CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0286 |
1.0326 |
0.0040 |
0.4% |
1.0215 |
High |
1.0348 |
1.0346 |
-0.0002 |
0.0% |
1.0380 |
Low |
1.0235 |
1.0272 |
0.0037 |
0.4% |
1.0150 |
Close |
1.0343 |
1.0291 |
-0.0052 |
-0.5% |
1.0311 |
Range |
0.0113 |
0.0074 |
-0.0039 |
-34.5% |
0.0230 |
ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
107,436 |
101,774 |
-5,662 |
-5.3% |
586,012 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0525 |
1.0482 |
1.0332 |
|
R3 |
1.0451 |
1.0408 |
1.0311 |
|
R2 |
1.0377 |
1.0377 |
1.0305 |
|
R1 |
1.0334 |
1.0334 |
1.0298 |
1.0319 |
PP |
1.0303 |
1.0303 |
1.0303 |
1.0295 |
S1 |
1.0260 |
1.0260 |
1.0284 |
1.0245 |
S2 |
1.0229 |
1.0229 |
1.0277 |
|
S3 |
1.0155 |
1.0186 |
1.0271 |
|
S4 |
1.0081 |
1.0112 |
1.0250 |
|
|
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 |
1.0219 |
0.0161 |
1.6% |
0.0102 |
1.0% |
45% |
False |
False |
123,496 |
10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0096 |
0.9% |
61% |
False |
False |
115,758 |
20 |
1.0461 |
1.0150 |
0.0311 |
3.0% |
0.0104 |
1.0% |
45% |
False |
False |
119,261 |
40 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0103 |
1.0% |
25% |
False |
False |
74,325 |
60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0099 |
1.0% |
25% |
False |
False |
49,583 |
80 |
1.0720 |
0.9918 |
0.0802 |
7.8% |
0.0085 |
0.8% |
47% |
False |
False |
37,198 |
100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0075 |
0.7% |
65% |
False |
False |
29,758 |
120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0063 |
0.6% |
65% |
False |
False |
24,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0661 |
2.618 |
1.0540 |
1.618 |
1.0466 |
1.000 |
1.0420 |
0.618 |
1.0392 |
HIGH |
1.0346 |
0.618 |
1.0318 |
0.500 |
1.0309 |
0.382 |
1.0300 |
LOW |
1.0272 |
0.618 |
1.0226 |
1.000 |
1.0198 |
1.618 |
1.0152 |
2.618 |
1.0078 |
4.250 |
0.9958 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0309 |
1.0292 |
PP |
1.0303 |
1.0291 |
S1 |
1.0297 |
1.0291 |
|