CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0270 |
-0.0021 |
-0.2% |
1.0295 |
| High |
1.0326 |
1.0320 |
-0.0006 |
-0.1% |
1.0348 |
| Low |
1.0248 |
1.0246 |
-0.0002 |
0.0% |
1.0235 |
| Close |
1.0263 |
1.0306 |
0.0043 |
0.4% |
1.0306 |
| Range |
0.0078 |
0.0074 |
-0.0004 |
-5.1% |
0.0113 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
138,567 |
99,308 |
-39,259 |
-28.3% |
564,423 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0483 |
1.0347 |
|
| R3 |
1.0439 |
1.0409 |
1.0326 |
|
| R2 |
1.0365 |
1.0365 |
1.0320 |
|
| R1 |
1.0335 |
1.0335 |
1.0313 |
1.0350 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0298 |
| S1 |
1.0261 |
1.0261 |
1.0299 |
1.0276 |
| S2 |
1.0217 |
1.0217 |
1.0292 |
|
| S3 |
1.0143 |
1.0187 |
1.0286 |
|
| S4 |
1.0069 |
1.0113 |
1.0265 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0584 |
1.0368 |
|
| R3 |
1.0522 |
1.0471 |
1.0337 |
|
| R2 |
1.0409 |
1.0409 |
1.0327 |
|
| R1 |
1.0358 |
1.0358 |
1.0316 |
1.0384 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0309 |
| S1 |
1.0245 |
1.0245 |
1.0296 |
1.0271 |
| S2 |
1.0183 |
1.0183 |
1.0285 |
|
| S3 |
1.0070 |
1.0132 |
1.0275 |
|
| S4 |
0.9957 |
1.0019 |
1.0244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0348 |
1.0235 |
0.0113 |
1.1% |
0.0082 |
0.8% |
63% |
False |
False |
112,884 |
| 10 |
1.0380 |
1.0150 |
0.0230 |
2.2% |
0.0095 |
0.9% |
68% |
False |
False |
115,043 |
| 20 |
1.0461 |
1.0150 |
0.0311 |
3.0% |
0.0099 |
1.0% |
50% |
False |
False |
117,338 |
| 40 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0102 |
1.0% |
27% |
False |
False |
80,257 |
| 60 |
1.0720 |
1.0150 |
0.0570 |
5.5% |
0.0098 |
1.0% |
27% |
False |
False |
53,541 |
| 80 |
1.0720 |
0.9918 |
0.0802 |
7.8% |
0.0087 |
0.8% |
48% |
False |
False |
40,171 |
| 100 |
1.0720 |
0.9600 |
0.1120 |
10.9% |
0.0077 |
0.7% |
63% |
False |
False |
32,137 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0064 |
0.6% |
66% |
False |
False |
26,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0635 |
|
2.618 |
1.0514 |
|
1.618 |
1.0440 |
|
1.000 |
1.0394 |
|
0.618 |
1.0366 |
|
HIGH |
1.0320 |
|
0.618 |
1.0292 |
|
0.500 |
1.0283 |
|
0.382 |
1.0274 |
|
LOW |
1.0246 |
|
0.618 |
1.0200 |
|
1.000 |
1.0172 |
|
1.618 |
1.0126 |
|
2.618 |
1.0052 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0298 |
1.0303 |
| PP |
1.0291 |
1.0299 |
| S1 |
1.0283 |
1.0296 |
|