CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0174 |
1.0215 |
0.0041 |
0.4% |
1.0100 |
| High |
1.0249 |
1.0223 |
-0.0026 |
-0.3% |
1.0279 |
| Low |
1.0171 |
1.0180 |
0.0009 |
0.1% |
1.0080 |
| Close |
1.0249 |
1.0197 |
-0.0052 |
-0.5% |
1.0217 |
| Range |
0.0078 |
0.0043 |
-0.0035 |
-44.9% |
0.0199 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
19 |
14 |
-5 |
-26.3% |
335 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0306 |
1.0221 |
|
| R3 |
1.0286 |
1.0263 |
1.0209 |
|
| R2 |
1.0243 |
1.0243 |
1.0205 |
|
| R1 |
1.0220 |
1.0220 |
1.0201 |
1.0210 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0195 |
| S1 |
1.0177 |
1.0177 |
1.0193 |
1.0167 |
| S2 |
1.0157 |
1.0157 |
1.0189 |
|
| S3 |
1.0114 |
1.0134 |
1.0185 |
|
| S4 |
1.0071 |
1.0091 |
1.0173 |
|
|
| 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 |
1.0406 |
|
2.618 |
1.0336 |
|
1.618 |
1.0293 |
|
1.000 |
1.0266 |
|
0.618 |
1.0250 |
|
HIGH |
1.0223 |
|
0.618 |
1.0207 |
|
0.500 |
1.0202 |
|
0.382 |
1.0196 |
|
LOW |
1.0180 |
|
0.618 |
1.0153 |
|
1.000 |
1.0137 |
|
1.618 |
1.0110 |
|
2.618 |
1.0067 |
|
4.250 |
0.9997 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0199 |
| PP |
1.0200 |
1.0198 |
| S1 |
1.0199 |
1.0198 |
|