CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0259 |
0.0046 |
0.5% |
1.0266 |
| High |
1.0219 |
1.0264 |
0.0045 |
0.4% |
1.0331 |
| Low |
1.0172 |
1.0192 |
0.0020 |
0.2% |
1.0144 |
| Close |
1.0174 |
1.0257 |
0.0083 |
0.8% |
1.0174 |
| Range |
0.0047 |
0.0072 |
0.0025 |
53.2% |
0.0187 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.7% |
0.0000 |
| Volume |
13 |
33 |
20 |
153.8% |
118 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0454 |
1.0427 |
1.0297 |
|
| R3 |
1.0382 |
1.0355 |
1.0277 |
|
| R2 |
1.0310 |
1.0310 |
1.0270 |
|
| R1 |
1.0283 |
1.0283 |
1.0264 |
1.0261 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0226 |
| S1 |
1.0211 |
1.0211 |
1.0250 |
1.0189 |
| S2 |
1.0166 |
1.0166 |
1.0244 |
|
| S3 |
1.0094 |
1.0139 |
1.0237 |
|
| S4 |
1.0022 |
1.0067 |
1.0217 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0663 |
1.0277 |
|
| R3 |
1.0590 |
1.0476 |
1.0225 |
|
| R2 |
1.0403 |
1.0403 |
1.0208 |
|
| R1 |
1.0289 |
1.0289 |
1.0191 |
1.0253 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0198 |
| S1 |
1.0102 |
1.0102 |
1.0157 |
1.0066 |
| S2 |
1.0029 |
1.0029 |
1.0140 |
|
| S3 |
0.9842 |
0.9915 |
1.0123 |
|
| S4 |
0.9655 |
0.9728 |
1.0071 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0452 |
|
1.618 |
1.0380 |
|
1.000 |
1.0336 |
|
0.618 |
1.0308 |
|
HIGH |
1.0264 |
|
0.618 |
1.0236 |
|
0.500 |
1.0228 |
|
0.382 |
1.0220 |
|
LOW |
1.0192 |
|
0.618 |
1.0148 |
|
1.000 |
1.0120 |
|
1.618 |
1.0076 |
|
2.618 |
1.0004 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0247 |
1.0239 |
| PP |
1.0238 |
1.0222 |
| S1 |
1.0228 |
1.0204 |
|