CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0177 |
-0.0057 |
-0.6% |
1.0355 |
| High |
1.0278 |
1.0256 |
-0.0022 |
-0.2% |
1.0380 |
| Low |
1.0170 |
1.0150 |
-0.0020 |
-0.2% |
1.0163 |
| Close |
1.0177 |
1.0219 |
0.0042 |
0.4% |
1.0211 |
| Range |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0217 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
0.1% |
0.0000 |
| Volume |
132,506 |
111,306 |
-21,200 |
-16.0% |
501,648 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0479 |
1.0277 |
|
| R3 |
1.0420 |
1.0373 |
1.0248 |
|
| R2 |
1.0314 |
1.0314 |
1.0238 |
|
| R1 |
1.0267 |
1.0267 |
1.0229 |
1.0291 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0220 |
| S1 |
1.0161 |
1.0161 |
1.0209 |
1.0185 |
| S2 |
1.0102 |
1.0102 |
1.0200 |
|
| S3 |
0.9996 |
1.0055 |
1.0190 |
|
| S4 |
0.9890 |
0.9949 |
1.0161 |
|
|
| 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 |
1.0278 |
1.0150 |
0.0128 |
1.3% |
0.0090 |
0.9% |
54% |
False |
True |
108,021 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.3% |
0.0097 |
1.0% |
30% |
False |
True |
115,365 |
| 20 |
1.0529 |
1.0150 |
0.0379 |
3.7% |
0.0108 |
1.1% |
18% |
False |
True |
112,465 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0104 |
1.0% |
12% |
False |
True |
58,903 |
| 60 |
1.0720 |
1.0102 |
0.0618 |
6.0% |
0.0096 |
0.9% |
19% |
False |
False |
39,299 |
| 80 |
1.0720 |
0.9741 |
0.0979 |
9.6% |
0.0082 |
0.8% |
49% |
False |
False |
29,479 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0070 |
0.7% |
59% |
False |
False |
23,584 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0059 |
0.6% |
59% |
False |
False |
19,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0707 |
|
2.618 |
1.0534 |
|
1.618 |
1.0428 |
|
1.000 |
1.0362 |
|
0.618 |
1.0322 |
|
HIGH |
1.0256 |
|
0.618 |
1.0216 |
|
0.500 |
1.0203 |
|
0.382 |
1.0190 |
|
LOW |
1.0150 |
|
0.618 |
1.0084 |
|
1.000 |
1.0044 |
|
1.618 |
0.9978 |
|
2.618 |
0.9872 |
|
4.250 |
0.9700 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0217 |
| PP |
1.0208 |
1.0216 |
| S1 |
1.0203 |
1.0214 |
|