CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0185 |
-0.0033 |
-0.3% |
1.0192 |
| High |
1.0218 |
1.0185 |
-0.0033 |
-0.3% |
1.0325 |
| Low |
1.0171 |
1.0123 |
-0.0048 |
-0.5% |
1.0085 |
| Close |
1.0192 |
1.0124 |
-0.0068 |
-0.7% |
1.0325 |
| Range |
0.0047 |
0.0062 |
0.0015 |
31.9% |
0.0240 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
222 |
42 |
-180 |
-81.1% |
277 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0289 |
1.0158 |
|
| R3 |
1.0268 |
1.0227 |
1.0141 |
|
| R2 |
1.0206 |
1.0206 |
1.0135 |
|
| R1 |
1.0165 |
1.0165 |
1.0130 |
1.0155 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0139 |
| S1 |
1.0103 |
1.0103 |
1.0118 |
1.0093 |
| S2 |
1.0082 |
1.0082 |
1.0113 |
|
| S3 |
1.0020 |
1.0041 |
1.0107 |
|
| S4 |
0.9958 |
0.9979 |
1.0090 |
|
|
| 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 |
1.0449 |
|
2.618 |
1.0347 |
|
1.618 |
1.0285 |
|
1.000 |
1.0247 |
|
0.618 |
1.0223 |
|
HIGH |
1.0185 |
|
0.618 |
1.0161 |
|
0.500 |
1.0154 |
|
0.382 |
1.0147 |
|
LOW |
1.0123 |
|
0.618 |
1.0085 |
|
1.000 |
1.0061 |
|
1.618 |
1.0023 |
|
2.618 |
0.9961 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0202 |
| PP |
1.0144 |
1.0176 |
| S1 |
1.0134 |
1.0150 |
|