CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9594 |
0.9680 |
0.0086 |
0.9% |
0.9691 |
| High |
0.9594 |
0.9761 |
0.0167 |
1.7% |
0.9691 |
| Low |
0.9594 |
0.9680 |
0.0086 |
0.9% |
0.9545 |
| Close |
0.9594 |
0.9761 |
0.0167 |
1.7% |
0.9545 |
| Range |
0.0000 |
0.0081 |
0.0081 |
|
0.0146 |
| ATR |
0.0052 |
0.0060 |
0.0008 |
15.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9950 |
0.9806 |
|
| R3 |
0.9896 |
0.9869 |
0.9783 |
|
| R2 |
0.9815 |
0.9815 |
0.9776 |
|
| R1 |
0.9788 |
0.9788 |
0.9768 |
0.9802 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9741 |
| S1 |
0.9707 |
0.9707 |
0.9754 |
0.9721 |
| S2 |
0.9653 |
0.9653 |
0.9746 |
|
| S3 |
0.9572 |
0.9626 |
0.9739 |
|
| S4 |
0.9491 |
0.9545 |
0.9716 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0032 |
0.9934 |
0.9625 |
|
| R3 |
0.9886 |
0.9788 |
0.9585 |
|
| R2 |
0.9740 |
0.9740 |
0.9572 |
|
| R1 |
0.9642 |
0.9642 |
0.9558 |
0.9618 |
| PP |
0.9594 |
0.9594 |
0.9594 |
0.9582 |
| S1 |
0.9496 |
0.9496 |
0.9532 |
0.9472 |
| S2 |
0.9448 |
0.9448 |
0.9518 |
|
| S3 |
0.9302 |
0.9350 |
0.9505 |
|
| S4 |
0.9156 |
0.9204 |
0.9465 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0105 |
|
2.618 |
0.9973 |
|
1.618 |
0.9892 |
|
1.000 |
0.9842 |
|
0.618 |
0.9811 |
|
HIGH |
0.9761 |
|
0.618 |
0.9730 |
|
0.500 |
0.9721 |
|
0.382 |
0.9711 |
|
LOW |
0.9680 |
|
0.618 |
0.9630 |
|
1.000 |
0.9599 |
|
1.618 |
0.9549 |
|
2.618 |
0.9468 |
|
4.250 |
0.9336 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9748 |
0.9732 |
| PP |
0.9734 |
0.9703 |
| S1 |
0.9721 |
0.9675 |
|