CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0137 |
-0.0048 |
-0.5% |
1.0305 |
| High |
1.0185 |
1.0137 |
-0.0048 |
-0.5% |
1.0310 |
| Low |
1.0123 |
1.0053 |
-0.0070 |
-0.7% |
1.0053 |
| Close |
1.0124 |
1.0056 |
-0.0068 |
-0.7% |
1.0056 |
| Range |
0.0062 |
0.0084 |
0.0022 |
35.5% |
0.0257 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.1% |
0.0000 |
| Volume |
42 |
9 |
-33 |
-78.6% |
442 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0279 |
1.0102 |
|
| R3 |
1.0250 |
1.0195 |
1.0079 |
|
| R2 |
1.0166 |
1.0166 |
1.0071 |
|
| R1 |
1.0111 |
1.0111 |
1.0064 |
1.0097 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0075 |
| S1 |
1.0027 |
1.0027 |
1.0048 |
1.0013 |
| S2 |
0.9998 |
0.9998 |
1.0041 |
|
| S3 |
0.9914 |
0.9943 |
1.0033 |
|
| S4 |
0.9830 |
0.9859 |
1.0010 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0740 |
1.0197 |
|
| R3 |
1.0654 |
1.0483 |
1.0127 |
|
| R2 |
1.0397 |
1.0397 |
1.0103 |
|
| R1 |
1.0226 |
1.0226 |
1.0080 |
1.0183 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0118 |
| S1 |
0.9969 |
0.9969 |
1.0032 |
0.9926 |
| S2 |
0.9883 |
0.9883 |
1.0009 |
|
| S3 |
0.9626 |
0.9712 |
0.9985 |
|
| S4 |
0.9369 |
0.9455 |
0.9915 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0357 |
|
1.618 |
1.0273 |
|
1.000 |
1.0221 |
|
0.618 |
1.0189 |
|
HIGH |
1.0137 |
|
0.618 |
1.0105 |
|
0.500 |
1.0095 |
|
0.382 |
1.0085 |
|
LOW |
1.0053 |
|
0.618 |
1.0001 |
|
1.000 |
0.9969 |
|
1.618 |
0.9917 |
|
2.618 |
0.9833 |
|
4.250 |
0.9696 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0136 |
| PP |
1.0082 |
1.0109 |
| S1 |
1.0069 |
1.0083 |
|