CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0317 |
1.0402 |
0.0085 |
0.8% |
1.0309 |
| High |
1.0422 |
1.0417 |
-0.0005 |
0.0% |
1.0422 |
| Low |
1.0299 |
1.0352 |
0.0053 |
0.5% |
1.0182 |
| Close |
1.0416 |
1.0368 |
-0.0048 |
-0.5% |
1.0416 |
| Range |
0.0123 |
0.0065 |
-0.0058 |
-47.2% |
0.0240 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
129,688 |
90,098 |
-39,590 |
-30.5% |
605,900 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0536 |
1.0404 |
|
| R3 |
1.0509 |
1.0471 |
1.0386 |
|
| R2 |
1.0444 |
1.0444 |
1.0380 |
|
| R1 |
1.0406 |
1.0406 |
1.0374 |
1.0393 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0372 |
| S1 |
1.0341 |
1.0341 |
1.0362 |
1.0328 |
| S2 |
1.0314 |
1.0314 |
1.0356 |
|
| S3 |
1.0249 |
1.0276 |
1.0350 |
|
| S4 |
1.0184 |
1.0211 |
1.0332 |
|
|
| 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% |
0.0080 |
0.8% |
78% |
False |
False |
113,549 |
| 10 |
1.0422 |
1.0182 |
0.0240 |
2.3% |
0.0085 |
0.8% |
78% |
False |
False |
114,308 |
| 20 |
1.0422 |
1.0150 |
0.0272 |
2.6% |
0.0094 |
0.9% |
80% |
False |
False |
117,404 |
| 40 |
1.0611 |
1.0150 |
0.0461 |
4.4% |
0.0102 |
1.0% |
47% |
False |
False |
97,519 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0099 |
1.0% |
38% |
False |
False |
65,135 |
| 80 |
1.0720 |
1.0062 |
0.0658 |
6.3% |
0.0091 |
0.9% |
47% |
False |
False |
48,870 |
| 100 |
1.0720 |
0.9716 |
0.1004 |
9.7% |
0.0081 |
0.8% |
65% |
False |
False |
39,097 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0069 |
0.7% |
71% |
False |
False |
32,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0587 |
|
1.618 |
1.0522 |
|
1.000 |
1.0482 |
|
0.618 |
1.0457 |
|
HIGH |
1.0417 |
|
0.618 |
1.0392 |
|
0.500 |
1.0385 |
|
0.382 |
1.0377 |
|
LOW |
1.0352 |
|
0.618 |
1.0312 |
|
1.000 |
1.0287 |
|
1.618 |
1.0247 |
|
2.618 |
1.0182 |
|
4.250 |
1.0076 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0365 |
| PP |
1.0379 |
1.0362 |
| S1 |
1.0374 |
1.0359 |
|