CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0361 |
1.0295 |
-0.0066 |
-0.6% |
1.0215 |
| High |
1.0380 |
1.0309 |
-0.0071 |
-0.7% |
1.0380 |
| Low |
1.0283 |
1.0239 |
-0.0044 |
-0.4% |
1.0150 |
| Close |
1.0311 |
1.0289 |
-0.0022 |
-0.2% |
1.0311 |
| Range |
0.0097 |
0.0070 |
-0.0027 |
-27.8% |
0.0230 |
| ATR |
0.0107 |
0.0105 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
135,846 |
117,338 |
-18,508 |
-13.6% |
586,012 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0459 |
1.0328 |
|
| R3 |
1.0419 |
1.0389 |
1.0308 |
|
| R2 |
1.0349 |
1.0349 |
1.0302 |
|
| R1 |
1.0319 |
1.0319 |
1.0295 |
1.0299 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0269 |
| S1 |
1.0249 |
1.0249 |
1.0283 |
1.0229 |
| S2 |
1.0209 |
1.0209 |
1.0276 |
|
| S3 |
1.0139 |
1.0179 |
1.0270 |
|
| S4 |
1.0069 |
1.0109 |
1.0251 |
|
|
| 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% |
0.0108 |
1.0% |
60% |
False |
False |
130,416 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0103 |
1.0% |
60% |
False |
False |
120,499 |
| 20 |
1.0529 |
1.0150 |
0.0379 |
3.7% |
0.0107 |
1.0% |
37% |
False |
False |
121,369 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0105 |
1.0% |
24% |
False |
False |
69,100 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0098 |
0.9% |
24% |
False |
False |
46,099 |
| 80 |
1.0720 |
0.9790 |
0.0930 |
9.0% |
0.0085 |
0.8% |
54% |
False |
False |
34,583 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0074 |
0.7% |
65% |
False |
False |
27,666 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0061 |
0.6% |
65% |
False |
False |
23,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0492 |
|
1.618 |
1.0422 |
|
1.000 |
1.0379 |
|
0.618 |
1.0352 |
|
HIGH |
1.0309 |
|
0.618 |
1.0282 |
|
0.500 |
1.0274 |
|
0.382 |
1.0266 |
|
LOW |
1.0239 |
|
0.618 |
1.0196 |
|
1.000 |
1.0169 |
|
1.618 |
1.0126 |
|
2.618 |
1.0056 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0284 |
1.0300 |
| PP |
1.0279 |
1.0296 |
| S1 |
1.0274 |
1.0293 |
|