CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0162 |
-0.0086 |
-0.8% |
1.0100 |
| High |
1.0248 |
1.0201 |
-0.0047 |
-0.5% |
1.0279 |
| Low |
1.0196 |
1.0148 |
-0.0048 |
-0.5% |
1.0080 |
| Close |
1.0217 |
1.0196 |
-0.0021 |
-0.2% |
1.0217 |
| Range |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0199 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
191 |
143 |
-48 |
-25.1% |
335 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0321 |
1.0225 |
|
| R3 |
1.0288 |
1.0268 |
1.0211 |
|
| R2 |
1.0235 |
1.0235 |
1.0206 |
|
| R1 |
1.0215 |
1.0215 |
1.0201 |
1.0225 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0187 |
| S1 |
1.0162 |
1.0162 |
1.0191 |
1.0172 |
| S2 |
1.0129 |
1.0129 |
1.0186 |
|
| S3 |
1.0076 |
1.0109 |
1.0181 |
|
| S4 |
1.0023 |
1.0056 |
1.0167 |
|
|
| 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 |
1.0426 |
|
2.618 |
1.0340 |
|
1.618 |
1.0287 |
|
1.000 |
1.0254 |
|
0.618 |
1.0234 |
|
HIGH |
1.0201 |
|
0.618 |
1.0181 |
|
0.500 |
1.0175 |
|
0.382 |
1.0168 |
|
LOW |
1.0148 |
|
0.618 |
1.0115 |
|
1.000 |
1.0095 |
|
1.618 |
1.0062 |
|
2.618 |
1.0009 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0189 |
1.0214 |
| PP |
1.0182 |
1.0208 |
| S1 |
1.0175 |
1.0202 |
|