CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0080 |
-0.0101 |
-1.0% |
1.0259 |
| High |
1.0181 |
1.0145 |
-0.0036 |
-0.4% |
1.0282 |
| Low |
1.0080 |
1.0080 |
0.0000 |
0.0% |
1.0077 |
| Close |
1.0085 |
1.0126 |
0.0041 |
0.4% |
1.0140 |
| Range |
0.0101 |
0.0065 |
-0.0036 |
-35.6% |
0.0205 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
20 |
17 |
-3 |
-15.0% |
297 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0284 |
1.0162 |
|
| R3 |
1.0247 |
1.0219 |
1.0144 |
|
| R2 |
1.0182 |
1.0182 |
1.0138 |
|
| R1 |
1.0154 |
1.0154 |
1.0132 |
1.0168 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0124 |
| S1 |
1.0089 |
1.0089 |
1.0120 |
1.0103 |
| S2 |
1.0052 |
1.0052 |
1.0114 |
|
| S3 |
0.9987 |
1.0024 |
1.0108 |
|
| S4 |
0.9922 |
0.9959 |
1.0090 |
|
|
| 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 |
1.0421 |
|
2.618 |
1.0315 |
|
1.618 |
1.0250 |
|
1.000 |
1.0210 |
|
0.618 |
1.0185 |
|
HIGH |
1.0145 |
|
0.618 |
1.0120 |
|
0.500 |
1.0113 |
|
0.382 |
1.0105 |
|
LOW |
1.0080 |
|
0.618 |
1.0040 |
|
1.000 |
1.0015 |
|
1.618 |
0.9975 |
|
2.618 |
0.9910 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0131 |
| PP |
1.0117 |
1.0129 |
| S1 |
1.0113 |
1.0128 |
|