CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0142 |
0.0040 |
0.4% |
0.9896 |
| High |
1.0137 |
1.0172 |
0.0035 |
0.3% |
1.0100 |
| Low |
1.0102 |
1.0113 |
0.0011 |
0.1% |
0.9836 |
| Close |
1.0137 |
1.0146 |
0.0009 |
0.1% |
1.0092 |
| Range |
0.0035 |
0.0059 |
0.0024 |
68.6% |
0.0264 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
51 |
40 |
-11 |
-21.6% |
617 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0292 |
1.0178 |
|
| R3 |
1.0262 |
1.0233 |
1.0162 |
|
| R2 |
1.0203 |
1.0203 |
1.0157 |
|
| R1 |
1.0174 |
1.0174 |
1.0151 |
1.0189 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0151 |
| S1 |
1.0115 |
1.0115 |
1.0141 |
1.0130 |
| S2 |
1.0085 |
1.0085 |
1.0135 |
|
| S3 |
1.0026 |
1.0056 |
1.0130 |
|
| S4 |
0.9967 |
0.9997 |
1.0114 |
|
|
| 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 |
1.0172 |
0.9867 |
0.0305 |
3.0% |
0.0062 |
0.6% |
91% |
True |
False |
68 |
| 10 |
1.0172 |
0.9836 |
0.0336 |
3.3% |
0.0058 |
0.6% |
92% |
True |
False |
226 |
| 20 |
1.0172 |
0.9709 |
0.0463 |
4.6% |
0.0055 |
0.5% |
94% |
True |
False |
117 |
| 40 |
1.0172 |
0.9545 |
0.0627 |
6.2% |
0.0035 |
0.3% |
96% |
True |
False |
60 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0023 |
0.2% |
86% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0326 |
|
1.618 |
1.0267 |
|
1.000 |
1.0231 |
|
0.618 |
1.0208 |
|
HIGH |
1.0172 |
|
0.618 |
1.0149 |
|
0.500 |
1.0143 |
|
0.382 |
1.0136 |
|
LOW |
1.0113 |
|
0.618 |
1.0077 |
|
1.000 |
1.0054 |
|
1.618 |
1.0018 |
|
2.618 |
0.9959 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0140 |
| PP |
1.0144 |
1.0133 |
| S1 |
1.0143 |
1.0127 |
|