CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9653 |
0.9716 |
0.0063 |
0.7% |
0.9783 |
| High |
0.9653 |
0.9716 |
0.0063 |
0.7% |
0.9784 |
| Low |
0.9653 |
0.9716 |
0.0063 |
0.7% |
0.9653 |
| Close |
0.9653 |
0.9716 |
0.0063 |
0.7% |
0.9653 |
| Range |
|
|
|
|
|
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
62 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9716 |
0.9716 |
0.9716 |
|
| R3 |
0.9716 |
0.9716 |
0.9716 |
|
| R2 |
0.9716 |
0.9716 |
0.9716 |
|
| R1 |
0.9716 |
0.9716 |
0.9716 |
0.9716 |
| PP |
0.9716 |
0.9716 |
0.9716 |
0.9716 |
| S1 |
0.9716 |
0.9716 |
0.9716 |
0.9716 |
| S2 |
0.9716 |
0.9716 |
0.9716 |
|
| S3 |
0.9716 |
0.9716 |
0.9716 |
|
| S4 |
0.9716 |
0.9716 |
0.9716 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0002 |
0.9725 |
|
| R3 |
0.9959 |
0.9871 |
0.9689 |
|
| R2 |
0.9828 |
0.9828 |
0.9677 |
|
| R1 |
0.9740 |
0.9740 |
0.9665 |
0.9719 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9686 |
| S1 |
0.9609 |
0.9609 |
0.9641 |
0.9588 |
| S2 |
0.9566 |
0.9566 |
0.9629 |
|
| S3 |
0.9435 |
0.9478 |
0.9617 |
|
| S4 |
0.9304 |
0.9347 |
0.9581 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9716 |
|
2.618 |
0.9716 |
|
1.618 |
0.9716 |
|
1.000 |
0.9716 |
|
0.618 |
0.9716 |
|
HIGH |
0.9716 |
|
0.618 |
0.9716 |
|
0.500 |
0.9716 |
|
0.382 |
0.9716 |
|
LOW |
0.9716 |
|
0.618 |
0.9716 |
|
1.000 |
0.9716 |
|
1.618 |
0.9716 |
|
2.618 |
0.9716 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9716 |
0.9712 |
| PP |
0.9716 |
0.9708 |
| S1 |
0.9716 |
0.9704 |
|