CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0261 |
0.0001 |
0.0% |
1.0295 |
| High |
1.0265 |
1.0305 |
0.0040 |
0.4% |
1.0348 |
| Low |
1.0182 |
1.0227 |
0.0045 |
0.4% |
1.0235 |
| Close |
1.0227 |
1.0295 |
0.0068 |
0.7% |
1.0306 |
| Range |
0.0083 |
0.0078 |
-0.0005 |
-6.0% |
0.0113 |
| ATR |
0.0099 |
0.0098 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
123,947 |
110,361 |
-13,586 |
-11.0% |
564,423 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0480 |
1.0338 |
|
| R3 |
1.0432 |
1.0402 |
1.0316 |
|
| R2 |
1.0354 |
1.0354 |
1.0309 |
|
| R1 |
1.0324 |
1.0324 |
1.0302 |
1.0339 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0283 |
| S1 |
1.0246 |
1.0246 |
1.0288 |
1.0261 |
| S2 |
1.0198 |
1.0198 |
1.0281 |
|
| S3 |
1.0120 |
1.0168 |
1.0274 |
|
| S4 |
1.0042 |
1.0090 |
1.0252 |
|
|
| 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 |
1.0326 |
1.0182 |
0.0144 |
1.4% |
0.0085 |
0.8% |
78% |
False |
False |
120,086 |
| 10 |
1.0380 |
1.0182 |
0.0198 |
1.9% |
0.0094 |
0.9% |
57% |
False |
False |
121,791 |
| 20 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0096 |
0.9% |
63% |
False |
False |
118,578 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0103 |
1.0% |
25% |
False |
False |
89,295 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0099 |
1.0% |
25% |
False |
False |
59,582 |
| 80 |
1.0720 |
0.9998 |
0.0722 |
7.0% |
0.0090 |
0.9% |
41% |
False |
False |
44,703 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0079 |
0.8% |
58% |
False |
False |
35,763 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0067 |
0.6% |
65% |
False |
False |
29,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0637 |
|
2.618 |
1.0509 |
|
1.618 |
1.0431 |
|
1.000 |
1.0383 |
|
0.618 |
1.0353 |
|
HIGH |
1.0305 |
|
0.618 |
1.0275 |
|
0.500 |
1.0266 |
|
0.382 |
1.0257 |
|
LOW |
1.0227 |
|
0.618 |
1.0179 |
|
1.000 |
1.0149 |
|
1.618 |
1.0101 |
|
2.618 |
1.0023 |
|
4.250 |
0.9896 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0281 |
| PP |
1.0276 |
1.0266 |
| S1 |
1.0266 |
1.0252 |
|