CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0215 |
0.0031 |
0.3% |
1.0355 |
| High |
1.0244 |
1.0253 |
0.0009 |
0.1% |
1.0380 |
| Low |
1.0173 |
1.0177 |
0.0004 |
0.0% |
1.0163 |
| Close |
1.0211 |
1.0249 |
0.0038 |
0.4% |
1.0211 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.0% |
0.0217 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
107,214 |
51,267 |
-55,947 |
-52.2% |
501,648 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0454 |
1.0428 |
1.0291 |
|
| R3 |
1.0378 |
1.0352 |
1.0270 |
|
| R2 |
1.0302 |
1.0302 |
1.0263 |
|
| R1 |
1.0276 |
1.0276 |
1.0256 |
1.0289 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0233 |
| S1 |
1.0200 |
1.0200 |
1.0242 |
1.0213 |
| S2 |
1.0150 |
1.0150 |
1.0235 |
|
| S3 |
1.0074 |
1.0124 |
1.0228 |
|
| S4 |
0.9998 |
1.0048 |
1.0207 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0774 |
1.0330 |
|
| R3 |
1.0685 |
1.0557 |
1.0271 |
|
| R2 |
1.0468 |
1.0468 |
1.0251 |
|
| R1 |
1.0340 |
1.0340 |
1.0231 |
1.0296 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0229 |
| S1 |
1.0123 |
1.0123 |
1.0191 |
1.0079 |
| S2 |
1.0034 |
1.0034 |
1.0171 |
|
| S3 |
0.9817 |
0.9906 |
1.0151 |
|
| S4 |
0.9600 |
0.9689 |
1.0092 |
|
|
| 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% |
0.0098 |
1.0% |
40% |
False |
False |
110,583 |
| 10 |
1.0461 |
1.0163 |
0.0298 |
2.9% |
0.0099 |
1.0% |
29% |
False |
False |
112,550 |
| 20 |
1.0529 |
1.0163 |
0.0366 |
3.6% |
0.0106 |
1.0% |
23% |
False |
False |
103,273 |
| 40 |
1.0720 |
1.0163 |
0.0557 |
5.4% |
0.0104 |
1.0% |
15% |
False |
False |
52,819 |
| 60 |
1.0720 |
1.0080 |
0.0640 |
6.2% |
0.0095 |
0.9% |
26% |
False |
False |
35,237 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0082 |
0.8% |
53% |
False |
False |
26,432 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0068 |
0.7% |
62% |
False |
False |
21,146 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0057 |
0.6% |
62% |
False |
False |
17,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0576 |
|
2.618 |
1.0452 |
|
1.618 |
1.0376 |
|
1.000 |
1.0329 |
|
0.618 |
1.0300 |
|
HIGH |
1.0253 |
|
0.618 |
1.0224 |
|
0.500 |
1.0215 |
|
0.382 |
1.0206 |
|
LOW |
1.0177 |
|
0.618 |
1.0130 |
|
1.000 |
1.0101 |
|
1.618 |
1.0054 |
|
2.618 |
0.9978 |
|
4.250 |
0.9854 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0238 |
1.0235 |
| PP |
1.0226 |
1.0222 |
| S1 |
1.0215 |
1.0208 |
|