CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0181 |
0.0081 |
0.8% |
1.0259 |
| High |
1.0156 |
1.0181 |
0.0025 |
0.2% |
1.0282 |
| Low |
1.0100 |
1.0080 |
-0.0020 |
-0.2% |
1.0077 |
| Close |
1.0156 |
1.0085 |
-0.0071 |
-0.7% |
1.0140 |
| Range |
0.0056 |
0.0101 |
0.0045 |
80.4% |
0.0205 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.3% |
0.0000 |
| Volume |
23 |
20 |
-3 |
-13.0% |
297 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0353 |
1.0141 |
|
| R3 |
1.0317 |
1.0252 |
1.0113 |
|
| R2 |
1.0216 |
1.0216 |
1.0104 |
|
| R1 |
1.0151 |
1.0151 |
1.0094 |
1.0133 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0107 |
| S1 |
1.0050 |
1.0050 |
1.0076 |
1.0032 |
| S2 |
1.0014 |
1.0014 |
1.0066 |
|
| S3 |
0.9913 |
0.9949 |
1.0057 |
|
| S4 |
0.9812 |
0.9848 |
1.0029 |
|
|
| 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 |
1.0610 |
|
2.618 |
1.0445 |
|
1.618 |
1.0344 |
|
1.000 |
1.0282 |
|
0.618 |
1.0243 |
|
HIGH |
1.0181 |
|
0.618 |
1.0142 |
|
0.500 |
1.0131 |
|
0.382 |
1.0119 |
|
LOW |
1.0080 |
|
0.618 |
1.0018 |
|
1.000 |
0.9979 |
|
1.618 |
0.9917 |
|
2.618 |
0.9816 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0131 |
| PP |
1.0115 |
1.0115 |
| S1 |
1.0100 |
1.0100 |
|