CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9811 |
0.9903 |
0.0092 |
0.9% |
0.9620 |
| High |
0.9860 |
0.9918 |
0.0058 |
0.6% |
0.9914 |
| Low |
0.9739 |
0.9777 |
0.0038 |
0.4% |
0.9549 |
| Close |
0.9820 |
0.9806 |
-0.0014 |
-0.1% |
0.9820 |
| Range |
0.0121 |
0.0141 |
0.0020 |
16.5% |
0.0365 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.3% |
0.0000 |
| Volume |
6,967 |
22,106 |
15,139 |
217.3% |
29,129 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0257 |
1.0172 |
0.9884 |
|
| R3 |
1.0116 |
1.0031 |
0.9845 |
|
| R2 |
0.9975 |
0.9975 |
0.9832 |
|
| R1 |
0.9890 |
0.9890 |
0.9819 |
0.9862 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9820 |
| S1 |
0.9749 |
0.9749 |
0.9793 |
0.9721 |
| S2 |
0.9693 |
0.9693 |
0.9780 |
|
| S3 |
0.9552 |
0.9608 |
0.9767 |
|
| S4 |
0.9411 |
0.9467 |
0.9728 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0856 |
1.0703 |
1.0021 |
|
| R3 |
1.0491 |
1.0338 |
0.9920 |
|
| R2 |
1.0126 |
1.0126 |
0.9887 |
|
| R1 |
0.9973 |
0.9973 |
0.9853 |
1.0050 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9799 |
| S1 |
0.9608 |
0.9608 |
0.9787 |
0.9685 |
| S2 |
0.9396 |
0.9396 |
0.9753 |
|
| S3 |
0.9031 |
0.9243 |
0.9720 |
|
| S4 |
0.8666 |
0.8878 |
0.9619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9918 |
0.9627 |
0.0291 |
3.0% |
0.0131 |
1.3% |
62% |
True |
False |
9,998 |
| 10 |
0.9918 |
0.9499 |
0.0419 |
4.3% |
0.0122 |
1.2% |
73% |
True |
False |
5,366 |
| 20 |
0.9918 |
0.9499 |
0.0419 |
4.3% |
0.0103 |
1.0% |
73% |
True |
False |
2,802 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.4% |
0.0085 |
0.9% |
37% |
False |
False |
1,439 |
| 60 |
1.0410 |
0.9499 |
0.0911 |
9.3% |
0.0080 |
0.8% |
34% |
False |
False |
979 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.8% |
0.0062 |
0.6% |
29% |
False |
False |
739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0287 |
|
1.618 |
1.0146 |
|
1.000 |
1.0059 |
|
0.618 |
1.0005 |
|
HIGH |
0.9918 |
|
0.618 |
0.9864 |
|
0.500 |
0.9848 |
|
0.382 |
0.9831 |
|
LOW |
0.9777 |
|
0.618 |
0.9690 |
|
1.000 |
0.9636 |
|
1.618 |
0.9549 |
|
2.618 |
0.9408 |
|
4.250 |
0.9178 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9848 |
0.9829 |
| PP |
0.9834 |
0.9821 |
| S1 |
0.9820 |
0.9814 |
|