CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
0.9972 |
-0.0035 |
-0.3% |
0.9976 |
| High |
1.0054 |
1.0185 |
0.0131 |
1.3% |
1.0185 |
| Low |
0.9924 |
0.9948 |
0.0024 |
0.2% |
0.9894 |
| Close |
0.9938 |
1.0169 |
0.0231 |
2.3% |
1.0169 |
| Range |
0.0130 |
0.0237 |
0.0107 |
82.3% |
0.0291 |
| ATR |
0.0104 |
0.0114 |
0.0010 |
9.9% |
0.0000 |
| Volume |
141,087 |
191,523 |
50,436 |
35.7% |
676,590 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0727 |
1.0299 |
|
| R3 |
1.0575 |
1.0490 |
1.0234 |
|
| R2 |
1.0338 |
1.0338 |
1.0212 |
|
| R1 |
1.0253 |
1.0253 |
1.0191 |
1.0296 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0122 |
| S1 |
1.0016 |
1.0016 |
1.0147 |
1.0059 |
| S2 |
0.9864 |
0.9864 |
1.0126 |
|
| S3 |
0.9627 |
0.9779 |
1.0104 |
|
| S4 |
0.9390 |
0.9542 |
1.0039 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0853 |
1.0329 |
|
| R3 |
1.0665 |
1.0562 |
1.0249 |
|
| R2 |
1.0374 |
1.0374 |
1.0222 |
|
| R1 |
1.0271 |
1.0271 |
1.0196 |
1.0323 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0108 |
| S1 |
0.9980 |
0.9980 |
1.0142 |
1.0032 |
| S2 |
0.9792 |
0.9792 |
1.0116 |
|
| S3 |
0.9501 |
0.9689 |
1.0089 |
|
| S4 |
0.9210 |
0.9398 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0185 |
0.9894 |
0.0291 |
2.9% |
0.0123 |
1.2% |
95% |
True |
False |
135,318 |
| 10 |
1.0185 |
0.9894 |
0.0291 |
2.9% |
0.0113 |
1.1% |
95% |
True |
False |
145,055 |
| 20 |
1.0185 |
0.9549 |
0.0636 |
6.3% |
0.0116 |
1.1% |
97% |
True |
False |
87,417 |
| 40 |
1.0185 |
0.9499 |
0.0686 |
6.7% |
0.0102 |
1.0% |
98% |
True |
False |
43,842 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0089 |
0.9% |
81% |
False |
False |
29,252 |
| 80 |
1.0410 |
0.9499 |
0.0911 |
9.0% |
0.0081 |
0.8% |
74% |
False |
False |
21,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.0805 |
|
1.618 |
1.0568 |
|
1.000 |
1.0422 |
|
0.618 |
1.0331 |
|
HIGH |
1.0185 |
|
0.618 |
1.0094 |
|
0.500 |
1.0067 |
|
0.382 |
1.0039 |
|
LOW |
0.9948 |
|
0.618 |
0.9802 |
|
1.000 |
0.9711 |
|
1.618 |
0.9565 |
|
2.618 |
0.9328 |
|
4.250 |
0.8941 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0131 |
| PP |
1.0101 |
1.0093 |
| S1 |
1.0067 |
1.0055 |
|