CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9620 |
0.9636 |
0.0016 |
0.2% |
0.9709 |
| High |
0.9665 |
0.9718 |
0.0053 |
0.5% |
0.9800 |
| Low |
0.9549 |
0.9627 |
0.0078 |
0.8% |
0.9499 |
| Close |
0.9643 |
0.9659 |
0.0016 |
0.2% |
0.9602 |
| Range |
0.0116 |
0.0091 |
-0.0025 |
-21.6% |
0.0301 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,242 |
2,817 |
1,575 |
126.8% |
2,427 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9941 |
0.9891 |
0.9709 |
|
| R3 |
0.9850 |
0.9800 |
0.9684 |
|
| R2 |
0.9759 |
0.9759 |
0.9676 |
|
| R1 |
0.9709 |
0.9709 |
0.9667 |
0.9734 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9681 |
| S1 |
0.9618 |
0.9618 |
0.9651 |
0.9643 |
| S2 |
0.9577 |
0.9577 |
0.9642 |
|
| S3 |
0.9486 |
0.9527 |
0.9634 |
|
| S4 |
0.9395 |
0.9436 |
0.9609 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0370 |
0.9768 |
|
| R3 |
1.0236 |
1.0069 |
0.9685 |
|
| R2 |
0.9935 |
0.9935 |
0.9657 |
|
| R1 |
0.9768 |
0.9768 |
0.9630 |
0.9701 |
| PP |
0.9634 |
0.9634 |
0.9634 |
0.9600 |
| S1 |
0.9467 |
0.9467 |
0.9574 |
0.9400 |
| S2 |
0.9333 |
0.9333 |
0.9547 |
|
| S3 |
0.9032 |
0.9166 |
0.9519 |
|
| S4 |
0.8731 |
0.8865 |
0.9436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9742 |
0.9499 |
0.0243 |
2.5% |
0.0112 |
1.2% |
66% |
False |
False |
1,279 |
| 10 |
0.9827 |
0.9499 |
0.0328 |
3.4% |
0.0104 |
1.1% |
49% |
False |
False |
750 |
| 20 |
1.0064 |
0.9499 |
0.0565 |
5.8% |
0.0088 |
0.9% |
28% |
False |
False |
467 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.6% |
0.0079 |
0.8% |
19% |
False |
False |
268 |
| 60 |
1.0410 |
0.9499 |
0.0911 |
9.4% |
0.0072 |
0.7% |
18% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0105 |
|
2.618 |
0.9956 |
|
1.618 |
0.9865 |
|
1.000 |
0.9809 |
|
0.618 |
0.9774 |
|
HIGH |
0.9718 |
|
0.618 |
0.9683 |
|
0.500 |
0.9673 |
|
0.382 |
0.9662 |
|
LOW |
0.9627 |
|
0.618 |
0.9571 |
|
1.000 |
0.9536 |
|
1.618 |
0.9480 |
|
2.618 |
0.9389 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9642 |
| PP |
0.9668 |
0.9625 |
| S1 |
0.9664 |
0.9609 |
|