
0.9726 |
|
| S4 |
0.9471 |
0.9517 |
0.9700 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0248 |
0.9804 |
|
| R3 |
1.0149 |
1.0026 |
0.9743 |
|
| R2 |
0.9927 |
0.9927 |
0.9723 |
|
| R1 |
0.9804 |
0.9804 |
0.9702 |
0.9755 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9680 |
| S1 |
0.9582 |
0.9582 |
0.9662 |
0.9533 |
| S2 |
0.9483 |
0.9483 |
0.9641 |
|
| S3 |
0.9261 |
0.9360 |
0.9621 |
|
| S4 |
0.9039 |
0.9138 |
0.9560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9827 |
0.9605 |
0.0222 |
2.3% |
0.0095 |
1.0% |
66% |
False |
False |
221 |
| 10 |
0.9898 |
0.9605 |
0.0293 |
3.0% |
0.0087 |
0.9% |
50% |
False |
False |
240 |
| 20 |
1.0280 |
0.9605 |
0.0675 |
6.9% |
0.0082 |
0.8% |
22% |
False |
False |
164 |
| 40 |
1.0325 |
0.9605 |
0.0720 |
7.4% |
0.0075 |
0.8% |
20% |
False |
False |
115 |
| 60 |
1.0436 |
0.9605 |
0.0831 |
8.5% |
0.0063 |
0.6% |
18% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0046 |
|
1.618 |
0.9952 |
|
1.000 |
0.9894 |
|
0.618 |
0.9858 |
|
HIGH |
0.9800 |
|
0.618 |
0.9764 |
|
0.500 |
0.9753 |
|
0.382 |
0.9742 |
|
LOW |
0.9706 |
|
0.618 |
0.9648 |
|
1.000 |
0.9612 |
|
1.618 |
0.9554 |
|
2.618 |
0.9460 |
|
4.250 |
0.9307 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9739 |
| PP |
0.9753 |
0.9726 |
| S1 |
0.9752 |
0.9714 |
|