CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0305 |
0.0044 |
0.4% |
1.0295 |
| High |
1.0305 |
1.0344 |
0.0039 |
0.4% |
1.0348 |
| Low |
1.0227 |
1.0295 |
0.0068 |
0.7% |
1.0235 |
| Close |
1.0295 |
1.0343 |
0.0048 |
0.5% |
1.0306 |
| Range |
0.0078 |
0.0049 |
-0.0029 |
-37.2% |
0.0113 |
| ATR |
0.0098 |
0.0094 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
110,361 |
113,654 |
3,293 |
3.0% |
564,423 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0458 |
1.0370 |
|
| R3 |
1.0425 |
1.0409 |
1.0356 |
|
| R2 |
1.0376 |
1.0376 |
1.0352 |
|
| R1 |
1.0360 |
1.0360 |
1.0347 |
1.0368 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0332 |
| S1 |
1.0311 |
1.0311 |
1.0339 |
1.0319 |
| S2 |
1.0278 |
1.0278 |
1.0334 |
|
| S3 |
1.0229 |
1.0262 |
1.0330 |
|
| S4 |
1.0180 |
1.0213 |
1.0316 |
|
|
| 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 |
1.0344 |
1.0182 |
0.0162 |
1.6% |
0.0079 |
0.8% |
99% |
True |
False |
115,104 |
| 10 |
1.0380 |
1.0182 |
0.0198 |
1.9% |
0.0083 |
0.8% |
81% |
False |
False |
117,648 |
| 20 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0093 |
0.9% |
84% |
False |
False |
117,519 |
| 40 |
1.0682 |
1.0150 |
0.0532 |
5.1% |
0.0101 |
1.0% |
36% |
False |
False |
92,131 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0099 |
1.0% |
34% |
False |
False |
61,475 |
| 80 |
1.0720 |
1.0062 |
0.0658 |
6.4% |
0.0090 |
0.9% |
43% |
False |
False |
46,123 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.7% |
0.0079 |
0.8% |
62% |
False |
False |
36,899 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0067 |
0.6% |
69% |
False |
False |
30,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0552 |
|
2.618 |
1.0472 |
|
1.618 |
1.0423 |
|
1.000 |
1.0393 |
|
0.618 |
1.0374 |
|
HIGH |
1.0344 |
|
0.618 |
1.0325 |
|
0.500 |
1.0320 |
|
0.382 |
1.0314 |
|
LOW |
1.0295 |
|
0.618 |
1.0265 |
|
1.000 |
1.0246 |
|
1.618 |
1.0216 |
|
2.618 |
1.0167 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0335 |
1.0316 |
| PP |
1.0327 |
1.0290 |
| S1 |
1.0320 |
1.0263 |
|