CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9766 |
0.0086 |
0.9% |
0.9691 |
| High |
0.9761 |
0.9841 |
0.0080 |
0.8% |
0.9691 |
| Low |
0.9680 |
0.9766 |
0.0086 |
0.9% |
0.9545 |
| Close |
0.9761 |
0.9791 |
0.0030 |
0.3% |
0.9545 |
| Range |
0.0081 |
0.0075 |
-0.0006 |
-7.4% |
0.0146 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.4% |
0.0000 |
| Volume |
1 |
27 |
26 |
2,600.0% |
4 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0024 |
0.9983 |
0.9832 |
|
| R3 |
0.9949 |
0.9908 |
0.9812 |
|
| R2 |
0.9874 |
0.9874 |
0.9805 |
|
| R1 |
0.9833 |
0.9833 |
0.9798 |
0.9854 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9810 |
| S1 |
0.9758 |
0.9758 |
0.9784 |
0.9779 |
| S2 |
0.9724 |
0.9724 |
0.9777 |
|
| S3 |
0.9649 |
0.9683 |
0.9770 |
|
| S4 |
0.9574 |
0.9608 |
0.9750 |
|
|
| 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 |
1.0160 |
|
2.618 |
1.0037 |
|
1.618 |
0.9962 |
|
1.000 |
0.9916 |
|
0.618 |
0.9887 |
|
HIGH |
0.9841 |
|
0.618 |
0.9812 |
|
0.500 |
0.9804 |
|
0.382 |
0.9795 |
|
LOW |
0.9766 |
|
0.618 |
0.9720 |
|
1.000 |
0.9691 |
|
1.618 |
0.9645 |
|
2.618 |
0.9570 |
|
4.250 |
0.9447 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9767 |
| PP |
0.9799 |
0.9742 |
| S1 |
0.9795 |
0.9718 |
|