CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0184 |
-0.0062 |
-0.6% |
1.0371 |
| High |
1.0251 |
1.0244 |
-0.0007 |
-0.1% |
1.0461 |
| Low |
1.0163 |
1.0173 |
0.0010 |
0.1% |
1.0214 |
| Close |
1.0176 |
1.0211 |
0.0035 |
0.3% |
1.0269 |
| Range |
0.0088 |
0.0071 |
-0.0017 |
-19.3% |
0.0247 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
137,813 |
107,214 |
-30,599 |
-22.2% |
572,586 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0388 |
1.0250 |
|
| R3 |
1.0351 |
1.0317 |
1.0231 |
|
| R2 |
1.0280 |
1.0280 |
1.0224 |
|
| R1 |
1.0246 |
1.0246 |
1.0218 |
1.0263 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0218 |
| S1 |
1.0175 |
1.0175 |
1.0204 |
1.0192 |
| S2 |
1.0138 |
1.0138 |
1.0198 |
|
| S3 |
1.0067 |
1.0104 |
1.0191 |
|
| S4 |
0.9996 |
1.0033 |
1.0172 |
|
|
| 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% |
0.0096 |
0.9% |
22% |
False |
False |
119,170 |
| 10 |
1.0461 |
1.0163 |
0.0298 |
2.9% |
0.0102 |
1.0% |
16% |
False |
False |
119,632 |
| 20 |
1.0544 |
1.0163 |
0.0381 |
3.7% |
0.0107 |
1.0% |
13% |
False |
False |
101,544 |
| 40 |
1.0720 |
1.0163 |
0.0557 |
5.5% |
0.0104 |
1.0% |
9% |
False |
False |
51,538 |
| 60 |
1.0720 |
1.0080 |
0.0640 |
6.3% |
0.0095 |
0.9% |
20% |
False |
False |
34,385 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0082 |
0.8% |
49% |
False |
False |
25,791 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0067 |
0.7% |
58% |
False |
False |
20,633 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0056 |
0.6% |
58% |
False |
False |
17,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0546 |
|
2.618 |
1.0430 |
|
1.618 |
1.0359 |
|
1.000 |
1.0315 |
|
0.618 |
1.0288 |
|
HIGH |
1.0244 |
|
0.618 |
1.0217 |
|
0.500 |
1.0209 |
|
0.382 |
1.0200 |
|
LOW |
1.0173 |
|
0.618 |
1.0129 |
|
1.000 |
1.0102 |
|
1.618 |
1.0058 |
|
2.618 |
0.9987 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0272 |
| PP |
1.0209 |
1.0251 |
| S1 |
1.0209 |
1.0231 |
|