CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9766 |
0.9709 |
-0.0057 |
-0.6% |
0.9588 |
| High |
0.9841 |
0.9753 |
-0.0088 |
-0.9% |
0.9841 |
| Low |
0.9766 |
0.9709 |
-0.0057 |
-0.6% |
0.9588 |
| Close |
0.9791 |
0.9753 |
-0.0038 |
-0.4% |
0.9753 |
| Range |
0.0075 |
0.0044 |
-0.0031 |
-41.3% |
0.0253 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.4% |
0.0000 |
| Volume |
27 |
4 |
-23 |
-85.2% |
34 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9856 |
0.9777 |
|
| R3 |
0.9826 |
0.9812 |
0.9765 |
|
| R2 |
0.9782 |
0.9782 |
0.9761 |
|
| R1 |
0.9768 |
0.9768 |
0.9757 |
0.9775 |
| PP |
0.9738 |
0.9738 |
0.9738 |
0.9742 |
| S1 |
0.9724 |
0.9724 |
0.9749 |
0.9731 |
| S2 |
0.9694 |
0.9694 |
0.9745 |
|
| S3 |
0.9650 |
0.9680 |
0.9741 |
|
| S4 |
0.9606 |
0.9636 |
0.9729 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0373 |
0.9892 |
|
| R3 |
1.0233 |
1.0120 |
0.9823 |
|
| R2 |
0.9980 |
0.9980 |
0.9799 |
|
| R1 |
0.9867 |
0.9867 |
0.9776 |
0.9924 |
| PP |
0.9727 |
0.9727 |
0.9727 |
0.9756 |
| S1 |
0.9614 |
0.9614 |
0.9730 |
0.9671 |
| S2 |
0.9474 |
0.9474 |
0.9707 |
|
| S3 |
0.9221 |
0.9361 |
0.9683 |
|
| S4 |
0.8968 |
0.9108 |
0.9614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9940 |
|
2.618 |
0.9868 |
|
1.618 |
0.9824 |
|
1.000 |
0.9797 |
|
0.618 |
0.9780 |
|
HIGH |
0.9753 |
|
0.618 |
0.9736 |
|
0.500 |
0.9731 |
|
0.382 |
0.9726 |
|
LOW |
0.9709 |
|
0.618 |
0.9682 |
|
1.000 |
0.9665 |
|
1.618 |
0.9638 |
|
2.618 |
0.9594 |
|
4.250 |
0.9522 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9746 |
0.9761 |
| PP |
0.9738 |
0.9758 |
| S1 |
0.9731 |
0.9756 |
|