CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0001 |
-0.0067 |
-0.7% |
1.0165 |
| High |
1.0068 |
1.0001 |
-0.0067 |
-0.7% |
1.0165 |
| Low |
1.0068 |
1.0001 |
-0.0067 |
-0.7% |
0.9997 |
| Close |
1.0068 |
1.0001 |
-0.0067 |
-0.7% |
1.0053 |
| Range |
|
|
|
|
|
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
1.0001 |
1.0001 |
|
| R3 |
1.0001 |
1.0001 |
1.0001 |
|
| R2 |
1.0001 |
1.0001 |
1.0001 |
|
| R1 |
1.0001 |
1.0001 |
1.0001 |
1.0001 |
| PP |
1.0001 |
1.0001 |
1.0001 |
1.0001 |
| S1 |
1.0001 |
1.0001 |
1.0001 |
1.0001 |
| S2 |
1.0001 |
1.0001 |
1.0001 |
|
| S3 |
1.0001 |
1.0001 |
1.0001 |
|
| S4 |
1.0001 |
1.0001 |
1.0001 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0482 |
1.0145 |
|
| R3 |
1.0408 |
1.0314 |
1.0099 |
|
| R2 |
1.0240 |
1.0240 |
1.0084 |
|
| R1 |
1.0146 |
1.0146 |
1.0068 |
1.0109 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0053 |
| S1 |
0.9978 |
0.9978 |
1.0038 |
0.9941 |
| S2 |
0.9904 |
0.9904 |
1.0022 |
|
| S3 |
0.9736 |
0.9810 |
1.0007 |
|
| S4 |
0.9568 |
0.9642 |
0.9961 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0001 |
|
2.618 |
1.0001 |
|
1.618 |
1.0001 |
|
1.000 |
1.0001 |
|
0.618 |
1.0001 |
|
HIGH |
1.0001 |
|
0.618 |
1.0001 |
|
0.500 |
1.0001 |
|
0.382 |
1.0001 |
|
LOW |
1.0001 |
|
0.618 |
1.0001 |
|
1.000 |
1.0001 |
|
1.618 |
1.0001 |
|
2.618 |
1.0001 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
1.0035 |
| PP |
1.0001 |
1.0023 |
| S1 |
1.0001 |
1.0012 |
|