CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0234 |
0.0018 |
0.2% |
1.0192 |
| High |
1.0252 |
1.0325 |
0.0073 |
0.7% |
1.0325 |
| Low |
1.0215 |
1.0221 |
0.0006 |
0.1% |
1.0085 |
| Close |
1.0252 |
1.0325 |
0.0073 |
0.7% |
1.0325 |
| Range |
0.0037 |
0.0104 |
0.0067 |
181.1% |
0.0240 |
| ATR |
0.0072 |
0.0075 |
0.0002 |
3.1% |
0.0000 |
| Volume |
40 |
137 |
97 |
242.5% |
277 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0568 |
1.0382 |
|
| R3 |
1.0498 |
1.0464 |
1.0354 |
|
| R2 |
1.0394 |
1.0394 |
1.0344 |
|
| R1 |
1.0360 |
1.0360 |
1.0335 |
1.0377 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0299 |
| S1 |
1.0256 |
1.0256 |
1.0315 |
1.0273 |
| S2 |
1.0186 |
1.0186 |
1.0306 |
|
| S3 |
1.0082 |
1.0152 |
1.0296 |
|
| S4 |
0.9978 |
1.0048 |
1.0268 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0885 |
1.0457 |
|
| R3 |
1.0725 |
1.0645 |
1.0391 |
|
| R2 |
1.0485 |
1.0485 |
1.0369 |
|
| R1 |
1.0405 |
1.0405 |
1.0347 |
1.0445 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0265 |
| S1 |
1.0165 |
1.0165 |
1.0303 |
1.0205 |
| S2 |
1.0005 |
1.0005 |
1.0281 |
|
| S3 |
0.9765 |
0.9925 |
1.0259 |
|
| S4 |
0.9525 |
0.9685 |
1.0193 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0767 |
|
2.618 |
1.0597 |
|
1.618 |
1.0493 |
|
1.000 |
1.0429 |
|
0.618 |
1.0389 |
|
HIGH |
1.0325 |
|
0.618 |
1.0285 |
|
0.500 |
1.0273 |
|
0.382 |
1.0261 |
|
LOW |
1.0221 |
|
0.618 |
1.0157 |
|
1.000 |
1.0117 |
|
1.618 |
1.0053 |
|
2.618 |
0.9949 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0301 |
| PP |
1.0290 |
1.0277 |
| S1 |
1.0273 |
1.0253 |
|