CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0309 |
1.0260 |
-0.0049 |
-0.5% |
1.0295 |
| High |
1.0322 |
1.0265 |
-0.0057 |
-0.6% |
1.0348 |
| Low |
1.0210 |
1.0182 |
-0.0028 |
-0.3% |
1.0235 |
| Close |
1.0244 |
1.0227 |
-0.0017 |
-0.2% |
1.0306 |
| Range |
0.0112 |
0.0083 |
-0.0029 |
-25.9% |
0.0113 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
128,250 |
123,947 |
-4,303 |
-3.4% |
564,423 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0433 |
1.0273 |
|
| R3 |
1.0391 |
1.0350 |
1.0250 |
|
| R2 |
1.0308 |
1.0308 |
1.0242 |
|
| R1 |
1.0267 |
1.0267 |
1.0235 |
1.0246 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0214 |
| S1 |
1.0184 |
1.0184 |
1.0219 |
1.0163 |
| S2 |
1.0142 |
1.0142 |
1.0212 |
|
| S3 |
1.0059 |
1.0101 |
1.0204 |
|
| S4 |
0.9976 |
1.0018 |
1.0181 |
|
|
| 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 |
1.0346 |
1.0182 |
0.0164 |
1.6% |
0.0084 |
0.8% |
27% |
False |
True |
118,369 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0096 |
0.9% |
33% |
False |
False |
121,885 |
| 20 |
1.0461 |
1.0150 |
0.0311 |
3.0% |
0.0097 |
0.9% |
25% |
False |
False |
118,030 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0102 |
1.0% |
14% |
False |
False |
86,543 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.6% |
0.0099 |
1.0% |
14% |
False |
False |
57,743 |
| 80 |
1.0720 |
0.9958 |
0.0762 |
7.5% |
0.0089 |
0.9% |
35% |
False |
False |
43,323 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0078 |
0.8% |
51% |
False |
False |
34,659 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0066 |
0.6% |
60% |
False |
False |
28,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0482 |
|
1.618 |
1.0399 |
|
1.000 |
1.0348 |
|
0.618 |
1.0316 |
|
HIGH |
1.0265 |
|
0.618 |
1.0233 |
|
0.500 |
1.0224 |
|
0.382 |
1.0214 |
|
LOW |
1.0182 |
|
0.618 |
1.0131 |
|
1.000 |
1.0099 |
|
1.618 |
1.0048 |
|
2.618 |
0.9965 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0226 |
1.0252 |
| PP |
1.0225 |
1.0244 |
| S1 |
1.0224 |
1.0235 |
|