CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0213 |
0.0024 |
0.2% |
1.0266 |
| High |
1.0189 |
1.0219 |
0.0030 |
0.3% |
1.0331 |
| Low |
1.0144 |
1.0172 |
0.0028 |
0.3% |
1.0144 |
| Close |
1.0173 |
1.0174 |
0.0001 |
0.0% |
1.0174 |
| Range |
0.0045 |
0.0047 |
0.0002 |
4.4% |
0.0187 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
53 |
13 |
-40 |
-75.5% |
118 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0299 |
1.0200 |
|
| R3 |
1.0282 |
1.0252 |
1.0187 |
|
| R2 |
1.0235 |
1.0235 |
1.0183 |
|
| R1 |
1.0205 |
1.0205 |
1.0178 |
1.0197 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0184 |
| S1 |
1.0158 |
1.0158 |
1.0170 |
1.0150 |
| S2 |
1.0141 |
1.0141 |
1.0165 |
|
| S3 |
1.0094 |
1.0111 |
1.0161 |
|
| S4 |
1.0047 |
1.0064 |
1.0148 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0663 |
1.0277 |
|
| R3 |
1.0590 |
1.0476 |
1.0225 |
|
| R2 |
1.0403 |
1.0403 |
1.0208 |
|
| R1 |
1.0289 |
1.0289 |
1.0191 |
1.0253 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0198 |
| S1 |
1.0102 |
1.0102 |
1.0157 |
1.0066 |
| S2 |
1.0029 |
1.0029 |
1.0140 |
|
| S3 |
0.9842 |
0.9915 |
1.0123 |
|
| S4 |
0.9655 |
0.9728 |
1.0071 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0342 |
|
1.618 |
1.0295 |
|
1.000 |
1.0266 |
|
0.618 |
1.0248 |
|
HIGH |
1.0219 |
|
0.618 |
1.0201 |
|
0.500 |
1.0196 |
|
0.382 |
1.0190 |
|
LOW |
1.0172 |
|
0.618 |
1.0143 |
|
1.000 |
1.0125 |
|
1.618 |
1.0096 |
|
2.618 |
1.0049 |
|
4.250 |
0.9972 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0197 |
| PP |
1.0188 |
1.0189 |
| S1 |
1.0181 |
1.0182 |
|