CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0355 |
0.0065 |
0.6% |
1.0371 |
| High |
1.0327 |
1.0364 |
0.0037 |
0.4% |
1.0461 |
| Low |
1.0260 |
1.0278 |
0.0018 |
0.2% |
1.0214 |
| Close |
1.0269 |
1.0353 |
0.0084 |
0.8% |
1.0269 |
| Range |
0.0067 |
0.0086 |
0.0019 |
28.4% |
0.0247 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
94,204 |
110,851 |
16,647 |
17.7% |
572,586 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0557 |
1.0400 |
|
| R3 |
1.0504 |
1.0471 |
1.0377 |
|
| R2 |
1.0418 |
1.0418 |
1.0369 |
|
| R1 |
1.0385 |
1.0385 |
1.0361 |
1.0359 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0318 |
| S1 |
1.0299 |
1.0299 |
1.0345 |
1.0273 |
| S2 |
1.0246 |
1.0246 |
1.0337 |
|
| S3 |
1.0160 |
1.0213 |
1.0329 |
|
| S4 |
1.0074 |
1.0127 |
1.0306 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.0909 |
1.0405 |
|
| R3 |
1.0809 |
1.0662 |
1.0337 |
|
| R2 |
1.0562 |
1.0562 |
1.0314 |
|
| R1 |
1.0415 |
1.0415 |
1.0292 |
1.0365 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0290 |
| S1 |
1.0168 |
1.0168 |
1.0246 |
1.0118 |
| S2 |
1.0068 |
1.0068 |
1.0224 |
|
| S3 |
0.9821 |
0.9921 |
1.0201 |
|
| S4 |
0.9574 |
0.9674 |
1.0133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0461 |
1.0214 |
0.0247 |
2.4% |
0.0093 |
0.9% |
56% |
False |
False |
113,435 |
| 10 |
1.0517 |
1.0214 |
0.0303 |
2.9% |
0.0111 |
1.1% |
46% |
False |
False |
123,135 |
| 20 |
1.0565 |
1.0214 |
0.0351 |
3.4% |
0.0110 |
1.1% |
40% |
False |
False |
83,109 |
| 40 |
1.0720 |
1.0214 |
0.0506 |
4.9% |
0.0100 |
1.0% |
27% |
False |
False |
41,771 |
| 60 |
1.0720 |
1.0062 |
0.0658 |
6.4% |
0.0090 |
0.9% |
44% |
False |
False |
27,872 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.7% |
0.0078 |
0.8% |
63% |
False |
False |
20,906 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0064 |
0.6% |
70% |
False |
False |
16,725 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0054 |
0.5% |
70% |
False |
False |
13,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0589 |
|
1.618 |
1.0503 |
|
1.000 |
1.0450 |
|
0.618 |
1.0417 |
|
HIGH |
1.0364 |
|
0.618 |
1.0331 |
|
0.500 |
1.0321 |
|
0.382 |
1.0311 |
|
LOW |
1.0278 |
|
0.618 |
1.0225 |
|
1.000 |
1.0192 |
|
1.618 |
1.0139 |
|
2.618 |
1.0053 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0342 |
1.0332 |
| PP |
1.0332 |
1.0310 |
| S1 |
1.0321 |
1.0289 |
|