CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0137 |
0.0051 |
0.5% |
1.0259 |
| High |
1.0150 |
1.0140 |
-0.0010 |
-0.1% |
1.0282 |
| Low |
1.0086 |
1.0110 |
0.0024 |
0.2% |
1.0077 |
| Close |
1.0118 |
1.0140 |
0.0022 |
0.2% |
1.0140 |
| Range |
0.0064 |
0.0030 |
-0.0034 |
-53.1% |
0.0205 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
51 |
95 |
44 |
86.3% |
297 |
|
| Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0220 |
1.0210 |
1.0157 |
|
| R3 |
1.0190 |
1.0180 |
1.0148 |
|
| R2 |
1.0160 |
1.0160 |
1.0146 |
|
| R1 |
1.0150 |
1.0150 |
1.0143 |
1.0155 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0133 |
| S1 |
1.0120 |
1.0120 |
1.0137 |
1.0125 |
| S2 |
1.0100 |
1.0100 |
1.0135 |
|
| S3 |
1.0070 |
1.0090 |
1.0132 |
|
| S4 |
1.0040 |
1.0060 |
1.0124 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0666 |
1.0253 |
|
| R3 |
1.0576 |
1.0461 |
1.0196 |
|
| R2 |
1.0371 |
1.0371 |
1.0178 |
|
| R1 |
1.0256 |
1.0256 |
1.0159 |
1.0211 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0144 |
| S1 |
1.0051 |
1.0051 |
1.0121 |
1.0006 |
| S2 |
0.9961 |
0.9961 |
1.0102 |
|
| S3 |
0.9756 |
0.9846 |
1.0084 |
|
| S4 |
0.9551 |
0.9641 |
1.0027 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0219 |
|
1.618 |
1.0189 |
|
1.000 |
1.0170 |
|
0.618 |
1.0159 |
|
HIGH |
1.0140 |
|
0.618 |
1.0129 |
|
0.500 |
1.0125 |
|
0.382 |
1.0121 |
|
LOW |
1.0110 |
|
0.618 |
1.0091 |
|
1.000 |
1.0080 |
|
1.618 |
1.0061 |
|
2.618 |
1.0031 |
|
4.250 |
0.9983 |
|
|
| Fisher Pivots for day following 06-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0131 |
| PP |
1.0130 |
1.0123 |
| S1 |
1.0125 |
1.0114 |
|