CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9788 |
0.9819 |
0.0031 |
0.3% |
0.9588 |
| High |
0.9788 |
0.9819 |
0.0031 |
0.3% |
0.9841 |
| Low |
0.9788 |
0.9819 |
0.0031 |
0.3% |
0.9588 |
| Close |
0.9788 |
0.9819 |
0.0031 |
0.3% |
0.9753 |
| Range |
|
|
|
|
|
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9819 |
0.9819 |
0.9819 |
|
| R3 |
0.9819 |
0.9819 |
0.9819 |
|
| R2 |
0.9819 |
0.9819 |
0.9819 |
|
| R1 |
0.9819 |
0.9819 |
0.9819 |
0.9819 |
| PP |
0.9819 |
0.9819 |
0.9819 |
0.9819 |
| S1 |
0.9819 |
0.9819 |
0.9819 |
0.9819 |
| S2 |
0.9819 |
0.9819 |
0.9819 |
|
| S3 |
0.9819 |
0.9819 |
0.9819 |
|
| S4 |
0.9819 |
0.9819 |
0.9819 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9841 |
0.9709 |
0.0132 |
1.3% |
0.0038 |
0.4% |
83% |
False |
False |
13 |
| 10 |
0.9841 |
0.9545 |
0.0296 |
3.0% |
0.0037 |
0.4% |
93% |
False |
False |
7 |
| 20 |
0.9841 |
0.9545 |
0.0296 |
3.0% |
0.0022 |
0.2% |
93% |
False |
False |
4 |
| 40 |
1.0241 |
0.9545 |
0.0696 |
7.1% |
0.0012 |
0.1% |
39% |
False |
False |
5 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.1% |
0.0008 |
0.1% |
39% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9819 |
|
2.618 |
0.9819 |
|
1.618 |
0.9819 |
|
1.000 |
0.9819 |
|
0.618 |
0.9819 |
|
HIGH |
0.9819 |
|
0.618 |
0.9819 |
|
0.500 |
0.9819 |
|
0.382 |
0.9819 |
|
LOW |
0.9819 |
|
0.618 |
0.9819 |
|
1.000 |
0.9819 |
|
1.618 |
0.9819 |
|
2.618 |
0.9819 |
|
4.250 |
0.9819 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9819 |
0.9806 |
| PP |
0.9819 |
0.9793 |
| S1 |
0.9819 |
0.9780 |
|