CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9568 |
-0.0123 |
-1.3% |
0.9716 |
| High |
0.9691 |
0.9568 |
-0.0123 |
-1.3% |
0.9719 |
| Low |
0.9691 |
0.9568 |
-0.0123 |
-1.3% |
0.9571 |
| Close |
0.9691 |
0.9568 |
-0.0123 |
-1.3% |
0.9621 |
| Range |
|
|
|
|
|
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9568 |
0.9568 |
0.9568 |
|
| R3 |
0.9568 |
0.9568 |
0.9568 |
|
| R2 |
0.9568 |
0.9568 |
0.9568 |
|
| R1 |
0.9568 |
0.9568 |
0.9568 |
0.9568 |
| PP |
0.9568 |
0.9568 |
0.9568 |
0.9568 |
| S1 |
0.9568 |
0.9568 |
0.9568 |
0.9568 |
| S2 |
0.9568 |
0.9568 |
0.9568 |
|
| S3 |
0.9568 |
0.9568 |
0.9568 |
|
| S4 |
0.9568 |
0.9568 |
0.9568 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
0.9999 |
0.9702 |
|
| R3 |
0.9933 |
0.9851 |
0.9662 |
|
| R2 |
0.9785 |
0.9785 |
0.9648 |
|
| R1 |
0.9703 |
0.9703 |
0.9635 |
0.9670 |
| PP |
0.9637 |
0.9637 |
0.9637 |
0.9621 |
| S1 |
0.9555 |
0.9555 |
0.9607 |
0.9522 |
| S2 |
0.9489 |
0.9489 |
0.9594 |
|
| S3 |
0.9341 |
0.9407 |
0.9580 |
|
| S4 |
0.9193 |
0.9259 |
0.9540 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9568 |
|
2.618 |
0.9568 |
|
1.618 |
0.9568 |
|
1.000 |
0.9568 |
|
0.618 |
0.9568 |
|
HIGH |
0.9568 |
|
0.618 |
0.9568 |
|
0.500 |
0.9568 |
|
0.382 |
0.9568 |
|
LOW |
0.9568 |
|
0.618 |
0.9568 |
|
1.000 |
0.9568 |
|
1.618 |
0.9568 |
|
2.618 |
0.9568 |
|
4.250 |
0.9568 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9568 |
0.9630 |
| PP |
0.9568 |
0.9609 |
| S1 |
0.9568 |
0.9589 |
|