CME Australian Dollar Future September 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0502 |
1.0437 |
-0.0065 |
-0.6% |
1.0511 |
High |
1.0502 |
1.0437 |
-0.0065 |
-0.6% |
1.0557 |
Low |
1.0502 |
1.0437 |
-0.0065 |
-0.6% |
1.0502 |
Close |
1.0502 |
1.0437 |
-0.0065 |
-0.6% |
1.0502 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
3 |
70 |
67 |
2,233.3% |
49 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0437 |
1.0437 |
1.0437 |
|
R3 |
1.0437 |
1.0437 |
1.0437 |
|
R2 |
1.0437 |
1.0437 |
1.0437 |
|
R1 |
1.0437 |
1.0437 |
1.0437 |
1.0437 |
PP |
1.0437 |
1.0437 |
1.0437 |
1.0437 |
S1 |
1.0437 |
1.0437 |
1.0437 |
1.0437 |
S2 |
1.0437 |
1.0437 |
1.0437 |
|
S3 |
1.0437 |
1.0437 |
1.0437 |
|
S4 |
1.0437 |
1.0437 |
1.0437 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0685 |
1.0649 |
1.0532 |
|
R3 |
1.0630 |
1.0594 |
1.0517 |
|
R2 |
1.0575 |
1.0575 |
1.0512 |
|
R1 |
1.0539 |
1.0539 |
1.0507 |
1.0530 |
PP |
1.0520 |
1.0520 |
1.0520 |
1.0516 |
S1 |
1.0484 |
1.0484 |
1.0497 |
1.0475 |
S2 |
1.0465 |
1.0465 |
1.0492 |
|
S3 |
1.0410 |
1.0429 |
1.0487 |
|
S4 |
1.0355 |
1.0374 |
1.0472 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0437 |
2.618 |
1.0437 |
1.618 |
1.0437 |
1.000 |
1.0437 |
0.618 |
1.0437 |
HIGH |
1.0437 |
0.618 |
1.0437 |
0.500 |
1.0437 |
0.382 |
1.0437 |
LOW |
1.0437 |
0.618 |
1.0437 |
1.000 |
1.0437 |
1.618 |
1.0437 |
2.618 |
1.0437 |
4.250 |
1.0437 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0437 |
1.0497 |
PP |
1.0437 |
1.0477 |
S1 |
1.0437 |
1.0457 |
|