CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0293 |
0.0023 |
0.2% |
1.0284 |
| High |
1.0276 |
1.0297 |
0.0021 |
0.2% |
1.0377 |
| Low |
1.0266 |
1.0232 |
-0.0034 |
-0.3% |
1.0230 |
| Close |
1.0266 |
1.0238 |
-0.0028 |
-0.3% |
1.0373 |
| Range |
0.0010 |
0.0065 |
0.0055 |
550.0% |
0.0147 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.0% |
0.0000 |
| Volume |
33 |
7 |
-26 |
-78.8% |
17 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0409 |
1.0274 |
|
| R3 |
1.0386 |
1.0344 |
1.0256 |
|
| R2 |
1.0321 |
1.0321 |
1.0250 |
|
| R1 |
1.0279 |
1.0279 |
1.0244 |
1.0268 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0250 |
| S1 |
1.0214 |
1.0214 |
1.0232 |
1.0203 |
| S2 |
1.0191 |
1.0191 |
1.0226 |
|
| S3 |
1.0126 |
1.0149 |
1.0220 |
|
| S4 |
1.0061 |
1.0084 |
1.0202 |
|
|
| 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 |
1.0573 |
|
2.618 |
1.0467 |
|
1.618 |
1.0402 |
|
1.000 |
1.0362 |
|
0.618 |
1.0337 |
|
HIGH |
1.0297 |
|
0.618 |
1.0272 |
|
0.500 |
1.0265 |
|
0.382 |
1.0257 |
|
LOW |
1.0232 |
|
0.618 |
1.0192 |
|
1.000 |
1.0167 |
|
1.618 |
1.0127 |
|
2.618 |
1.0062 |
|
4.250 |
0.9956 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0321 |
| PP |
1.0256 |
1.0293 |
| S1 |
1.0247 |
1.0266 |
|