CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0261 |
1.0190 |
-0.0071 |
-0.7% |
1.0392 |
| High |
1.0261 |
1.0272 |
0.0011 |
0.1% |
1.0410 |
| Low |
1.0142 |
1.0185 |
0.0043 |
0.4% |
1.0142 |
| Close |
1.0177 |
1.0262 |
0.0085 |
0.8% |
1.0262 |
| Range |
0.0119 |
0.0087 |
-0.0032 |
-26.9% |
0.0268 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.8% |
0.0000 |
| Volume |
260 |
115 |
-145 |
-55.8% |
420 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0468 |
1.0310 |
|
| R3 |
1.0414 |
1.0381 |
1.0286 |
|
| R2 |
1.0327 |
1.0327 |
1.0278 |
|
| R1 |
1.0294 |
1.0294 |
1.0270 |
1.0311 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0248 |
| S1 |
1.0207 |
1.0207 |
1.0254 |
1.0224 |
| S2 |
1.0153 |
1.0153 |
1.0246 |
|
| S3 |
1.0066 |
1.0120 |
1.0238 |
|
| S4 |
0.9979 |
1.0033 |
1.0214 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.0937 |
1.0409 |
|
| R3 |
1.0807 |
1.0669 |
1.0336 |
|
| R2 |
1.0539 |
1.0539 |
1.0311 |
|
| R1 |
1.0401 |
1.0401 |
1.0287 |
1.0336 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0239 |
| S1 |
1.0133 |
1.0133 |
1.0237 |
1.0068 |
| S2 |
1.0003 |
1.0003 |
1.0213 |
|
| S3 |
0.9735 |
0.9865 |
1.0188 |
|
| S4 |
0.9467 |
0.9597 |
1.0115 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0642 |
|
2.618 |
1.0500 |
|
1.618 |
1.0413 |
|
1.000 |
1.0359 |
|
0.618 |
1.0326 |
|
HIGH |
1.0272 |
|
0.618 |
1.0239 |
|
0.500 |
1.0229 |
|
0.382 |
1.0218 |
|
LOW |
1.0185 |
|
0.618 |
1.0131 |
|
1.000 |
1.0098 |
|
1.618 |
1.0044 |
|
2.618 |
0.9957 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0248 |
| PP |
1.0240 |
1.0234 |
| S1 |
1.0229 |
1.0220 |
|