CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0245 |
1.0151 |
-0.0094 |
-0.9% |
1.0266 |
| High |
1.0282 |
1.0151 |
-0.0131 |
-1.3% |
1.0331 |
| Low |
1.0123 |
1.0077 |
-0.0046 |
-0.5% |
1.0144 |
| Close |
1.0123 |
1.0083 |
-0.0040 |
-0.4% |
1.0174 |
| Range |
0.0159 |
0.0074 |
-0.0085 |
-53.5% |
0.0187 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
77 |
41 |
-36 |
-46.8% |
118 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0278 |
1.0124 |
|
| R3 |
1.0252 |
1.0204 |
1.0103 |
|
| R2 |
1.0178 |
1.0178 |
1.0097 |
|
| R1 |
1.0130 |
1.0130 |
1.0090 |
1.0117 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0097 |
| S1 |
1.0056 |
1.0056 |
1.0076 |
1.0043 |
| S2 |
1.0030 |
1.0030 |
1.0069 |
|
| S3 |
0.9956 |
0.9982 |
1.0063 |
|
| S4 |
0.9882 |
0.9908 |
1.0042 |
|
|
| 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 |
1.0466 |
|
2.618 |
1.0345 |
|
1.618 |
1.0271 |
|
1.000 |
1.0225 |
|
0.618 |
1.0197 |
|
HIGH |
1.0151 |
|
0.618 |
1.0123 |
|
0.500 |
1.0114 |
|
0.382 |
1.0105 |
|
LOW |
1.0077 |
|
0.618 |
1.0031 |
|
1.000 |
1.0003 |
|
1.618 |
0.9957 |
|
2.618 |
0.9883 |
|
4.250 |
0.9763 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0180 |
| PP |
1.0104 |
1.0147 |
| S1 |
1.0093 |
1.0115 |
|