CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
1.0100 |
-0.0037 |
-0.4% |
1.0259 |
| High |
1.0140 |
1.0156 |
0.0016 |
0.2% |
1.0282 |
| Low |
1.0110 |
1.0100 |
-0.0010 |
-0.1% |
1.0077 |
| Close |
1.0140 |
1.0156 |
0.0016 |
0.2% |
1.0140 |
| Range |
0.0030 |
0.0056 |
0.0026 |
86.7% |
0.0205 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
95 |
23 |
-72 |
-75.8% |
297 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0287 |
1.0187 |
|
| R3 |
1.0249 |
1.0231 |
1.0171 |
|
| R2 |
1.0193 |
1.0193 |
1.0166 |
|
| R1 |
1.0175 |
1.0175 |
1.0161 |
1.0184 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0142 |
| S1 |
1.0119 |
1.0119 |
1.0151 |
1.0128 |
| S2 |
1.0081 |
1.0081 |
1.0146 |
|
| S3 |
1.0025 |
1.0063 |
1.0141 |
|
| S4 |
0.9969 |
1.0007 |
1.0125 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0666 |
1.0253 |
|
| R3 |
1.0576 |
1.0461 |
1.0196 |
|
| R2 |
1.0371 |
1.0371 |
1.0178 |
|
| R1 |
1.0256 |
1.0256 |
1.0159 |
1.0211 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0144 |
| S1 |
1.0051 |
1.0051 |
1.0121 |
1.0006 |
| S2 |
0.9961 |
0.9961 |
1.0102 |
|
| S3 |
0.9756 |
0.9846 |
1.0084 |
|
| S4 |
0.9551 |
0.9641 |
1.0027 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0303 |
|
1.618 |
1.0247 |
|
1.000 |
1.0212 |
|
0.618 |
1.0191 |
|
HIGH |
1.0156 |
|
0.618 |
1.0135 |
|
0.500 |
1.0128 |
|
0.382 |
1.0121 |
|
LOW |
1.0100 |
|
0.618 |
1.0065 |
|
1.000 |
1.0044 |
|
1.618 |
1.0009 |
|
2.618 |
0.9953 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0147 |
1.0144 |
| PP |
1.0137 |
1.0133 |
| S1 |
1.0128 |
1.0121 |
|