CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0261 |
-0.0032 |
-0.3% |
1.0284 |
| High |
1.0297 |
1.0261 |
-0.0036 |
-0.3% |
1.0377 |
| Low |
1.0232 |
1.0142 |
-0.0090 |
-0.9% |
1.0230 |
| Close |
1.0238 |
1.0177 |
-0.0061 |
-0.6% |
1.0373 |
| Range |
0.0065 |
0.0119 |
0.0054 |
83.1% |
0.0147 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.6% |
0.0000 |
| Volume |
7 |
260 |
253 |
3,614.3% |
17 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0483 |
1.0242 |
|
| R3 |
1.0431 |
1.0364 |
1.0210 |
|
| R2 |
1.0312 |
1.0312 |
1.0199 |
|
| R1 |
1.0245 |
1.0245 |
1.0188 |
1.0219 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0181 |
| S1 |
1.0126 |
1.0126 |
1.0166 |
1.0100 |
| S2 |
1.0074 |
1.0074 |
1.0155 |
|
| S3 |
0.9955 |
1.0007 |
1.0144 |
|
| S4 |
0.9836 |
0.9888 |
1.0112 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0717 |
1.0454 |
|
| R3 |
1.0621 |
1.0570 |
1.0413 |
|
| R2 |
1.0474 |
1.0474 |
1.0400 |
|
| R1 |
1.0423 |
1.0423 |
1.0386 |
1.0449 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0339 |
| S1 |
1.0276 |
1.0276 |
1.0360 |
1.0302 |
| S2 |
1.0180 |
1.0180 |
1.0346 |
|
| S3 |
1.0033 |
1.0129 |
1.0333 |
|
| S4 |
0.9886 |
0.9982 |
1.0292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0767 |
|
2.618 |
1.0573 |
|
1.618 |
1.0454 |
|
1.000 |
1.0380 |
|
0.618 |
1.0335 |
|
HIGH |
1.0261 |
|
0.618 |
1.0216 |
|
0.500 |
1.0202 |
|
0.382 |
1.0187 |
|
LOW |
1.0142 |
|
0.618 |
1.0068 |
|
1.000 |
1.0023 |
|
1.618 |
0.9949 |
|
2.618 |
0.9830 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0220 |
| PP |
1.0193 |
1.0205 |
| S1 |
1.0185 |
1.0191 |
|