CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0086 |
-0.0065 |
-0.6% |
1.0266 |
| High |
1.0151 |
1.0150 |
-0.0001 |
0.0% |
1.0331 |
| Low |
1.0077 |
1.0086 |
0.0009 |
0.1% |
1.0144 |
| Close |
1.0083 |
1.0118 |
0.0035 |
0.3% |
1.0174 |
| Range |
0.0074 |
0.0064 |
-0.0010 |
-13.5% |
0.0187 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
41 |
51 |
10 |
24.4% |
118 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0278 |
1.0153 |
|
| R3 |
1.0246 |
1.0214 |
1.0136 |
|
| R2 |
1.0182 |
1.0182 |
1.0130 |
|
| R1 |
1.0150 |
1.0150 |
1.0124 |
1.0166 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0126 |
| S1 |
1.0086 |
1.0086 |
1.0112 |
1.0102 |
| S2 |
1.0054 |
1.0054 |
1.0106 |
|
| S3 |
0.9990 |
1.0022 |
1.0100 |
|
| S4 |
0.9926 |
0.9958 |
1.0083 |
|
|
| 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 |
1.0422 |
|
2.618 |
1.0318 |
|
1.618 |
1.0254 |
|
1.000 |
1.0214 |
|
0.618 |
1.0190 |
|
HIGH |
1.0150 |
|
0.618 |
1.0126 |
|
0.500 |
1.0118 |
|
0.382 |
1.0110 |
|
LOW |
1.0086 |
|
0.618 |
1.0046 |
|
1.000 |
1.0022 |
|
1.618 |
0.9982 |
|
2.618 |
0.9918 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0180 |
| PP |
1.0118 |
1.0159 |
| S1 |
1.0118 |
1.0139 |
|