CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0653 |
-0.0001 |
0.0% |
1.0577 |
| High |
1.0705 |
1.0743 |
0.0038 |
0.4% |
1.0743 |
| Low |
1.0627 |
1.0620 |
-0.0007 |
-0.1% |
1.0469 |
| Close |
1.0657 |
1.0735 |
0.0078 |
0.7% |
1.0735 |
| Range |
0.0078 |
0.0123 |
0.0045 |
57.7% |
0.0274 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.3% |
0.0000 |
| Volume |
106,968 |
124,805 |
17,837 |
16.7% |
613,110 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1025 |
1.0803 |
|
| R3 |
1.0945 |
1.0902 |
1.0769 |
|
| R2 |
1.0822 |
1.0822 |
1.0758 |
|
| R1 |
1.0779 |
1.0779 |
1.0746 |
1.0801 |
| PP |
1.0699 |
1.0699 |
1.0699 |
1.0710 |
| S1 |
1.0656 |
1.0656 |
1.0724 |
1.0678 |
| S2 |
1.0576 |
1.0576 |
1.0712 |
|
| S3 |
1.0453 |
1.0533 |
1.0701 |
|
| S4 |
1.0330 |
1.0410 |
1.0667 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1377 |
1.0886 |
|
| R3 |
1.1197 |
1.1103 |
1.0810 |
|
| R2 |
1.0923 |
1.0923 |
1.0785 |
|
| R1 |
1.0829 |
1.0829 |
1.0760 |
1.0876 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0673 |
| S1 |
1.0555 |
1.0555 |
1.0710 |
1.0602 |
| S2 |
1.0375 |
1.0375 |
1.0685 |
|
| S3 |
1.0101 |
1.0281 |
1.0660 |
|
| S4 |
0.9827 |
1.0007 |
1.0584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0743 |
1.0469 |
0.0274 |
2.6% |
0.0122 |
1.1% |
97% |
True |
False |
122,622 |
| 10 |
1.0743 |
1.0365 |
0.0378 |
3.5% |
0.0118 |
1.1% |
98% |
True |
False |
119,829 |
| 20 |
1.0743 |
1.0065 |
0.0678 |
6.3% |
0.0112 |
1.0% |
99% |
True |
False |
105,954 |
| 40 |
1.0743 |
0.9761 |
0.0982 |
9.1% |
0.0121 |
1.1% |
99% |
True |
False |
80,363 |
| 60 |
1.0743 |
0.9548 |
0.1195 |
11.1% |
0.0127 |
1.2% |
99% |
True |
False |
54,152 |
| 80 |
1.0743 |
0.9548 |
0.1195 |
11.1% |
0.0131 |
1.2% |
99% |
True |
False |
40,640 |
| 100 |
1.0743 |
0.9233 |
0.1510 |
14.1% |
0.0125 |
1.2% |
99% |
True |
False |
32,522 |
| 120 |
1.0743 |
0.9233 |
0.1510 |
14.1% |
0.0104 |
1.0% |
99% |
True |
False |
27,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1266 |
|
2.618 |
1.1065 |
|
1.618 |
1.0942 |
|
1.000 |
1.0866 |
|
0.618 |
1.0819 |
|
HIGH |
1.0743 |
|
0.618 |
1.0696 |
|
0.500 |
1.0682 |
|
0.382 |
1.0667 |
|
LOW |
1.0620 |
|
0.618 |
1.0544 |
|
1.000 |
1.0497 |
|
1.618 |
1.0421 |
|
2.618 |
1.0298 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0717 |
1.0700 |
| PP |
1.0699 |
1.0664 |
| S1 |
1.0682 |
1.0629 |
|