CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9939 |
0.0077 |
0.8% |
0.9903 |
| High |
0.9952 |
1.0007 |
0.0055 |
0.6% |
1.0007 |
| Low |
0.9840 |
0.9891 |
0.0051 |
0.5% |
0.9766 |
| Close |
0.9891 |
1.0003 |
0.0112 |
1.1% |
1.0003 |
| Range |
0.0112 |
0.0116 |
0.0004 |
3.6% |
0.0241 |
| ATR |
0.0108 |
0.0108 |
0.0001 |
0.6% |
0.0000 |
| Volume |
64,082 |
108,764 |
44,682 |
69.7% |
268,671 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0275 |
1.0067 |
|
| R3 |
1.0199 |
1.0159 |
1.0035 |
|
| R2 |
1.0083 |
1.0083 |
1.0024 |
|
| R1 |
1.0043 |
1.0043 |
1.0014 |
1.0063 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9977 |
| S1 |
0.9927 |
0.9927 |
0.9992 |
0.9947 |
| S2 |
0.9851 |
0.9851 |
0.9982 |
|
| S3 |
0.9735 |
0.9811 |
0.9971 |
|
| S4 |
0.9619 |
0.9695 |
0.9939 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0567 |
1.0136 |
|
| R3 |
1.0407 |
1.0326 |
1.0069 |
|
| R2 |
1.0166 |
1.0166 |
1.0047 |
|
| R1 |
1.0085 |
1.0085 |
1.0025 |
1.0126 |
| PP |
0.9925 |
0.9925 |
0.9925 |
0.9946 |
| S1 |
0.9844 |
0.9844 |
0.9981 |
0.9885 |
| S2 |
0.9684 |
0.9684 |
0.9959 |
|
| S3 |
0.9443 |
0.9603 |
0.9937 |
|
| S4 |
0.9202 |
0.9362 |
0.9870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0007 |
0.9766 |
0.0241 |
2.4% |
0.0112 |
1.1% |
98% |
True |
False |
53,734 |
| 10 |
1.0007 |
0.9549 |
0.0458 |
4.6% |
0.0119 |
1.2% |
99% |
True |
False |
29,780 |
| 20 |
1.0007 |
0.9499 |
0.0508 |
5.1% |
0.0110 |
1.1% |
99% |
True |
False |
15,110 |
| 40 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0090 |
0.9% |
61% |
False |
False |
7,598 |
| 60 |
1.0331 |
0.9499 |
0.0832 |
8.3% |
0.0083 |
0.8% |
61% |
False |
False |
5,083 |
| 80 |
1.0557 |
0.9499 |
0.1058 |
10.6% |
0.0067 |
0.7% |
48% |
False |
False |
3,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0500 |
|
2.618 |
1.0311 |
|
1.618 |
1.0195 |
|
1.000 |
1.0123 |
|
0.618 |
1.0079 |
|
HIGH |
1.0007 |
|
0.618 |
0.9963 |
|
0.500 |
0.9949 |
|
0.382 |
0.9935 |
|
LOW |
0.9891 |
|
0.618 |
0.9819 |
|
1.000 |
0.9775 |
|
1.618 |
0.9703 |
|
2.618 |
0.9587 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
0.9977 |
| PP |
0.9967 |
0.9950 |
| S1 |
0.9949 |
0.9924 |
|