CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
1.0009 |
-0.0128 |
-1.3% |
1.0305 |
| High |
1.0137 |
1.0086 |
-0.0051 |
-0.5% |
1.0310 |
| Low |
1.0053 |
0.9953 |
-0.0100 |
-1.0% |
1.0053 |
| Close |
1.0056 |
1.0081 |
0.0025 |
0.2% |
1.0056 |
| Range |
0.0084 |
0.0133 |
0.0049 |
58.3% |
0.0257 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.7% |
0.0000 |
| Volume |
9 |
36 |
27 |
300.0% |
442 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0393 |
1.0154 |
|
| R3 |
1.0306 |
1.0260 |
1.0118 |
|
| R2 |
1.0173 |
1.0173 |
1.0105 |
|
| R1 |
1.0127 |
1.0127 |
1.0093 |
1.0150 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0052 |
| S1 |
0.9994 |
0.9994 |
1.0069 |
1.0017 |
| S2 |
0.9907 |
0.9907 |
1.0057 |
|
| S3 |
0.9774 |
0.9861 |
1.0044 |
|
| S4 |
0.9641 |
0.9728 |
1.0008 |
|
|
| 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 |
1.0651 |
|
2.618 |
1.0434 |
|
1.618 |
1.0301 |
|
1.000 |
1.0219 |
|
0.618 |
1.0168 |
|
HIGH |
1.0086 |
|
0.618 |
1.0035 |
|
0.500 |
1.0020 |
|
0.382 |
1.0004 |
|
LOW |
0.9953 |
|
0.618 |
0.9871 |
|
1.000 |
0.9820 |
|
1.618 |
0.9738 |
|
2.618 |
0.9605 |
|
4.250 |
0.9388 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0077 |
| PP |
1.0040 |
1.0073 |
| S1 |
1.0020 |
1.0069 |
|