CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0180 |
0.0011 |
0.1% |
1.0162 |
| High |
1.0172 |
1.0204 |
0.0032 |
0.3% |
1.0249 |
| Low |
1.0085 |
1.0180 |
0.0095 |
0.9% |
1.0148 |
| Close |
1.0137 |
1.0204 |
0.0067 |
0.7% |
1.0212 |
| Range |
0.0087 |
0.0024 |
-0.0063 |
-72.4% |
0.0101 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
27 |
64 |
37 |
137.0% |
326 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0260 |
1.0217 |
|
| R3 |
1.0244 |
1.0236 |
1.0211 |
|
| R2 |
1.0220 |
1.0220 |
1.0208 |
|
| R1 |
1.0212 |
1.0212 |
1.0206 |
1.0216 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0198 |
| S1 |
1.0188 |
1.0188 |
1.0202 |
1.0192 |
| S2 |
1.0172 |
1.0172 |
1.0200 |
|
| S3 |
1.0148 |
1.0164 |
1.0197 |
|
| S4 |
1.0124 |
1.0140 |
1.0191 |
|
|
| 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 |
1.0306 |
|
2.618 |
1.0267 |
|
1.618 |
1.0243 |
|
1.000 |
1.0228 |
|
0.618 |
1.0219 |
|
HIGH |
1.0204 |
|
0.618 |
1.0195 |
|
0.500 |
1.0192 |
|
0.382 |
1.0189 |
|
LOW |
1.0180 |
|
0.618 |
1.0165 |
|
1.000 |
1.0156 |
|
1.618 |
1.0141 |
|
2.618 |
1.0117 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0184 |
| PP |
1.0196 |
1.0164 |
| S1 |
1.0192 |
1.0145 |
|