CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0170 |
0.0090 |
0.9% |
1.0259 |
| High |
1.0145 |
1.0279 |
0.0134 |
1.3% |
1.0282 |
| Low |
1.0080 |
1.0170 |
0.0090 |
0.9% |
1.0077 |
| Close |
1.0126 |
1.0272 |
0.0146 |
1.4% |
1.0140 |
| Range |
0.0065 |
0.0109 |
0.0044 |
67.7% |
0.0205 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
8.3% |
0.0000 |
| Volume |
17 |
84 |
67 |
394.1% |
297 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0567 |
1.0529 |
1.0332 |
|
| R3 |
1.0458 |
1.0420 |
1.0302 |
|
| R2 |
1.0349 |
1.0349 |
1.0292 |
|
| R1 |
1.0311 |
1.0311 |
1.0282 |
1.0330 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0250 |
| S1 |
1.0202 |
1.0202 |
1.0262 |
1.0221 |
| S2 |
1.0131 |
1.0131 |
1.0252 |
|
| S3 |
1.0022 |
1.0093 |
1.0242 |
|
| S4 |
0.9913 |
0.9984 |
1.0212 |
|
|
| 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 |
1.0742 |
|
2.618 |
1.0564 |
|
1.618 |
1.0455 |
|
1.000 |
1.0388 |
|
0.618 |
1.0346 |
|
HIGH |
1.0279 |
|
0.618 |
1.0237 |
|
0.500 |
1.0225 |
|
0.382 |
1.0212 |
|
LOW |
1.0170 |
|
0.618 |
1.0103 |
|
1.000 |
1.0061 |
|
1.618 |
0.9994 |
|
2.618 |
0.9885 |
|
4.250 |
0.9707 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0241 |
| PP |
1.0240 |
1.0210 |
| S1 |
1.0225 |
1.0180 |
|