CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0215 |
1.0234 |
0.0019 |
0.2% |
1.0355 |
High |
1.0253 |
1.0278 |
0.0025 |
0.2% |
1.0380 |
Low |
1.0177 |
1.0170 |
-0.0007 |
-0.1% |
1.0163 |
Close |
1.0249 |
1.0177 |
-0.0072 |
-0.7% |
1.0211 |
Range |
0.0076 |
0.0108 |
0.0032 |
42.1% |
0.0217 |
ATR |
0.0104 |
0.0104 |
0.0000 |
0.3% |
0.0000 |
Volume |
51,267 |
132,506 |
81,239 |
158.5% |
501,648 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0532 |
1.0463 |
1.0236 |
|
R3 |
1.0424 |
1.0355 |
1.0207 |
|
R2 |
1.0316 |
1.0316 |
1.0197 |
|
R1 |
1.0247 |
1.0247 |
1.0187 |
1.0228 |
PP |
1.0208 |
1.0208 |
1.0208 |
1.0199 |
S1 |
1.0139 |
1.0139 |
1.0167 |
1.0120 |
S2 |
1.0100 |
1.0100 |
1.0157 |
|
S3 |
0.9992 |
1.0031 |
1.0147 |
|
S4 |
0.9884 |
0.9923 |
1.0118 |
|
|
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% |
0.0102 |
1.0% |
6% |
False |
False |
114,914 |
10 |
1.0461 |
1.0163 |
0.0298 |
2.9% |
0.0097 |
1.0% |
5% |
False |
False |
114,174 |
20 |
1.0529 |
1.0163 |
0.0366 |
3.6% |
0.0106 |
1.0% |
4% |
False |
False |
108,695 |
40 |
1.0720 |
1.0163 |
0.0557 |
5.5% |
0.0104 |
1.0% |
3% |
False |
False |
56,123 |
60 |
1.0720 |
1.0080 |
0.0640 |
6.3% |
0.0096 |
0.9% |
15% |
False |
False |
37,446 |
80 |
1.0720 |
0.9716 |
0.1004 |
9.9% |
0.0082 |
0.8% |
46% |
False |
False |
28,088 |
100 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0069 |
0.7% |
56% |
False |
False |
22,471 |
120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0058 |
0.6% |
56% |
False |
False |
18,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0737 |
2.618 |
1.0561 |
1.618 |
1.0453 |
1.000 |
1.0386 |
0.618 |
1.0345 |
HIGH |
1.0278 |
0.618 |
1.0237 |
0.500 |
1.0224 |
0.382 |
1.0211 |
LOW |
1.0170 |
0.618 |
1.0103 |
1.000 |
1.0062 |
1.618 |
0.9995 |
2.618 |
0.9887 |
4.250 |
0.9711 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0224 |
1.0224 |
PP |
1.0208 |
1.0208 |
S1 |
1.0193 |
1.0193 |
|