CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0326 |
1.0234 |
-0.0092 |
-0.9% |
1.0392 |
| High |
1.0326 |
1.0249 |
-0.0077 |
-0.7% |
1.0410 |
| Low |
1.0287 |
1.0170 |
-0.0117 |
-1.1% |
1.0142 |
| Close |
1.0287 |
1.0188 |
-0.0099 |
-1.0% |
1.0262 |
| Range |
0.0039 |
0.0079 |
0.0040 |
102.6% |
0.0268 |
| ATR |
0.0065 |
0.0068 |
0.0004 |
5.8% |
0.0000 |
| Volume |
25 |
5 |
-20 |
-80.0% |
420 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0393 |
1.0231 |
|
| R3 |
1.0360 |
1.0314 |
1.0210 |
|
| R2 |
1.0281 |
1.0281 |
1.0202 |
|
| R1 |
1.0235 |
1.0235 |
1.0195 |
1.0219 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0194 |
| S1 |
1.0156 |
1.0156 |
1.0181 |
1.0140 |
| S2 |
1.0123 |
1.0123 |
1.0174 |
|
| S3 |
1.0044 |
1.0077 |
1.0166 |
|
| S4 |
0.9965 |
0.9998 |
1.0145 |
|
|
| 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 |
1.0585 |
|
2.618 |
1.0456 |
|
1.618 |
1.0377 |
|
1.000 |
1.0328 |
|
0.618 |
1.0298 |
|
HIGH |
1.0249 |
|
0.618 |
1.0219 |
|
0.500 |
1.0210 |
|
0.382 |
1.0200 |
|
LOW |
1.0170 |
|
0.618 |
1.0121 |
|
1.000 |
1.0091 |
|
1.618 |
1.0042 |
|
2.618 |
0.9963 |
|
4.250 |
0.9834 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0251 |
| PP |
1.0202 |
1.0230 |
| S1 |
1.0195 |
1.0209 |
|