CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0009 |
1.0064 |
0.0055 |
0.5% |
1.0305 |
| High |
1.0086 |
1.0064 |
-0.0022 |
-0.2% |
1.0310 |
| Low |
0.9953 |
0.9973 |
0.0020 |
0.2% |
1.0053 |
| Close |
1.0081 |
1.0001 |
-0.0080 |
-0.8% |
1.0056 |
| Range |
0.0133 |
0.0091 |
-0.0042 |
-31.6% |
0.0257 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.7% |
0.0000 |
| Volume |
36 |
161 |
125 |
347.2% |
442 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0234 |
1.0051 |
|
| R3 |
1.0195 |
1.0143 |
1.0026 |
|
| R2 |
1.0104 |
1.0104 |
1.0018 |
|
| R1 |
1.0052 |
1.0052 |
1.0009 |
1.0033 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0003 |
| S1 |
0.9961 |
0.9961 |
0.9993 |
0.9942 |
| S2 |
0.9922 |
0.9922 |
0.9984 |
|
| S3 |
0.9831 |
0.9870 |
0.9976 |
|
| S4 |
0.9740 |
0.9779 |
0.9951 |
|
|
| 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 |
1.0451 |
|
2.618 |
1.0302 |
|
1.618 |
1.0211 |
|
1.000 |
1.0155 |
|
0.618 |
1.0120 |
|
HIGH |
1.0064 |
|
0.618 |
1.0029 |
|
0.500 |
1.0019 |
|
0.382 |
1.0008 |
|
LOW |
0.9973 |
|
0.618 |
0.9917 |
|
1.000 |
0.9882 |
|
1.618 |
0.9826 |
|
2.618 |
0.9735 |
|
4.250 |
0.9586 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0019 |
1.0045 |
| PP |
1.0013 |
1.0030 |
| S1 |
1.0007 |
1.0016 |
|