CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0326 |
1.0291 |
-0.0035 |
-0.3% |
1.0215 |
| High |
1.0346 |
1.0326 |
-0.0020 |
-0.2% |
1.0380 |
| Low |
1.0272 |
1.0248 |
-0.0024 |
-0.2% |
1.0150 |
| Close |
1.0291 |
1.0263 |
-0.0028 |
-0.3% |
1.0311 |
| Range |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0230 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
101,774 |
138,567 |
36,793 |
36.2% |
586,012 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0466 |
1.0306 |
|
| R3 |
1.0435 |
1.0388 |
1.0284 |
|
| R2 |
1.0357 |
1.0357 |
1.0277 |
|
| R1 |
1.0310 |
1.0310 |
1.0270 |
1.0295 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0271 |
| S1 |
1.0232 |
1.0232 |
1.0256 |
1.0217 |
| S2 |
1.0201 |
1.0201 |
1.0249 |
|
| S3 |
1.0123 |
1.0154 |
1.0242 |
|
| S4 |
1.0045 |
1.0076 |
1.0220 |
|
|
| 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 |
1.0235 |
0.0145 |
1.4% |
0.0086 |
0.8% |
19% |
False |
False |
120,192 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0095 |
0.9% |
49% |
False |
False |
115,834 |
| 20 |
1.0461 |
1.0150 |
0.0311 |
3.0% |
0.0102 |
1.0% |
36% |
False |
False |
119,834 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0103 |
1.0% |
20% |
False |
False |
77,780 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0099 |
1.0% |
20% |
False |
False |
51,892 |
| 80 |
1.0720 |
0.9918 |
0.0802 |
7.8% |
0.0086 |
0.8% |
43% |
False |
False |
38,930 |
| 100 |
1.0720 |
0.9521 |
0.1199 |
11.7% |
0.0076 |
0.7% |
62% |
False |
False |
31,144 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0064 |
0.6% |
63% |
False |
False |
25,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0658 |
|
2.618 |
1.0530 |
|
1.618 |
1.0452 |
|
1.000 |
1.0404 |
|
0.618 |
1.0374 |
|
HIGH |
1.0326 |
|
0.618 |
1.0296 |
|
0.500 |
1.0287 |
|
0.382 |
1.0278 |
|
LOW |
1.0248 |
|
0.618 |
1.0200 |
|
1.000 |
1.0170 |
|
1.618 |
1.0122 |
|
2.618 |
1.0044 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0287 |
1.0292 |
| PP |
1.0279 |
1.0282 |
| S1 |
1.0271 |
1.0273 |
|