CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
1.0031 |
0.0034 |
0.3% |
1.0231 |
| High |
0.9997 |
1.0031 |
0.0034 |
0.3% |
1.0231 |
| Low |
0.9997 |
1.0031 |
0.0034 |
0.3% |
1.0083 |
| Close |
0.9997 |
1.0031 |
0.0034 |
0.3% |
1.0083 |
| Range |
|
|
|
|
|
| ATR |
0.0000 |
0.0059 |
0.0059 |
|
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
1.0031 |
1.0031 |
|
| R3 |
1.0031 |
1.0031 |
1.0031 |
|
| R2 |
1.0031 |
1.0031 |
1.0031 |
|
| R1 |
1.0031 |
1.0031 |
1.0031 |
1.0031 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0031 |
| S1 |
1.0031 |
1.0031 |
1.0031 |
1.0031 |
| S2 |
1.0031 |
1.0031 |
1.0031 |
|
| S3 |
1.0031 |
1.0031 |
1.0031 |
|
| S4 |
1.0031 |
1.0031 |
1.0031 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0478 |
1.0164 |
|
| R3 |
1.0428 |
1.0330 |
1.0124 |
|
| R2 |
1.0280 |
1.0280 |
1.0110 |
|
| R1 |
1.0182 |
1.0182 |
1.0097 |
1.0157 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0120 |
| S1 |
1.0034 |
1.0034 |
1.0069 |
1.0009 |
| S2 |
0.9984 |
0.9984 |
1.0056 |
|
| S3 |
0.9836 |
0.9886 |
1.0042 |
|
| S4 |
0.9688 |
0.9738 |
1.0002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0031 |
|
2.618 |
1.0031 |
|
1.618 |
1.0031 |
|
1.000 |
1.0031 |
|
0.618 |
1.0031 |
|
HIGH |
1.0031 |
|
0.618 |
1.0031 |
|
0.500 |
1.0031 |
|
0.382 |
1.0031 |
|
LOW |
1.0031 |
|
0.618 |
1.0031 |
|
1.000 |
1.0031 |
|
1.618 |
1.0031 |
|
2.618 |
1.0031 |
|
4.250 |
1.0031 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0031 |
1.0026 |
| PP |
1.0031 |
1.0020 |
| S1 |
1.0031 |
1.0015 |
|