CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0189 |
-0.0045 |
-0.4% |
1.0392 |
| High |
1.0249 |
1.0189 |
-0.0060 |
-0.6% |
1.0410 |
| Low |
1.0170 |
1.0144 |
-0.0026 |
-0.3% |
1.0142 |
| Close |
1.0188 |
1.0173 |
-0.0015 |
-0.1% |
1.0262 |
| Range |
0.0079 |
0.0045 |
-0.0034 |
-43.0% |
0.0268 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
5 |
53 |
48 |
960.0% |
420 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0283 |
1.0198 |
|
| R3 |
1.0259 |
1.0238 |
1.0185 |
|
| R2 |
1.0214 |
1.0214 |
1.0181 |
|
| R1 |
1.0193 |
1.0193 |
1.0177 |
1.0181 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0163 |
| S1 |
1.0148 |
1.0148 |
1.0169 |
1.0136 |
| S2 |
1.0124 |
1.0124 |
1.0165 |
|
| S3 |
1.0079 |
1.0103 |
1.0161 |
|
| S4 |
1.0034 |
1.0058 |
1.0148 |
|
|
| 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 |
1.0380 |
|
2.618 |
1.0307 |
|
1.618 |
1.0262 |
|
1.000 |
1.0234 |
|
0.618 |
1.0217 |
|
HIGH |
1.0189 |
|
0.618 |
1.0172 |
|
0.500 |
1.0167 |
|
0.382 |
1.0161 |
|
LOW |
1.0144 |
|
0.618 |
1.0116 |
|
1.000 |
1.0099 |
|
1.618 |
1.0071 |
|
2.618 |
1.0026 |
|
4.250 |
0.9953 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0171 |
1.0235 |
| PP |
1.0169 |
1.0214 |
| S1 |
1.0167 |
1.0194 |
|