CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9950 |
1.0081 |
0.0131 |
1.3% |
0.9896 |
| High |
1.0100 |
1.0112 |
0.0012 |
0.1% |
1.0100 |
| Low |
0.9941 |
1.0081 |
0.0140 |
1.4% |
0.9836 |
| Close |
1.0092 |
1.0112 |
0.0020 |
0.2% |
1.0092 |
| Range |
0.0159 |
0.0031 |
-0.0128 |
-80.5% |
0.0264 |
| ATR |
0.0080 |
0.0076 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
4 |
215 |
211 |
5,275.0% |
617 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0184 |
1.0129 |
|
| R3 |
1.0164 |
1.0153 |
1.0121 |
|
| R2 |
1.0133 |
1.0133 |
1.0118 |
|
| R1 |
1.0122 |
1.0122 |
1.0115 |
1.0128 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0104 |
| S1 |
1.0091 |
1.0091 |
1.0109 |
1.0097 |
| S2 |
1.0071 |
1.0071 |
1.0106 |
|
| S3 |
1.0040 |
1.0060 |
1.0103 |
|
| S4 |
1.0009 |
1.0029 |
1.0095 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0711 |
1.0237 |
|
| R3 |
1.0537 |
1.0447 |
1.0165 |
|
| R2 |
1.0273 |
1.0273 |
1.0140 |
|
| R1 |
1.0183 |
1.0183 |
1.0116 |
1.0228 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0032 |
| S1 |
0.9919 |
0.9919 |
1.0068 |
0.9964 |
| S2 |
0.9745 |
0.9745 |
1.0044 |
|
| S3 |
0.9481 |
0.9655 |
1.0019 |
|
| S4 |
0.9217 |
0.9391 |
0.9947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0112 |
0.9867 |
0.0245 |
2.4% |
0.0048 |
0.5% |
100% |
True |
False |
160 |
| 10 |
1.0112 |
0.9836 |
0.0276 |
2.7% |
0.0066 |
0.7% |
100% |
True |
False |
219 |
| 20 |
1.0112 |
0.9594 |
0.0518 |
5.1% |
0.0055 |
0.5% |
100% |
True |
False |
113 |
| 40 |
1.0112 |
0.9545 |
0.0567 |
5.6% |
0.0032 |
0.3% |
100% |
True |
False |
58 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0021 |
0.2% |
81% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0244 |
|
2.618 |
1.0193 |
|
1.618 |
1.0162 |
|
1.000 |
1.0143 |
|
0.618 |
1.0131 |
|
HIGH |
1.0112 |
|
0.618 |
1.0100 |
|
0.500 |
1.0097 |
|
0.382 |
1.0093 |
|
LOW |
1.0081 |
|
0.618 |
1.0062 |
|
1.000 |
1.0050 |
|
1.618 |
1.0031 |
|
2.618 |
1.0000 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0071 |
| PP |
1.0102 |
1.0030 |
| S1 |
1.0097 |
0.9990 |
|