CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0305 |
0.0071 |
0.7% |
1.0192 |
| High |
1.0325 |
1.0310 |
-0.0015 |
-0.1% |
1.0325 |
| Low |
1.0221 |
1.0270 |
0.0049 |
0.5% |
1.0085 |
| Close |
1.0325 |
1.0277 |
-0.0048 |
-0.5% |
1.0325 |
| Range |
0.0104 |
0.0040 |
-0.0064 |
-61.5% |
0.0240 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
137 |
142 |
5 |
3.6% |
277 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0406 |
1.0381 |
1.0299 |
|
| R3 |
1.0366 |
1.0341 |
1.0288 |
|
| R2 |
1.0326 |
1.0326 |
1.0284 |
|
| R1 |
1.0301 |
1.0301 |
1.0281 |
1.0294 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0282 |
| S1 |
1.0261 |
1.0261 |
1.0273 |
1.0254 |
| S2 |
1.0246 |
1.0246 |
1.0270 |
|
| S3 |
1.0206 |
1.0221 |
1.0266 |
|
| S4 |
1.0166 |
1.0181 |
1.0255 |
|
|
| 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 |
1.0480 |
|
2.618 |
1.0415 |
|
1.618 |
1.0375 |
|
1.000 |
1.0350 |
|
0.618 |
1.0335 |
|
HIGH |
1.0310 |
|
0.618 |
1.0295 |
|
0.500 |
1.0290 |
|
0.382 |
1.0285 |
|
LOW |
1.0270 |
|
0.618 |
1.0245 |
|
1.000 |
1.0230 |
|
1.618 |
1.0205 |
|
2.618 |
1.0165 |
|
4.250 |
1.0100 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0275 |
| PP |
1.0286 |
1.0272 |
| S1 |
1.0281 |
1.0270 |
|