CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0225 |
1.0361 |
0.0136 |
1.3% |
1.0215 |
| High |
1.0376 |
1.0380 |
0.0004 |
0.0% |
1.0380 |
| Low |
1.0219 |
1.0283 |
0.0064 |
0.6% |
1.0150 |
| Close |
1.0368 |
1.0311 |
-0.0057 |
-0.5% |
1.0311 |
| Range |
0.0157 |
0.0097 |
-0.0060 |
-38.2% |
0.0230 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
155,087 |
135,846 |
-19,241 |
-12.4% |
586,012 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0560 |
1.0364 |
|
| R3 |
1.0519 |
1.0463 |
1.0338 |
|
| R2 |
1.0422 |
1.0422 |
1.0329 |
|
| R1 |
1.0366 |
1.0366 |
1.0320 |
1.0346 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0314 |
| S1 |
1.0269 |
1.0269 |
1.0302 |
1.0249 |
| S2 |
1.0228 |
1.0228 |
1.0293 |
|
| S3 |
1.0131 |
1.0172 |
1.0284 |
|
| S4 |
1.0034 |
1.0075 |
1.0258 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0871 |
1.0438 |
|
| R3 |
1.0740 |
1.0641 |
1.0374 |
|
| R2 |
1.0510 |
1.0510 |
1.0353 |
|
| R1 |
1.0411 |
1.0411 |
1.0332 |
1.0461 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0305 |
| S1 |
1.0181 |
1.0181 |
1.0290 |
1.0231 |
| S2 |
1.0050 |
1.0050 |
1.0269 |
|
| S3 |
0.9820 |
0.9951 |
1.0248 |
|
| S4 |
0.9590 |
0.9721 |
1.0185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0109 |
1.1% |
70% |
True |
False |
117,202 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0102 |
1.0% |
70% |
True |
False |
118,186 |
| 20 |
1.0529 |
1.0150 |
0.0379 |
3.7% |
0.0108 |
1.0% |
42% |
False |
False |
120,807 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0106 |
1.0% |
28% |
False |
False |
66,169 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0097 |
0.9% |
28% |
False |
False |
44,143 |
| 80 |
1.0720 |
0.9744 |
0.0976 |
9.5% |
0.0085 |
0.8% |
58% |
False |
False |
33,116 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0073 |
0.7% |
67% |
False |
False |
26,493 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0061 |
0.6% |
67% |
False |
False |
22,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0792 |
|
2.618 |
1.0634 |
|
1.618 |
1.0537 |
|
1.000 |
1.0477 |
|
0.618 |
1.0440 |
|
HIGH |
1.0380 |
|
0.618 |
1.0343 |
|
0.500 |
1.0332 |
|
0.382 |
1.0320 |
|
LOW |
1.0283 |
|
0.618 |
1.0223 |
|
1.000 |
1.0186 |
|
1.618 |
1.0126 |
|
2.618 |
1.0029 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0296 |
| PP |
1.0325 |
1.0280 |
| S1 |
1.0318 |
1.0265 |
|