CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9925 |
0.9909 |
-0.0016 |
-0.2% |
0.9972 |
| High |
0.9930 |
0.9928 |
-0.0002 |
0.0% |
1.0067 |
| Low |
0.9925 |
0.9909 |
-0.0016 |
-0.2% |
0.9892 |
| Close |
0.9930 |
0.9926 |
-0.0004 |
0.0% |
0.9926 |
| Range |
0.0005 |
0.0019 |
0.0014 |
280.0% |
0.0175 |
| ATR |
0.0072 |
0.0069 |
-0.0004 |
-5.1% |
0.0000 |
| Volume |
551 |
2 |
-549 |
-99.6% |
1,365 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9978 |
0.9971 |
0.9936 |
|
| R3 |
0.9959 |
0.9952 |
0.9931 |
|
| R2 |
0.9940 |
0.9940 |
0.9929 |
|
| R1 |
0.9933 |
0.9933 |
0.9928 |
0.9937 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9923 |
| S1 |
0.9914 |
0.9914 |
0.9924 |
0.9918 |
| S2 |
0.9902 |
0.9902 |
0.9923 |
|
| S3 |
0.9883 |
0.9895 |
0.9921 |
|
| S4 |
0.9864 |
0.9876 |
0.9916 |
|
|
| 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 |
1.0050 |
0.9836 |
0.0214 |
2.2% |
0.0055 |
0.6% |
42% |
False |
False |
384 |
| 10 |
1.0067 |
0.9827 |
0.0240 |
2.4% |
0.0061 |
0.6% |
41% |
False |
False |
195 |
| 20 |
1.0067 |
0.9545 |
0.0522 |
5.3% |
0.0049 |
0.5% |
73% |
False |
False |
101 |
| 40 |
1.0114 |
0.9545 |
0.0569 |
5.7% |
0.0027 |
0.3% |
67% |
False |
False |
53 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0018 |
0.2% |
55% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0009 |
|
2.618 |
0.9978 |
|
1.618 |
0.9959 |
|
1.000 |
0.9947 |
|
0.618 |
0.9940 |
|
HIGH |
0.9928 |
|
0.618 |
0.9921 |
|
0.500 |
0.9919 |
|
0.382 |
0.9916 |
|
LOW |
0.9909 |
|
0.618 |
0.9897 |
|
1.000 |
0.9890 |
|
1.618 |
0.9878 |
|
2.618 |
0.9859 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9912 |
| PP |
0.9921 |
0.9897 |
| S1 |
0.9919 |
0.9883 |
|