CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0174 |
0.0012 |
0.1% |
1.0100 |
| High |
1.0201 |
1.0249 |
0.0048 |
0.5% |
1.0279 |
| Low |
1.0148 |
1.0171 |
0.0023 |
0.2% |
1.0080 |
| Close |
1.0196 |
1.0249 |
0.0053 |
0.5% |
1.0217 |
| Range |
0.0053 |
0.0078 |
0.0025 |
47.2% |
0.0199 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.2% |
0.0000 |
| Volume |
143 |
19 |
-124 |
-86.7% |
335 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0431 |
1.0292 |
|
| R3 |
1.0379 |
1.0353 |
1.0270 |
|
| R2 |
1.0301 |
1.0301 |
1.0263 |
|
| R1 |
1.0275 |
1.0275 |
1.0256 |
1.0288 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0230 |
| S1 |
1.0197 |
1.0197 |
1.0242 |
1.0210 |
| S2 |
1.0145 |
1.0145 |
1.0235 |
|
| S3 |
1.0067 |
1.0119 |
1.0228 |
|
| S4 |
0.9989 |
1.0041 |
1.0206 |
|
|
| 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 |
1.0581 |
|
2.618 |
1.0453 |
|
1.618 |
1.0375 |
|
1.000 |
1.0327 |
|
0.618 |
1.0297 |
|
HIGH |
1.0249 |
|
0.618 |
1.0219 |
|
0.500 |
1.0210 |
|
0.382 |
1.0201 |
|
LOW |
1.0171 |
|
0.618 |
1.0123 |
|
1.000 |
1.0093 |
|
1.618 |
1.0045 |
|
2.618 |
0.9967 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0236 |
1.0232 |
| PP |
1.0223 |
1.0215 |
| S1 |
1.0210 |
1.0199 |
|