CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0286 |
-0.0009 |
-0.1% |
1.0215 |
| High |
1.0309 |
1.0348 |
0.0039 |
0.4% |
1.0380 |
| Low |
1.0239 |
1.0235 |
-0.0004 |
0.0% |
1.0150 |
| Close |
1.0289 |
1.0343 |
0.0054 |
0.5% |
1.0311 |
| Range |
0.0070 |
0.0113 |
0.0043 |
61.4% |
0.0230 |
| ATR |
0.0105 |
0.0105 |
0.0001 |
0.6% |
0.0000 |
| Volume |
117,338 |
107,436 |
-9,902 |
-8.4% |
586,012 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0608 |
1.0405 |
|
| R3 |
1.0535 |
1.0495 |
1.0374 |
|
| R2 |
1.0422 |
1.0422 |
1.0364 |
|
| R1 |
1.0382 |
1.0382 |
1.0353 |
1.0402 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0319 |
| S1 |
1.0269 |
1.0269 |
1.0333 |
1.0289 |
| S2 |
1.0196 |
1.0196 |
1.0322 |
|
| S3 |
1.0083 |
1.0156 |
1.0312 |
|
| S4 |
0.9970 |
1.0043 |
1.0281 |
|
|
| 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 |
1.0% |
84% |
False |
False |
125,402 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0105 |
1.0% |
84% |
False |
False |
120,158 |
| 20 |
1.0517 |
1.0150 |
0.0367 |
3.5% |
0.0108 |
1.0% |
53% |
False |
False |
121,646 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0105 |
1.0% |
34% |
False |
False |
71,781 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0098 |
0.9% |
34% |
False |
False |
47,887 |
| 80 |
1.0720 |
0.9900 |
0.0820 |
7.9% |
0.0085 |
0.8% |
54% |
False |
False |
35,926 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0075 |
0.7% |
69% |
False |
False |
28,741 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0062 |
0.6% |
69% |
False |
False |
23,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0828 |
|
2.618 |
1.0644 |
|
1.618 |
1.0531 |
|
1.000 |
1.0461 |
|
0.618 |
1.0418 |
|
HIGH |
1.0348 |
|
0.618 |
1.0305 |
|
0.500 |
1.0292 |
|
0.382 |
1.0278 |
|
LOW |
1.0235 |
|
0.618 |
1.0165 |
|
1.000 |
1.0122 |
|
1.618 |
1.0052 |
|
2.618 |
0.9939 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0331 |
| PP |
1.0309 |
1.0319 |
| S1 |
1.0292 |
1.0308 |
|