CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9870 |
0.9903 |
0.0033 |
0.3% |
1.0195 |
| High |
0.9870 |
0.9903 |
0.0033 |
0.3% |
1.0195 |
| Low |
0.9870 |
0.9903 |
0.0033 |
0.3% |
0.9981 |
| Close |
0.9870 |
0.9903 |
0.0033 |
0.3% |
0.9981 |
| Range |
|
|
|
|
|
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
25 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9903 |
0.9903 |
0.9903 |
|
| R3 |
0.9903 |
0.9903 |
0.9903 |
|
| R2 |
0.9903 |
0.9903 |
0.9903 |
|
| R1 |
0.9903 |
0.9903 |
0.9903 |
0.9903 |
| PP |
0.9903 |
0.9903 |
0.9903 |
0.9903 |
| S1 |
0.9903 |
0.9903 |
0.9903 |
0.9903 |
| S2 |
0.9903 |
0.9903 |
0.9903 |
|
| S3 |
0.9903 |
0.9903 |
0.9903 |
|
| S4 |
0.9903 |
0.9903 |
0.9903 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0694 |
1.0552 |
1.0099 |
|
| R3 |
1.0480 |
1.0338 |
1.0040 |
|
| R2 |
1.0266 |
1.0266 |
1.0020 |
|
| R1 |
1.0124 |
1.0124 |
1.0001 |
1.0088 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0035 |
| S1 |
0.9910 |
0.9910 |
0.9961 |
0.9874 |
| S2 |
0.9838 |
0.9838 |
0.9942 |
|
| S3 |
0.9624 |
0.9696 |
0.9922 |
|
| S4 |
0.9410 |
0.9482 |
0.9863 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9903 |
|
2.618 |
0.9903 |
|
1.618 |
0.9903 |
|
1.000 |
0.9903 |
|
0.618 |
0.9903 |
|
HIGH |
0.9903 |
|
0.618 |
0.9903 |
|
0.500 |
0.9903 |
|
0.382 |
0.9903 |
|
LOW |
0.9903 |
|
0.618 |
0.9903 |
|
1.000 |
0.9903 |
|
1.618 |
0.9903 |
|
2.618 |
0.9903 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9903 |
0.9902 |
| PP |
0.9903 |
0.9901 |
| S1 |
0.9903 |
0.9900 |
|