CME Australian Dollar Future September 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0064 |
0.9975 |
-0.0089 |
-0.9% |
1.0305 |
High |
1.0064 |
0.9975 |
-0.0089 |
-0.9% |
1.0310 |
Low |
0.9973 |
0.9919 |
-0.0054 |
-0.5% |
1.0053 |
Close |
1.0001 |
0.9941 |
-0.0060 |
-0.6% |
1.0056 |
Range |
0.0091 |
0.0056 |
-0.0035 |
-38.5% |
0.0257 |
ATR |
0.0080 |
0.0080 |
0.0000 |
0.2% |
0.0000 |
Volume |
161 |
101 |
-60 |
-37.3% |
442 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0113 |
1.0083 |
0.9972 |
|
R3 |
1.0057 |
1.0027 |
0.9956 |
|
R2 |
1.0001 |
1.0001 |
0.9951 |
|
R1 |
0.9971 |
0.9971 |
0.9946 |
0.9958 |
PP |
0.9945 |
0.9945 |
0.9945 |
0.9939 |
S1 |
0.9915 |
0.9915 |
0.9936 |
0.9902 |
S2 |
0.9889 |
0.9889 |
0.9931 |
|
S3 |
0.9833 |
0.9859 |
0.9926 |
|
S4 |
0.9777 |
0.9803 |
0.9910 |
|
|
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 |
1.0213 |
2.618 |
1.0122 |
1.618 |
1.0066 |
1.000 |
1.0031 |
0.618 |
1.0010 |
HIGH |
0.9975 |
0.618 |
0.9954 |
0.500 |
0.9947 |
0.382 |
0.9940 |
LOW |
0.9919 |
0.618 |
0.9884 |
1.000 |
0.9863 |
1.618 |
0.9828 |
2.618 |
0.9772 |
4.250 |
0.9681 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9947 |
1.0003 |
PP |
0.9945 |
0.9982 |
S1 |
0.9943 |
0.9962 |
|