CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0109 |
-0.0021 |
-0.2% |
1.0068 |
| High |
1.0130 |
1.0109 |
-0.0021 |
-0.2% |
1.0181 |
| Low |
1.0130 |
1.0109 |
-0.0021 |
-0.2% |
1.0001 |
| Close |
1.0130 |
1.0109 |
-0.0021 |
-0.2% |
1.0130 |
| Range |
|
|
|
|
|
| ATR |
0.0059 |
0.0056 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
25 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0109 |
1.0109 |
|
| R3 |
1.0109 |
1.0109 |
1.0109 |
|
| R2 |
1.0109 |
1.0109 |
1.0109 |
|
| R1 |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| S1 |
1.0109 |
1.0109 |
1.0109 |
1.0109 |
| S2 |
1.0109 |
1.0109 |
1.0109 |
|
| S3 |
1.0109 |
1.0109 |
1.0109 |
|
| S4 |
1.0109 |
1.0109 |
1.0109 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0567 |
1.0229 |
|
| R3 |
1.0464 |
1.0387 |
1.0180 |
|
| R2 |
1.0284 |
1.0284 |
1.0163 |
|
| R1 |
1.0207 |
1.0207 |
1.0147 |
1.0246 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0123 |
| S1 |
1.0027 |
1.0027 |
1.0114 |
1.0066 |
| S2 |
0.9924 |
0.9924 |
1.0097 |
|
| S3 |
0.9744 |
0.9847 |
1.0081 |
|
| S4 |
0.9564 |
0.9667 |
1.0031 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0109 |
|
2.618 |
1.0109 |
|
1.618 |
1.0109 |
|
1.000 |
1.0109 |
|
0.618 |
1.0109 |
|
HIGH |
1.0109 |
|
0.618 |
1.0109 |
|
0.500 |
1.0109 |
|
0.382 |
1.0109 |
|
LOW |
1.0109 |
|
0.618 |
1.0109 |
|
1.000 |
1.0109 |
|
1.618 |
1.0109 |
|
2.618 |
1.0109 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0145 |
| PP |
1.0109 |
1.0133 |
| S1 |
1.0109 |
1.0121 |
|