CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0248 |
0.0078 |
0.8% |
1.0100 |
| High |
1.0279 |
1.0248 |
-0.0031 |
-0.3% |
1.0279 |
| Low |
1.0170 |
1.0196 |
0.0026 |
0.3% |
1.0080 |
| Close |
1.0272 |
1.0217 |
-0.0055 |
-0.5% |
1.0217 |
| Range |
0.0109 |
0.0052 |
-0.0057 |
-52.3% |
0.0199 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
84 |
191 |
107 |
127.4% |
335 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0349 |
1.0246 |
|
| R3 |
1.0324 |
1.0297 |
1.0231 |
|
| R2 |
1.0272 |
1.0272 |
1.0227 |
|
| R1 |
1.0245 |
1.0245 |
1.0222 |
1.0233 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0214 |
| S1 |
1.0193 |
1.0193 |
1.0212 |
1.0181 |
| S2 |
1.0168 |
1.0168 |
1.0207 |
|
| S3 |
1.0116 |
1.0141 |
1.0203 |
|
| S4 |
1.0064 |
1.0089 |
1.0188 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0702 |
1.0326 |
|
| R3 |
1.0590 |
1.0503 |
1.0272 |
|
| R2 |
1.0391 |
1.0391 |
1.0253 |
|
| R1 |
1.0304 |
1.0304 |
1.0235 |
1.0348 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0214 |
| S1 |
1.0105 |
1.0105 |
1.0199 |
1.0149 |
| S2 |
0.9993 |
0.9993 |
1.0181 |
|
| S3 |
0.9794 |
0.9906 |
1.0162 |
|
| S4 |
0.9595 |
0.9707 |
1.0108 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0469 |
|
2.618 |
1.0384 |
|
1.618 |
1.0332 |
|
1.000 |
1.0300 |
|
0.618 |
1.0280 |
|
HIGH |
1.0248 |
|
0.618 |
1.0228 |
|
0.500 |
1.0222 |
|
0.382 |
1.0216 |
|
LOW |
1.0196 |
|
0.618 |
1.0164 |
|
1.000 |
1.0144 |
|
1.618 |
1.0112 |
|
2.618 |
1.0060 |
|
4.250 |
0.9975 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0222 |
1.0205 |
| PP |
1.0220 |
1.0192 |
| S1 |
1.0219 |
1.0180 |
|