CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.0569 |
1.0654 |
0.0085 |
0.8% |
1.0405 |
High |
1.0686 |
1.0705 |
0.0019 |
0.2% |
1.0628 |
Low |
1.0515 |
1.0627 |
0.0112 |
1.1% |
1.0365 |
Close |
1.0641 |
1.0657 |
0.0016 |
0.2% |
1.0593 |
Range |
0.0171 |
0.0078 |
-0.0093 |
-54.4% |
0.0263 |
ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0000 |
Volume |
132,715 |
106,968 |
-25,747 |
-19.4% |
585,187 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0897 |
1.0855 |
1.0700 |
|
R3 |
1.0819 |
1.0777 |
1.0678 |
|
R2 |
1.0741 |
1.0741 |
1.0671 |
|
R1 |
1.0699 |
1.0699 |
1.0664 |
1.0720 |
PP |
1.0663 |
1.0663 |
1.0663 |
1.0674 |
S1 |
1.0621 |
1.0621 |
1.0650 |
1.0642 |
S2 |
1.0585 |
1.0585 |
1.0643 |
|
S3 |
1.0507 |
1.0543 |
1.0636 |
|
S4 |
1.0429 |
1.0465 |
1.0614 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1318 |
1.1218 |
1.0738 |
|
R3 |
1.1055 |
1.0955 |
1.0665 |
|
R2 |
1.0792 |
1.0792 |
1.0641 |
|
R1 |
1.0692 |
1.0692 |
1.0617 |
1.0742 |
PP |
1.0529 |
1.0529 |
1.0529 |
1.0554 |
S1 |
1.0429 |
1.0429 |
1.0569 |
1.0479 |
S2 |
1.0266 |
1.0266 |
1.0545 |
|
S3 |
1.0003 |
1.0166 |
1.0521 |
|
S4 |
0.9740 |
0.9903 |
1.0448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0705 |
1.0469 |
0.0236 |
2.2% |
0.0112 |
1.1% |
80% |
True |
False |
120,604 |
10 |
1.0705 |
1.0315 |
0.0390 |
3.7% |
0.0117 |
1.1% |
88% |
True |
False |
119,112 |
20 |
1.0705 |
1.0065 |
0.0640 |
6.0% |
0.0112 |
1.1% |
93% |
True |
False |
105,680 |
40 |
1.0705 |
0.9761 |
0.0944 |
8.9% |
0.0121 |
1.1% |
95% |
True |
False |
77,292 |
60 |
1.0705 |
0.9548 |
0.1157 |
10.9% |
0.0127 |
1.2% |
96% |
True |
False |
52,072 |
80 |
1.0705 |
0.9548 |
0.1157 |
10.9% |
0.0130 |
1.2% |
96% |
True |
False |
39,082 |
100 |
1.0705 |
0.9233 |
0.1472 |
13.8% |
0.0124 |
1.2% |
97% |
True |
False |
31,274 |
120 |
1.0705 |
0.9233 |
0.1472 |
13.8% |
0.0103 |
1.0% |
97% |
True |
False |
26,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1037 |
2.618 |
1.0909 |
1.618 |
1.0831 |
1.000 |
1.0783 |
0.618 |
1.0753 |
HIGH |
1.0705 |
0.618 |
1.0675 |
0.500 |
1.0666 |
0.382 |
1.0657 |
LOW |
1.0627 |
0.618 |
1.0579 |
1.000 |
1.0549 |
1.618 |
1.0501 |
2.618 |
1.0423 |
4.250 |
1.0296 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0666 |
1.0641 |
PP |
1.0663 |
1.0626 |
S1 |
1.0660 |
1.0610 |
|