CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0125 |
-0.0017 |
-0.2% |
1.0081 |
| High |
1.0172 |
1.0125 |
-0.0047 |
-0.5% |
1.0172 |
| Low |
1.0113 |
1.0036 |
-0.0077 |
-0.8% |
1.0036 |
| Close |
1.0146 |
1.0049 |
-0.0097 |
-1.0% |
1.0049 |
| Range |
0.0059 |
0.0089 |
0.0030 |
50.8% |
0.0136 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.7% |
0.0000 |
| Volume |
40 |
44 |
4 |
10.0% |
350 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0282 |
1.0098 |
|
| R3 |
1.0248 |
1.0193 |
1.0073 |
|
| R2 |
1.0159 |
1.0159 |
1.0065 |
|
| R1 |
1.0104 |
1.0104 |
1.0057 |
1.0087 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0062 |
| S1 |
1.0015 |
1.0015 |
1.0041 |
0.9998 |
| S2 |
0.9981 |
0.9981 |
1.0033 |
|
| S3 |
0.9892 |
0.9926 |
1.0025 |
|
| S4 |
0.9803 |
0.9837 |
1.0000 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0407 |
1.0124 |
|
| R3 |
1.0358 |
1.0271 |
1.0086 |
|
| R2 |
1.0222 |
1.0222 |
1.0074 |
|
| R1 |
1.0135 |
1.0135 |
1.0061 |
1.0111 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0073 |
| S1 |
0.9999 |
0.9999 |
1.0037 |
0.9975 |
| S2 |
0.9950 |
0.9950 |
1.0024 |
|
| S3 |
0.9814 |
0.9863 |
1.0012 |
|
| S4 |
0.9678 |
0.9727 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0172 |
0.9941 |
0.0231 |
2.3% |
0.0075 |
0.7% |
47% |
False |
False |
70 |
| 10 |
1.0172 |
0.9836 |
0.0336 |
3.3% |
0.0051 |
0.5% |
63% |
False |
False |
107 |
| 20 |
1.0172 |
0.9709 |
0.0463 |
4.6% |
0.0056 |
0.6% |
73% |
False |
False |
118 |
| 40 |
1.0172 |
0.9545 |
0.0627 |
6.2% |
0.0037 |
0.4% |
80% |
False |
False |
61 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0025 |
0.2% |
72% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0503 |
|
2.618 |
1.0358 |
|
1.618 |
1.0269 |
|
1.000 |
1.0214 |
|
0.618 |
1.0180 |
|
HIGH |
1.0125 |
|
0.618 |
1.0091 |
|
0.500 |
1.0081 |
|
0.382 |
1.0070 |
|
LOW |
1.0036 |
|
0.618 |
0.9981 |
|
1.000 |
0.9947 |
|
1.618 |
0.9892 |
|
2.618 |
0.9803 |
|
4.250 |
0.9658 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0104 |
| PP |
1.0070 |
1.0086 |
| S1 |
1.0060 |
1.0067 |
|