CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0320 |
-0.0035 |
-0.3% |
1.0371 |
| High |
1.0364 |
1.0380 |
0.0016 |
0.2% |
1.0461 |
| Low |
1.0278 |
1.0213 |
-0.0065 |
-0.6% |
1.0214 |
| Close |
1.0353 |
1.0218 |
-0.0135 |
-1.3% |
1.0269 |
| Range |
0.0086 |
0.0167 |
0.0081 |
94.2% |
0.0247 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
4.1% |
0.0000 |
| Volume |
110,851 |
145,770 |
34,919 |
31.5% |
572,586 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0771 |
1.0662 |
1.0310 |
|
| R3 |
1.0604 |
1.0495 |
1.0264 |
|
| R2 |
1.0437 |
1.0437 |
1.0249 |
|
| R1 |
1.0328 |
1.0328 |
1.0233 |
1.0299 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0256 |
| S1 |
1.0161 |
1.0161 |
1.0203 |
1.0132 |
| S2 |
1.0103 |
1.0103 |
1.0187 |
|
| S3 |
0.9936 |
0.9994 |
1.0172 |
|
| S4 |
0.9769 |
0.9827 |
1.0126 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.0909 |
1.0405 |
|
| R3 |
1.0809 |
1.0662 |
1.0337 |
|
| R2 |
1.0562 |
1.0562 |
1.0314 |
|
| R1 |
1.0415 |
1.0415 |
1.0292 |
1.0365 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0290 |
| S1 |
1.0168 |
1.0168 |
1.0246 |
1.0118 |
| S2 |
1.0068 |
1.0068 |
1.0224 |
|
| S3 |
0.9821 |
0.9921 |
1.0201 |
|
| S4 |
0.9574 |
0.9674 |
1.0133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0380 |
1.0213 |
0.0167 |
1.6% |
0.0105 |
1.0% |
3% |
True |
True |
122,710 |
| 10 |
1.0461 |
1.0213 |
0.0248 |
2.4% |
0.0112 |
1.1% |
2% |
False |
True |
122,764 |
| 20 |
1.0552 |
1.0213 |
0.0339 |
3.3% |
0.0110 |
1.1% |
1% |
False |
True |
90,235 |
| 40 |
1.0720 |
1.0213 |
0.0507 |
5.0% |
0.0104 |
1.0% |
1% |
False |
True |
45,415 |
| 60 |
1.0720 |
1.0064 |
0.0656 |
6.4% |
0.0093 |
0.9% |
23% |
False |
False |
30,301 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0080 |
0.8% |
50% |
False |
False |
22,728 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0066 |
0.6% |
59% |
False |
False |
18,183 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
12.0% |
0.0055 |
0.5% |
59% |
False |
False |
15,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0817 |
|
1.618 |
1.0650 |
|
1.000 |
1.0547 |
|
0.618 |
1.0483 |
|
HIGH |
1.0380 |
|
0.618 |
1.0316 |
|
0.500 |
1.0297 |
|
0.382 |
1.0277 |
|
LOW |
1.0213 |
|
0.618 |
1.0110 |
|
1.000 |
1.0046 |
|
1.618 |
0.9943 |
|
2.618 |
0.9776 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0297 |
| PP |
1.0270 |
1.0270 |
| S1 |
1.0244 |
1.0244 |
|