CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9896 |
-0.0009 |
-0.1% |
0.9972 |
| High |
0.9926 |
0.9896 |
-0.0030 |
-0.3% |
1.0067 |
| Low |
0.9894 |
0.9836 |
-0.0058 |
-0.6% |
0.9892 |
| Close |
0.9926 |
0.9844 |
-0.0082 |
-0.8% |
0.9926 |
| Range |
0.0032 |
0.0060 |
0.0028 |
87.5% |
0.0175 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
106 |
30 |
-76 |
-71.7% |
1,365 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
1.0001 |
0.9877 |
|
| R3 |
0.9979 |
0.9941 |
0.9861 |
|
| R2 |
0.9919 |
0.9919 |
0.9855 |
|
| R1 |
0.9881 |
0.9881 |
0.9850 |
0.9870 |
| PP |
0.9859 |
0.9859 |
0.9859 |
0.9853 |
| S1 |
0.9821 |
0.9821 |
0.9839 |
0.9810 |
| S2 |
0.9799 |
0.9799 |
0.9833 |
|
| S3 |
0.9739 |
0.9761 |
0.9828 |
|
| S4 |
0.9679 |
0.9701 |
0.9811 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0381 |
1.0022 |
|
| R3 |
1.0312 |
1.0206 |
0.9974 |
|
| R2 |
1.0137 |
1.0137 |
0.9958 |
|
| R1 |
1.0031 |
1.0031 |
0.9942 |
0.9997 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9944 |
| S1 |
0.9856 |
0.9856 |
0.9910 |
0.9822 |
| S2 |
0.9787 |
0.9787 |
0.9894 |
|
| S3 |
0.9612 |
0.9681 |
0.9878 |
|
| S4 |
0.9437 |
0.9506 |
0.9830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0067 |
0.9836 |
0.0231 |
2.3% |
0.0084 |
0.9% |
3% |
False |
True |
278 |
| 10 |
1.0067 |
0.9788 |
0.0279 |
2.8% |
0.0058 |
0.6% |
20% |
False |
False |
140 |
| 20 |
1.0067 |
0.9545 |
0.0522 |
5.3% |
0.0048 |
0.5% |
57% |
False |
False |
73 |
| 40 |
1.0195 |
0.9545 |
0.0650 |
6.6% |
0.0026 |
0.3% |
46% |
False |
False |
39 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.1% |
0.0017 |
0.2% |
43% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
1.0053 |
|
1.618 |
0.9993 |
|
1.000 |
0.9956 |
|
0.618 |
0.9933 |
|
HIGH |
0.9896 |
|
0.618 |
0.9873 |
|
0.500 |
0.9866 |
|
0.382 |
0.9859 |
|
LOW |
0.9836 |
|
0.618 |
0.9799 |
|
1.000 |
0.9776 |
|
1.618 |
0.9739 |
|
2.618 |
0.9679 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9943 |
| PP |
0.9859 |
0.9910 |
| S1 |
0.9851 |
0.9877 |
|