CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0326 |
0.0060 |
0.6% |
1.0392 |
| High |
1.0331 |
1.0326 |
-0.0005 |
0.0% |
1.0410 |
| Low |
1.0240 |
1.0287 |
0.0047 |
0.5% |
1.0142 |
| Close |
1.0329 |
1.0287 |
-0.0042 |
-0.4% |
1.0262 |
| Range |
0.0091 |
0.0039 |
-0.0052 |
-57.1% |
0.0268 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
22 |
25 |
3 |
13.6% |
420 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0391 |
1.0308 |
|
| R3 |
1.0378 |
1.0352 |
1.0298 |
|
| R2 |
1.0339 |
1.0339 |
1.0294 |
|
| R1 |
1.0313 |
1.0313 |
1.0291 |
1.0307 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0297 |
| S1 |
1.0274 |
1.0274 |
1.0283 |
1.0268 |
| S2 |
1.0261 |
1.0261 |
1.0280 |
|
| S3 |
1.0222 |
1.0235 |
1.0276 |
|
| S4 |
1.0183 |
1.0196 |
1.0266 |
|
|
| 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 |
1.0492 |
|
2.618 |
1.0428 |
|
1.618 |
1.0389 |
|
1.000 |
1.0365 |
|
0.618 |
1.0350 |
|
HIGH |
1.0326 |
|
0.618 |
1.0311 |
|
0.500 |
1.0307 |
|
0.382 |
1.0302 |
|
LOW |
1.0287 |
|
0.618 |
1.0263 |
|
1.000 |
1.0248 |
|
1.618 |
1.0224 |
|
2.618 |
1.0185 |
|
4.250 |
1.0121 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0307 |
1.0277 |
| PP |
1.0300 |
1.0268 |
| S1 |
1.0294 |
1.0258 |
|