CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9975 |
0.9941 |
-0.0034 |
-0.3% |
1.0305 |
| High |
0.9975 |
1.0020 |
0.0045 |
0.5% |
1.0310 |
| Low |
0.9919 |
0.9941 |
0.0022 |
0.2% |
1.0053 |
| Close |
0.9941 |
0.9977 |
0.0036 |
0.4% |
1.0056 |
| Range |
0.0056 |
0.0079 |
0.0023 |
41.1% |
0.0257 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
101 |
117 |
16 |
15.8% |
442 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0216 |
1.0176 |
1.0020 |
|
| R3 |
1.0137 |
1.0097 |
0.9999 |
|
| R2 |
1.0058 |
1.0058 |
0.9991 |
|
| R1 |
1.0018 |
1.0018 |
0.9984 |
1.0038 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9990 |
| S1 |
0.9939 |
0.9939 |
0.9970 |
0.9959 |
| S2 |
0.9900 |
0.9900 |
0.9963 |
|
| S3 |
0.9821 |
0.9860 |
0.9955 |
|
| S4 |
0.9742 |
0.9781 |
0.9934 |
|
|
| 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 |
1.0356 |
|
2.618 |
1.0227 |
|
1.618 |
1.0148 |
|
1.000 |
1.0099 |
|
0.618 |
1.0069 |
|
HIGH |
1.0020 |
|
0.618 |
0.9990 |
|
0.500 |
0.9981 |
|
0.382 |
0.9971 |
|
LOW |
0.9941 |
|
0.618 |
0.9892 |
|
1.000 |
0.9862 |
|
1.618 |
0.9813 |
|
2.618 |
0.9734 |
|
4.250 |
0.9605 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9992 |
| PP |
0.9979 |
0.9987 |
| S1 |
0.9978 |
0.9982 |
|