CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0284 |
1.0304 |
0.0020 |
0.2% |
1.0437 |
| High |
1.0284 |
1.0304 |
0.0020 |
0.2% |
1.0437 |
| Low |
1.0284 |
1.0280 |
-0.0004 |
0.0% |
1.0300 |
| Close |
1.0284 |
1.0292 |
0.0008 |
0.1% |
1.0353 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0137 |
| ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
270 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0352 |
1.0305 |
|
| R3 |
1.0340 |
1.0328 |
1.0299 |
|
| R2 |
1.0316 |
1.0316 |
1.0296 |
|
| R1 |
1.0304 |
1.0304 |
1.0294 |
1.0298 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0289 |
| S1 |
1.0280 |
1.0280 |
1.0290 |
1.0274 |
| S2 |
1.0268 |
1.0268 |
1.0288 |
|
| S3 |
1.0244 |
1.0256 |
1.0285 |
|
| S4 |
1.0220 |
1.0232 |
1.0279 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0701 |
1.0428 |
|
| R3 |
1.0637 |
1.0564 |
1.0391 |
|
| R2 |
1.0500 |
1.0500 |
1.0378 |
|
| R1 |
1.0427 |
1.0427 |
1.0366 |
1.0395 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0348 |
| S1 |
1.0290 |
1.0290 |
1.0340 |
1.0258 |
| S2 |
1.0226 |
1.0226 |
1.0328 |
|
| S3 |
1.0089 |
1.0153 |
1.0315 |
|
| S4 |
0.9952 |
1.0016 |
1.0278 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0406 |
|
2.618 |
1.0367 |
|
1.618 |
1.0343 |
|
1.000 |
1.0328 |
|
0.618 |
1.0319 |
|
HIGH |
1.0304 |
|
0.618 |
1.0295 |
|
0.500 |
1.0292 |
|
0.382 |
1.0289 |
|
LOW |
1.0280 |
|
0.618 |
1.0265 |
|
1.000 |
1.0256 |
|
1.618 |
1.0241 |
|
2.618 |
1.0217 |
|
4.250 |
1.0178 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0317 |
| PP |
1.0292 |
1.0308 |
| S1 |
1.0292 |
1.0300 |
|