CME Australian Dollar Future September 2012
Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0230 |
1.0300 |
0.0070 |
0.7% |
1.0437 |
High |
1.0230 |
1.0331 |
0.0101 |
1.0% |
1.0437 |
Low |
1.0230 |
1.0300 |
0.0070 |
0.7% |
1.0300 |
Close |
1.0230 |
1.0331 |
0.0101 |
1.0% |
1.0353 |
Range |
0.0000 |
0.0031 |
0.0031 |
|
0.0137 |
ATR |
0.0048 |
0.0052 |
0.0004 |
8.0% |
0.0000 |
Volume |
6 |
6 |
0 |
0.0% |
270 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0414 |
1.0403 |
1.0348 |
|
R3 |
1.0383 |
1.0372 |
1.0340 |
|
R2 |
1.0352 |
1.0352 |
1.0337 |
|
R1 |
1.0341 |
1.0341 |
1.0334 |
1.0347 |
PP |
1.0321 |
1.0321 |
1.0321 |
1.0323 |
S1 |
1.0310 |
1.0310 |
1.0328 |
1.0316 |
S2 |
1.0290 |
1.0290 |
1.0325 |
|
S3 |
1.0259 |
1.0279 |
1.0322 |
|
S4 |
1.0228 |
1.0248 |
1.0314 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0774 |
1.0701 |
1.0428 |
|
R3 |
1.0637 |
1.0564 |
1.0391 |
|
R2 |
1.0500 |
1.0500 |
1.0378 |
|
R1 |
1.0427 |
1.0427 |
1.0366 |
1.0395 |
PP |
1.0363 |
1.0363 |
1.0363 |
1.0348 |
S1 |
1.0290 |
1.0290 |
1.0340 |
1.0258 |
S2 |
1.0226 |
1.0226 |
1.0328 |
|
S3 |
1.0089 |
1.0153 |
1.0315 |
|
S4 |
0.9952 |
1.0016 |
1.0278 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0463 |
2.618 |
1.0412 |
1.618 |
1.0381 |
1.000 |
1.0362 |
0.618 |
1.0350 |
HIGH |
1.0331 |
0.618 |
1.0319 |
0.500 |
1.0316 |
0.382 |
1.0312 |
LOW |
1.0300 |
0.618 |
1.0281 |
1.000 |
1.0269 |
1.618 |
1.0250 |
2.618 |
1.0219 |
4.250 |
1.0168 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0326 |
1.0314 |
PP |
1.0321 |
1.0297 |
S1 |
1.0316 |
1.0281 |
|