CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0317 |
0.0012 |
0.1% |
1.0309 |
| High |
1.0344 |
1.0422 |
0.0078 |
0.8% |
1.0422 |
| Low |
1.0295 |
1.0299 |
0.0004 |
0.0% |
1.0182 |
| Close |
1.0343 |
1.0416 |
0.0073 |
0.7% |
1.0416 |
| Range |
0.0049 |
0.0123 |
0.0074 |
151.0% |
0.0240 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.2% |
0.0000 |
| Volume |
113,654 |
129,688 |
16,034 |
14.1% |
605,900 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0705 |
1.0484 |
|
| R3 |
1.0625 |
1.0582 |
1.0450 |
|
| R2 |
1.0502 |
1.0502 |
1.0439 |
|
| R1 |
1.0459 |
1.0459 |
1.0427 |
1.0481 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0390 |
| S1 |
1.0336 |
1.0336 |
1.0405 |
1.0358 |
| S2 |
1.0256 |
1.0256 |
1.0393 |
|
| S3 |
1.0133 |
1.0213 |
1.0382 |
|
| S4 |
1.0010 |
1.0090 |
1.0348 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.0978 |
1.0548 |
|
| R3 |
1.0820 |
1.0738 |
1.0482 |
|
| R2 |
1.0580 |
1.0580 |
1.0460 |
|
| R1 |
1.0498 |
1.0498 |
1.0438 |
1.0539 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0361 |
| S1 |
1.0258 |
1.0258 |
1.0394 |
1.0299 |
| S2 |
1.0100 |
1.0100 |
1.0372 |
|
| S3 |
0.9860 |
1.0018 |
1.0350 |
|
| S4 |
0.9620 |
0.9778 |
1.0284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0422 |
1.0182 |
0.0240 |
2.3% |
0.0089 |
0.9% |
98% |
True |
False |
121,180 |
| 10 |
1.0422 |
1.0182 |
0.0240 |
2.3% |
0.0085 |
0.8% |
98% |
True |
False |
117,032 |
| 20 |
1.0422 |
1.0150 |
0.0272 |
2.6% |
0.0094 |
0.9% |
98% |
True |
False |
117,609 |
| 40 |
1.0680 |
1.0150 |
0.0530 |
5.1% |
0.0102 |
1.0% |
50% |
False |
False |
95,346 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0099 |
0.9% |
47% |
False |
False |
63,635 |
| 80 |
1.0720 |
1.0062 |
0.0658 |
6.3% |
0.0090 |
0.9% |
54% |
False |
False |
47,744 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.6% |
0.0080 |
0.8% |
70% |
False |
False |
38,196 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0068 |
0.7% |
75% |
False |
False |
31,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0945 |
|
2.618 |
1.0744 |
|
1.618 |
1.0621 |
|
1.000 |
1.0545 |
|
0.618 |
1.0498 |
|
HIGH |
1.0422 |
|
0.618 |
1.0375 |
|
0.500 |
1.0361 |
|
0.382 |
1.0346 |
|
LOW |
1.0299 |
|
0.618 |
1.0223 |
|
1.000 |
1.0176 |
|
1.618 |
1.0100 |
|
2.618 |
0.9977 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0398 |
1.0386 |
| PP |
1.0379 |
1.0355 |
| S1 |
1.0361 |
1.0325 |
|