CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0212 |
-0.0003 |
0.0% |
1.0100 |
| High |
1.0223 |
1.0212 |
-0.0011 |
-0.1% |
1.0279 |
| Low |
1.0180 |
1.0163 |
-0.0017 |
-0.2% |
1.0080 |
| Close |
1.0197 |
1.0170 |
-0.0027 |
-0.3% |
1.0217 |
| Range |
0.0043 |
0.0049 |
0.0006 |
14.0% |
0.0199 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
14 |
30 |
16 |
114.3% |
335 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0298 |
1.0197 |
|
| R3 |
1.0280 |
1.0249 |
1.0183 |
|
| R2 |
1.0231 |
1.0231 |
1.0179 |
|
| R1 |
1.0200 |
1.0200 |
1.0174 |
1.0191 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0177 |
| S1 |
1.0151 |
1.0151 |
1.0166 |
1.0142 |
| S2 |
1.0133 |
1.0133 |
1.0161 |
|
| S3 |
1.0084 |
1.0102 |
1.0157 |
|
| S4 |
1.0035 |
1.0053 |
1.0143 |
|
|
| 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 |
1.0420 |
|
2.618 |
1.0340 |
|
1.618 |
1.0291 |
|
1.000 |
1.0261 |
|
0.618 |
1.0242 |
|
HIGH |
1.0212 |
|
0.618 |
1.0193 |
|
0.500 |
1.0188 |
|
0.382 |
1.0182 |
|
LOW |
1.0163 |
|
0.618 |
1.0133 |
|
1.000 |
1.0114 |
|
1.618 |
1.0084 |
|
2.618 |
1.0035 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0206 |
| PP |
1.0182 |
1.0194 |
| S1 |
1.0176 |
1.0182 |
|