CME Australian Dollar Future December 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 |
1.0007 |
0.9930 |
-0.0077 |
-0.8% |
1.0195 |
High |
1.0007 |
0.9930 |
-0.0077 |
-0.8% |
1.0195 |
Low |
1.0007 |
0.9930 |
-0.0077 |
-0.8% |
0.9981 |
Close |
1.0007 |
0.9930 |
-0.0077 |
-0.8% |
0.9981 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0052 |
0.0002 |
3.7% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9930 |
0.9930 |
0.9930 |
|
R3 |
0.9930 |
0.9930 |
0.9930 |
|
R2 |
0.9930 |
0.9930 |
0.9930 |
|
R1 |
0.9930 |
0.9930 |
0.9930 |
0.9930 |
PP |
0.9930 |
0.9930 |
0.9930 |
0.9930 |
S1 |
0.9930 |
0.9930 |
0.9930 |
0.9930 |
S2 |
0.9930 |
0.9930 |
0.9930 |
|
S3 |
0.9930 |
0.9930 |
0.9930 |
|
S4 |
0.9930 |
0.9930 |
0.9930 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0694 |
1.0552 |
1.0099 |
|
R3 |
1.0480 |
1.0338 |
1.0040 |
|
R2 |
1.0266 |
1.0266 |
1.0020 |
|
R1 |
1.0124 |
1.0124 |
1.0001 |
1.0088 |
PP |
1.0052 |
1.0052 |
1.0052 |
1.0035 |
S1 |
0.9910 |
0.9910 |
0.9961 |
0.9874 |
S2 |
0.9838 |
0.9838 |
0.9942 |
|
S3 |
0.9624 |
0.9696 |
0.9922 |
|
S4 |
0.9410 |
0.9482 |
0.9863 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9930 |
2.618 |
0.9930 |
1.618 |
0.9930 |
1.000 |
0.9930 |
0.618 |
0.9930 |
HIGH |
0.9930 |
0.618 |
0.9930 |
0.500 |
0.9930 |
0.382 |
0.9930 |
LOW |
0.9930 |
0.618 |
0.9930 |
1.000 |
0.9930 |
1.618 |
0.9930 |
2.618 |
0.9930 |
4.250 |
0.9930 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9930 |
0.9969 |
PP |
0.9930 |
0.9956 |
S1 |
0.9930 |
0.9943 |
|