CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0165 |
-0.0047 |
-0.5% |
1.0162 |
| High |
1.0212 |
1.0220 |
0.0008 |
0.1% |
1.0249 |
| Low |
1.0163 |
1.0165 |
0.0002 |
0.0% |
1.0148 |
| Close |
1.0170 |
1.0212 |
0.0042 |
0.4% |
1.0212 |
| Range |
0.0049 |
0.0055 |
0.0006 |
12.2% |
0.0101 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
30 |
120 |
90 |
300.0% |
326 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0343 |
1.0242 |
|
| R3 |
1.0309 |
1.0288 |
1.0227 |
|
| R2 |
1.0254 |
1.0254 |
1.0222 |
|
| R1 |
1.0233 |
1.0233 |
1.0217 |
1.0244 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0204 |
| S1 |
1.0178 |
1.0178 |
1.0207 |
1.0189 |
| S2 |
1.0144 |
1.0144 |
1.0202 |
|
| S3 |
1.0089 |
1.0123 |
1.0197 |
|
| S4 |
1.0034 |
1.0068 |
1.0182 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0460 |
1.0268 |
|
| R3 |
1.0405 |
1.0359 |
1.0240 |
|
| R2 |
1.0304 |
1.0304 |
1.0231 |
|
| R1 |
1.0258 |
1.0258 |
1.0221 |
1.0281 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0215 |
| S1 |
1.0157 |
1.0157 |
1.0203 |
1.0180 |
| S2 |
1.0102 |
1.0102 |
1.0193 |
|
| S3 |
1.0001 |
1.0056 |
1.0184 |
|
| S4 |
0.9900 |
0.9955 |
1.0156 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0364 |
|
1.618 |
1.0309 |
|
1.000 |
1.0275 |
|
0.618 |
1.0254 |
|
HIGH |
1.0220 |
|
0.618 |
1.0199 |
|
0.500 |
1.0193 |
|
0.382 |
1.0186 |
|
LOW |
1.0165 |
|
0.618 |
1.0131 |
|
1.000 |
1.0110 |
|
1.618 |
1.0076 |
|
2.618 |
1.0021 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0206 |
1.0206 |
| PP |
1.0199 |
1.0199 |
| S1 |
1.0193 |
1.0193 |
|