CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0001 |
1.0040 |
0.0039 |
0.4% |
1.0165 |
High |
1.0001 |
1.0040 |
0.0039 |
0.4% |
1.0165 |
Low |
1.0001 |
1.0040 |
0.0039 |
0.4% |
0.9997 |
Close |
1.0001 |
1.0040 |
0.0039 |
0.4% |
1.0053 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0040 |
1.0040 |
1.0040 |
|
R3 |
1.0040 |
1.0040 |
1.0040 |
|
R2 |
1.0040 |
1.0040 |
1.0040 |
|
R1 |
1.0040 |
1.0040 |
1.0040 |
1.0040 |
PP |
1.0040 |
1.0040 |
1.0040 |
1.0040 |
S1 |
1.0040 |
1.0040 |
1.0040 |
1.0040 |
S2 |
1.0040 |
1.0040 |
1.0040 |
|
S3 |
1.0040 |
1.0040 |
1.0040 |
|
S4 |
1.0040 |
1.0040 |
1.0040 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0576 |
1.0482 |
1.0145 |
|
R3 |
1.0408 |
1.0314 |
1.0099 |
|
R2 |
1.0240 |
1.0240 |
1.0084 |
|
R1 |
1.0146 |
1.0146 |
1.0068 |
1.0109 |
PP |
1.0072 |
1.0072 |
1.0072 |
1.0053 |
S1 |
0.9978 |
0.9978 |
1.0038 |
0.9941 |
S2 |
0.9904 |
0.9904 |
1.0022 |
|
S3 |
0.9736 |
0.9810 |
1.0007 |
|
S4 |
0.9568 |
0.9642 |
0.9961 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0040 |
2.618 |
1.0040 |
1.618 |
1.0040 |
1.000 |
1.0040 |
0.618 |
1.0040 |
HIGH |
1.0040 |
0.618 |
1.0040 |
0.500 |
1.0040 |
0.382 |
1.0040 |
LOW |
1.0040 |
0.618 |
1.0040 |
1.000 |
1.0040 |
1.618 |
1.0040 |
2.618 |
1.0040 |
4.250 |
1.0040 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0040 |
1.0038 |
PP |
1.0040 |
1.0036 |
S1 |
1.0040 |
1.0035 |
|