CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0309 |
0.0039 |
0.4% |
1.0295 |
| High |
1.0320 |
1.0322 |
0.0002 |
0.0% |
1.0348 |
| Low |
1.0246 |
1.0210 |
-0.0036 |
-0.4% |
1.0235 |
| Close |
1.0306 |
1.0244 |
-0.0062 |
-0.6% |
1.0306 |
| Range |
0.0074 |
0.0112 |
0.0038 |
51.4% |
0.0113 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.9% |
0.0000 |
| Volume |
99,308 |
128,250 |
28,942 |
29.1% |
564,423 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0531 |
1.0306 |
|
| R3 |
1.0483 |
1.0419 |
1.0275 |
|
| R2 |
1.0371 |
1.0371 |
1.0265 |
|
| R1 |
1.0307 |
1.0307 |
1.0254 |
1.0283 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0247 |
| S1 |
1.0195 |
1.0195 |
1.0234 |
1.0171 |
| S2 |
1.0147 |
1.0147 |
1.0223 |
|
| S3 |
1.0035 |
1.0083 |
1.0213 |
|
| S4 |
0.9923 |
0.9971 |
1.0182 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0584 |
1.0368 |
|
| R3 |
1.0522 |
1.0471 |
1.0337 |
|
| R2 |
1.0409 |
1.0409 |
1.0327 |
|
| R1 |
1.0358 |
1.0358 |
1.0316 |
1.0384 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0309 |
| S1 |
1.0245 |
1.0245 |
1.0296 |
1.0271 |
| S2 |
1.0183 |
1.0183 |
1.0285 |
|
| S3 |
1.0070 |
1.0132 |
1.0275 |
|
| S4 |
0.9957 |
1.0019 |
1.0244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0348 |
1.0210 |
0.0138 |
1.3% |
0.0090 |
0.9% |
25% |
False |
True |
115,067 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0099 |
1.0% |
41% |
False |
False |
122,741 |
| 20 |
1.0461 |
1.0150 |
0.0311 |
3.0% |
0.0099 |
1.0% |
30% |
False |
False |
117,645 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0103 |
1.0% |
16% |
False |
False |
83,453 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0099 |
1.0% |
16% |
False |
False |
55,678 |
| 80 |
1.0720 |
0.9918 |
0.0802 |
7.8% |
0.0088 |
0.9% |
41% |
False |
False |
41,774 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0077 |
0.8% |
53% |
False |
False |
33,420 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0065 |
0.6% |
61% |
False |
False |
27,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0798 |
|
2.618 |
1.0615 |
|
1.618 |
1.0503 |
|
1.000 |
1.0434 |
|
0.618 |
1.0391 |
|
HIGH |
1.0322 |
|
0.618 |
1.0279 |
|
0.500 |
1.0266 |
|
0.382 |
1.0253 |
|
LOW |
1.0210 |
|
0.618 |
1.0141 |
|
1.000 |
1.0098 |
|
1.618 |
1.0029 |
|
2.618 |
0.9917 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0268 |
| PP |
1.0259 |
1.0260 |
| S1 |
1.0251 |
1.0252 |
|