CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0180 |
1.0216 |
0.0036 |
0.4% |
1.0162 |
| High |
1.0204 |
1.0252 |
0.0048 |
0.5% |
1.0249 |
| Low |
1.0180 |
1.0215 |
0.0035 |
0.3% |
1.0148 |
| Close |
1.0204 |
1.0252 |
0.0048 |
0.5% |
1.0212 |
| Range |
0.0024 |
0.0037 |
0.0013 |
54.2% |
0.0101 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
64 |
40 |
-24 |
-37.5% |
326 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0338 |
1.0272 |
|
| R3 |
1.0314 |
1.0301 |
1.0262 |
|
| R2 |
1.0277 |
1.0277 |
1.0259 |
|
| R1 |
1.0264 |
1.0264 |
1.0255 |
1.0271 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0243 |
| S1 |
1.0227 |
1.0227 |
1.0249 |
1.0234 |
| S2 |
1.0203 |
1.0203 |
1.0245 |
|
| S3 |
1.0166 |
1.0190 |
1.0242 |
|
| S4 |
1.0129 |
1.0153 |
1.0232 |
|
|
| 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 |
1.0409 |
|
2.618 |
1.0349 |
|
1.618 |
1.0312 |
|
1.000 |
1.0289 |
|
0.618 |
1.0275 |
|
HIGH |
1.0252 |
|
0.618 |
1.0238 |
|
0.500 |
1.0234 |
|
0.382 |
1.0229 |
|
LOW |
1.0215 |
|
0.618 |
1.0192 |
|
1.000 |
1.0178 |
|
1.618 |
1.0155 |
|
2.618 |
1.0118 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0246 |
1.0224 |
| PP |
1.0240 |
1.0196 |
| S1 |
1.0234 |
1.0169 |
|