CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0033 |
0.0003 |
0.0% |
0.9811 |
| High |
1.0067 |
1.0050 |
-0.0017 |
-0.2% |
0.9942 |
| Low |
0.9983 |
0.9892 |
-0.0091 |
-0.9% |
0.9740 |
| Close |
1.0023 |
0.9898 |
-0.0125 |
-1.2% |
0.9942 |
| Range |
0.0084 |
0.0158 |
0.0074 |
88.1% |
0.0202 |
| ATR |
0.0066 |
0.0073 |
0.0007 |
10.0% |
0.0000 |
| Volume |
19 |
1,231 |
1,212 |
6,378.9% |
39 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0317 |
0.9985 |
|
| R3 |
1.0263 |
1.0159 |
0.9941 |
|
| R2 |
1.0105 |
1.0105 |
0.9927 |
|
| R1 |
1.0001 |
1.0001 |
0.9912 |
0.9974 |
| PP |
0.9947 |
0.9947 |
0.9947 |
0.9933 |
| S1 |
0.9843 |
0.9843 |
0.9884 |
0.9816 |
| S2 |
0.9789 |
0.9789 |
0.9869 |
|
| S3 |
0.9631 |
0.9685 |
0.9855 |
|
| S4 |
0.9473 |
0.9527 |
0.9811 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0413 |
1.0053 |
|
| R3 |
1.0279 |
1.0211 |
0.9998 |
|
| R2 |
1.0077 |
1.0077 |
0.9979 |
|
| R1 |
1.0009 |
1.0009 |
0.9961 |
1.0043 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9892 |
| S1 |
0.9807 |
0.9807 |
0.9923 |
0.9841 |
| S2 |
0.9673 |
0.9673 |
0.9905 |
|
| S3 |
0.9471 |
0.9605 |
0.9886 |
|
| S4 |
0.9269 |
0.9403 |
0.9831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0067 |
0.9877 |
0.0190 |
1.9% |
0.0094 |
0.9% |
11% |
False |
False |
252 |
| 10 |
1.0067 |
0.9709 |
0.0358 |
3.6% |
0.0061 |
0.6% |
53% |
False |
False |
130 |
| 20 |
1.0067 |
0.9545 |
0.0522 |
5.3% |
0.0043 |
0.4% |
68% |
False |
False |
66 |
| 40 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0024 |
0.2% |
51% |
False |
False |
36 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0016 |
0.2% |
51% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0722 |
|
2.618 |
1.0464 |
|
1.618 |
1.0306 |
|
1.000 |
1.0208 |
|
0.618 |
1.0148 |
|
HIGH |
1.0050 |
|
0.618 |
0.9990 |
|
0.500 |
0.9971 |
|
0.382 |
0.9952 |
|
LOW |
0.9892 |
|
0.618 |
0.9794 |
|
1.000 |
0.9734 |
|
1.618 |
0.9636 |
|
2.618 |
0.9478 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9971 |
0.9980 |
| PP |
0.9947 |
0.9952 |
| S1 |
0.9922 |
0.9925 |
|