CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0177 |
1.0225 |
0.0048 |
0.5% |
1.0355 |
| High |
1.0256 |
1.0376 |
0.0120 |
1.2% |
1.0380 |
| Low |
1.0150 |
1.0219 |
0.0069 |
0.7% |
1.0163 |
| Close |
1.0219 |
1.0368 |
0.0149 |
1.5% |
1.0211 |
| Range |
0.0106 |
0.0157 |
0.0051 |
48.1% |
0.0217 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.6% |
0.0000 |
| Volume |
111,306 |
155,087 |
43,781 |
39.3% |
501,648 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0737 |
1.0454 |
|
| R3 |
1.0635 |
1.0580 |
1.0411 |
|
| R2 |
1.0478 |
1.0478 |
1.0397 |
|
| R1 |
1.0423 |
1.0423 |
1.0382 |
1.0451 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0335 |
| S1 |
1.0266 |
1.0266 |
1.0354 |
1.0294 |
| S2 |
1.0164 |
1.0164 |
1.0339 |
|
| S3 |
1.0007 |
1.0109 |
1.0325 |
|
| S4 |
0.9850 |
0.9952 |
1.0282 |
|
|
| 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 |
1.0376 |
1.0150 |
0.0226 |
2.2% |
0.0104 |
1.0% |
96% |
True |
False |
111,476 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0103 |
1.0% |
95% |
False |
False |
117,391 |
| 20 |
1.0529 |
1.0150 |
0.0379 |
3.7% |
0.0109 |
1.1% |
58% |
False |
False |
117,167 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0106 |
1.0% |
38% |
False |
False |
62,779 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0096 |
0.9% |
38% |
False |
False |
41,880 |
| 80 |
1.0720 |
0.9744 |
0.0976 |
9.4% |
0.0084 |
0.8% |
64% |
False |
False |
31,418 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0072 |
0.7% |
71% |
False |
False |
25,134 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0060 |
0.6% |
71% |
False |
False |
20,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1043 |
|
2.618 |
1.0787 |
|
1.618 |
1.0630 |
|
1.000 |
1.0533 |
|
0.618 |
1.0473 |
|
HIGH |
1.0376 |
|
0.618 |
1.0316 |
|
0.500 |
1.0298 |
|
0.382 |
1.0279 |
|
LOW |
1.0219 |
|
0.618 |
1.0122 |
|
1.000 |
1.0062 |
|
1.618 |
0.9965 |
|
2.618 |
0.9808 |
|
4.250 |
0.9552 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0345 |
1.0333 |
| PP |
1.0321 |
1.0298 |
| S1 |
1.0298 |
1.0263 |
|