CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.0114 |
1.0047 |
-0.0067 |
-0.7% |
1.0068 |
High |
1.0114 |
1.0047 |
-0.0067 |
-0.7% |
1.0241 |
Low |
1.0114 |
1.0047 |
-0.0067 |
-0.7% |
1.0055 |
Close |
1.0114 |
1.0047 |
-0.0067 |
-0.7% |
1.0241 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0051 |
0.0001 |
2.4% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0047 |
1.0047 |
1.0047 |
|
R3 |
1.0047 |
1.0047 |
1.0047 |
|
R2 |
1.0047 |
1.0047 |
1.0047 |
|
R1 |
1.0047 |
1.0047 |
1.0047 |
1.0047 |
PP |
1.0047 |
1.0047 |
1.0047 |
1.0047 |
S1 |
1.0047 |
1.0047 |
1.0047 |
1.0047 |
S2 |
1.0047 |
1.0047 |
1.0047 |
|
S3 |
1.0047 |
1.0047 |
1.0047 |
|
S4 |
1.0047 |
1.0047 |
1.0047 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0737 |
1.0675 |
1.0343 |
|
R3 |
1.0551 |
1.0489 |
1.0292 |
|
R2 |
1.0365 |
1.0365 |
1.0275 |
|
R1 |
1.0303 |
1.0303 |
1.0258 |
1.0334 |
PP |
1.0179 |
1.0179 |
1.0179 |
1.0195 |
S1 |
1.0117 |
1.0117 |
1.0224 |
1.0148 |
S2 |
0.9993 |
0.9993 |
1.0207 |
|
S3 |
0.9807 |
0.9931 |
1.0190 |
|
S4 |
0.9621 |
0.9745 |
1.0139 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0047 |
2.618 |
1.0047 |
1.618 |
1.0047 |
1.000 |
1.0047 |
0.618 |
1.0047 |
HIGH |
1.0047 |
0.618 |
1.0047 |
0.500 |
1.0047 |
0.382 |
1.0047 |
LOW |
1.0047 |
0.618 |
1.0047 |
1.000 |
1.0047 |
1.618 |
1.0047 |
2.618 |
1.0047 |
4.250 |
1.0047 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0047 |
1.0084 |
PP |
1.0047 |
1.0072 |
S1 |
1.0047 |
1.0059 |
|