CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0259 |
1.0245 |
-0.0014 |
-0.1% |
1.0266 |
| High |
1.0264 |
1.0282 |
0.0018 |
0.2% |
1.0331 |
| Low |
1.0192 |
1.0123 |
-0.0069 |
-0.7% |
1.0144 |
| Close |
1.0257 |
1.0123 |
-0.0134 |
-1.3% |
1.0174 |
| Range |
0.0072 |
0.0159 |
0.0087 |
120.8% |
0.0187 |
| ATR |
0.0067 |
0.0074 |
0.0007 |
9.8% |
0.0000 |
| Volume |
33 |
77 |
44 |
133.3% |
118 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0653 |
1.0547 |
1.0210 |
|
| R3 |
1.0494 |
1.0388 |
1.0167 |
|
| R2 |
1.0335 |
1.0335 |
1.0152 |
|
| R1 |
1.0229 |
1.0229 |
1.0138 |
1.0203 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0163 |
| S1 |
1.0070 |
1.0070 |
1.0108 |
1.0044 |
| S2 |
1.0017 |
1.0017 |
1.0094 |
|
| S3 |
0.9858 |
0.9911 |
1.0079 |
|
| S4 |
0.9699 |
0.9752 |
1.0036 |
|
|
| 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 |
1.0958 |
|
2.618 |
1.0698 |
|
1.618 |
1.0539 |
|
1.000 |
1.0441 |
|
0.618 |
1.0380 |
|
HIGH |
1.0282 |
|
0.618 |
1.0221 |
|
0.500 |
1.0203 |
|
0.382 |
1.0184 |
|
LOW |
1.0123 |
|
0.618 |
1.0025 |
|
1.000 |
0.9964 |
|
1.618 |
0.9866 |
|
2.618 |
0.9707 |
|
4.250 |
0.9447 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0203 |
| PP |
1.0176 |
1.0176 |
| S1 |
1.0150 |
1.0150 |
|