CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9976 |
0.9934 |
-0.0042 |
-0.4% |
1.0044 |
| High |
0.9996 |
1.0009 |
0.0013 |
0.1% |
1.0140 |
| Low |
0.9894 |
0.9914 |
0.0020 |
0.2% |
0.9931 |
| Close |
0.9914 |
1.0000 |
0.0086 |
0.9% |
0.9996 |
| Range |
0.0102 |
0.0095 |
-0.0007 |
-6.9% |
0.0209 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
119,201 |
125,290 |
6,089 |
5.1% |
773,963 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0225 |
1.0052 |
|
| R3 |
1.0164 |
1.0130 |
1.0026 |
|
| R2 |
1.0069 |
1.0069 |
1.0017 |
|
| R1 |
1.0035 |
1.0035 |
1.0009 |
1.0052 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9983 |
| S1 |
0.9940 |
0.9940 |
0.9991 |
0.9957 |
| S2 |
0.9879 |
0.9879 |
0.9983 |
|
| S3 |
0.9784 |
0.9845 |
0.9974 |
|
| S4 |
0.9689 |
0.9750 |
0.9948 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0532 |
1.0111 |
|
| R3 |
1.0440 |
1.0323 |
1.0053 |
|
| R2 |
1.0231 |
1.0231 |
1.0034 |
|
| R1 |
1.0114 |
1.0114 |
1.0015 |
1.0068 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0000 |
| S1 |
0.9905 |
0.9905 |
0.9977 |
0.9859 |
| S2 |
0.9813 |
0.9813 |
0.9958 |
|
| S3 |
0.9604 |
0.9696 |
0.9939 |
|
| S4 |
0.9395 |
0.9487 |
0.9881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0140 |
0.9894 |
0.0246 |
2.5% |
0.0106 |
1.1% |
43% |
False |
False |
146,295 |
| 10 |
1.0140 |
0.9840 |
0.0300 |
3.0% |
0.0102 |
1.0% |
53% |
False |
False |
123,733 |
| 20 |
1.0140 |
0.9499 |
0.0641 |
6.4% |
0.0113 |
1.1% |
78% |
False |
False |
65,929 |
| 40 |
1.0280 |
0.9499 |
0.0781 |
7.8% |
0.0097 |
1.0% |
64% |
False |
False |
33,046 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.3% |
0.0087 |
0.9% |
61% |
False |
False |
22,053 |
| 80 |
1.0436 |
0.9499 |
0.0937 |
9.4% |
0.0076 |
0.8% |
53% |
False |
False |
16,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0258 |
|
1.618 |
1.0163 |
|
1.000 |
1.0104 |
|
0.618 |
1.0068 |
|
HIGH |
1.0009 |
|
0.618 |
0.9973 |
|
0.500 |
0.9962 |
|
0.382 |
0.9950 |
|
LOW |
0.9914 |
|
0.618 |
0.9855 |
|
1.000 |
0.9819 |
|
1.618 |
0.9760 |
|
2.618 |
0.9665 |
|
4.250 |
0.9510 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9987 |
0.9984 |
| PP |
0.9974 |
0.9968 |
| S1 |
0.9962 |
0.9952 |
|