CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0246 |
-0.0074 |
-0.7% |
1.0371 |
| High |
1.0380 |
1.0251 |
-0.0129 |
-1.2% |
1.0461 |
| Low |
1.0213 |
1.0163 |
-0.0050 |
-0.5% |
1.0214 |
| Close |
1.0218 |
1.0176 |
-0.0042 |
-0.4% |
1.0269 |
| Range |
0.0167 |
0.0088 |
-0.0079 |
-47.3% |
0.0247 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
145,770 |
137,813 |
-7,957 |
-5.5% |
572,586 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0406 |
1.0224 |
|
| R3 |
1.0373 |
1.0318 |
1.0200 |
|
| R2 |
1.0285 |
1.0285 |
1.0192 |
|
| R1 |
1.0230 |
1.0230 |
1.0184 |
1.0214 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0188 |
| S1 |
1.0142 |
1.0142 |
1.0168 |
1.0126 |
| S2 |
1.0109 |
1.0109 |
1.0160 |
|
| S3 |
1.0021 |
1.0054 |
1.0152 |
|
| S4 |
0.9933 |
0.9966 |
1.0128 |
|
|
| 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 |
1.0380 |
1.0163 |
0.0217 |
2.1% |
0.0102 |
1.0% |
6% |
False |
True |
123,306 |
| 10 |
1.0461 |
1.0163 |
0.0298 |
2.9% |
0.0110 |
1.1% |
4% |
False |
True |
123,834 |
| 20 |
1.0552 |
1.0163 |
0.0389 |
3.8% |
0.0110 |
1.1% |
3% |
False |
True |
96,862 |
| 40 |
1.0720 |
1.0163 |
0.0557 |
5.5% |
0.0103 |
1.0% |
2% |
False |
True |
48,859 |
| 60 |
1.0720 |
1.0080 |
0.0640 |
6.3% |
0.0094 |
0.9% |
15% |
False |
False |
32,598 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.9% |
0.0081 |
0.8% |
46% |
False |
False |
24,451 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0067 |
0.7% |
56% |
False |
False |
19,561 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0056 |
0.5% |
56% |
False |
False |
16,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0481 |
|
1.618 |
1.0393 |
|
1.000 |
1.0339 |
|
0.618 |
1.0305 |
|
HIGH |
1.0251 |
|
0.618 |
1.0217 |
|
0.500 |
1.0207 |
|
0.382 |
1.0197 |
|
LOW |
1.0163 |
|
0.618 |
1.0109 |
|
1.000 |
1.0075 |
|
1.618 |
1.0021 |
|
2.618 |
0.9933 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0272 |
| PP |
1.0197 |
1.0240 |
| S1 |
1.0186 |
1.0208 |
|