CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0280 |
-0.0025 |
-0.2% |
1.0192 |
| High |
1.0310 |
1.0280 |
-0.0030 |
-0.3% |
1.0325 |
| Low |
1.0270 |
1.0175 |
-0.0095 |
-0.9% |
1.0085 |
| Close |
1.0277 |
1.0200 |
-0.0077 |
-0.7% |
1.0325 |
| Range |
0.0040 |
0.0105 |
0.0065 |
162.5% |
0.0240 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.1% |
0.0000 |
| Volume |
142 |
27 |
-115 |
-81.0% |
277 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0472 |
1.0258 |
|
| R3 |
1.0428 |
1.0367 |
1.0229 |
|
| R2 |
1.0323 |
1.0323 |
1.0219 |
|
| R1 |
1.0262 |
1.0262 |
1.0210 |
1.0240 |
| PP |
1.0218 |
1.0218 |
1.0218 |
1.0208 |
| S1 |
1.0157 |
1.0157 |
1.0190 |
1.0135 |
| S2 |
1.0113 |
1.0113 |
1.0181 |
|
| S3 |
1.0008 |
1.0052 |
1.0171 |
|
| S4 |
0.9903 |
0.9947 |
1.0142 |
|
|
| 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 |
1.0726 |
|
2.618 |
1.0555 |
|
1.618 |
1.0450 |
|
1.000 |
1.0385 |
|
0.618 |
1.0345 |
|
HIGH |
1.0280 |
|
0.618 |
1.0240 |
|
0.500 |
1.0228 |
|
0.382 |
1.0215 |
|
LOW |
1.0175 |
|
0.618 |
1.0110 |
|
1.000 |
1.0070 |
|
1.618 |
1.0005 |
|
2.618 |
0.9900 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0228 |
1.0250 |
| PP |
1.0218 |
1.0233 |
| S1 |
1.0209 |
1.0217 |
|