CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0218 |
-0.0062 |
-0.6% |
1.0192 |
| High |
1.0280 |
1.0218 |
-0.0062 |
-0.6% |
1.0325 |
| Low |
1.0175 |
1.0171 |
-0.0004 |
0.0% |
1.0085 |
| Close |
1.0200 |
1.0192 |
-0.0008 |
-0.1% |
1.0325 |
| Range |
0.0105 |
0.0047 |
-0.0058 |
-55.2% |
0.0240 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
27 |
222 |
195 |
722.2% |
277 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0310 |
1.0218 |
|
| R3 |
1.0288 |
1.0263 |
1.0205 |
|
| R2 |
1.0241 |
1.0241 |
1.0201 |
|
| R1 |
1.0216 |
1.0216 |
1.0196 |
1.0205 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0188 |
| S1 |
1.0169 |
1.0169 |
1.0188 |
1.0158 |
| S2 |
1.0147 |
1.0147 |
1.0183 |
|
| S3 |
1.0100 |
1.0122 |
1.0179 |
|
| S4 |
1.0053 |
1.0075 |
1.0166 |
|
|
| 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 |
1.0418 |
|
2.618 |
1.0341 |
|
1.618 |
1.0294 |
|
1.000 |
1.0265 |
|
0.618 |
1.0247 |
|
HIGH |
1.0218 |
|
0.618 |
1.0200 |
|
0.500 |
1.0195 |
|
0.382 |
1.0189 |
|
LOW |
1.0171 |
|
0.618 |
1.0142 |
|
1.000 |
1.0124 |
|
1.618 |
1.0095 |
|
2.618 |
1.0048 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0195 |
1.0241 |
| PP |
1.0194 |
1.0224 |
| S1 |
1.0193 |
1.0208 |
|