CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0392 |
1.0270 |
-0.0122 |
-1.2% |
1.0284 |
| High |
1.0410 |
1.0276 |
-0.0134 |
-1.3% |
1.0377 |
| Low |
1.0373 |
1.0266 |
-0.0107 |
-1.0% |
1.0230 |
| Close |
1.0407 |
1.0266 |
-0.0141 |
-1.4% |
1.0373 |
| Range |
0.0037 |
0.0010 |
-0.0027 |
-73.0% |
0.0147 |
| ATR |
0.0051 |
0.0057 |
0.0006 |
12.7% |
0.0000 |
| Volume |
5 |
33 |
28 |
560.0% |
17 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0293 |
1.0272 |
|
| R3 |
1.0289 |
1.0283 |
1.0269 |
|
| R2 |
1.0279 |
1.0279 |
1.0268 |
|
| R1 |
1.0273 |
1.0273 |
1.0267 |
1.0271 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
| S1 |
1.0263 |
1.0263 |
1.0265 |
1.0261 |
| S2 |
1.0259 |
1.0259 |
1.0264 |
|
| S3 |
1.0249 |
1.0253 |
1.0263 |
|
| S4 |
1.0239 |
1.0243 |
1.0261 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0717 |
1.0454 |
|
| R3 |
1.0621 |
1.0570 |
1.0413 |
|
| R2 |
1.0474 |
1.0474 |
1.0400 |
|
| R1 |
1.0423 |
1.0423 |
1.0386 |
1.0449 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0339 |
| S1 |
1.0276 |
1.0276 |
1.0360 |
1.0302 |
| S2 |
1.0180 |
1.0180 |
1.0346 |
|
| S3 |
1.0033 |
1.0129 |
1.0333 |
|
| S4 |
0.9886 |
0.9982 |
1.0292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0319 |
|
2.618 |
1.0302 |
|
1.618 |
1.0292 |
|
1.000 |
1.0286 |
|
0.618 |
1.0282 |
|
HIGH |
1.0276 |
|
0.618 |
1.0272 |
|
0.500 |
1.0271 |
|
0.382 |
1.0270 |
|
LOW |
1.0266 |
|
0.618 |
1.0260 |
|
1.000 |
1.0256 |
|
1.618 |
1.0250 |
|
2.618 |
1.0240 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0338 |
| PP |
1.0269 |
1.0314 |
| S1 |
1.0268 |
1.0290 |
|