CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0266 |
0.0076 |
0.7% |
1.0392 |
| High |
1.0272 |
1.0331 |
0.0059 |
0.6% |
1.0410 |
| Low |
1.0185 |
1.0240 |
0.0055 |
0.5% |
1.0142 |
| Close |
1.0262 |
1.0329 |
0.0067 |
0.7% |
1.0262 |
| Range |
0.0087 |
0.0091 |
0.0004 |
4.6% |
0.0268 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.0% |
0.0000 |
| Volume |
115 |
22 |
-93 |
-80.9% |
420 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0542 |
1.0379 |
|
| R3 |
1.0482 |
1.0451 |
1.0354 |
|
| R2 |
1.0391 |
1.0391 |
1.0346 |
|
| R1 |
1.0360 |
1.0360 |
1.0337 |
1.0376 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0308 |
| S1 |
1.0269 |
1.0269 |
1.0321 |
1.0285 |
| S2 |
1.0209 |
1.0209 |
1.0312 |
|
| S3 |
1.0118 |
1.0178 |
1.0304 |
|
| S4 |
1.0027 |
1.0087 |
1.0279 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.0937 |
1.0409 |
|
| R3 |
1.0807 |
1.0669 |
1.0336 |
|
| R2 |
1.0539 |
1.0539 |
1.0311 |
|
| R1 |
1.0401 |
1.0401 |
1.0287 |
1.0336 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0239 |
| S1 |
1.0133 |
1.0133 |
1.0237 |
1.0068 |
| S2 |
1.0003 |
1.0003 |
1.0213 |
|
| S3 |
0.9735 |
0.9865 |
1.0188 |
|
| S4 |
0.9467 |
0.9597 |
1.0115 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0569 |
|
1.618 |
1.0478 |
|
1.000 |
1.0422 |
|
0.618 |
1.0387 |
|
HIGH |
1.0331 |
|
0.618 |
1.0296 |
|
0.500 |
1.0286 |
|
0.382 |
1.0275 |
|
LOW |
1.0240 |
|
0.618 |
1.0184 |
|
1.000 |
1.0149 |
|
1.618 |
1.0093 |
|
2.618 |
1.0002 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0298 |
| PP |
1.0300 |
1.0267 |
| S1 |
1.0286 |
1.0237 |
|