CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0713 |
0.0060 |
0.6% |
1.0577 |
| High |
1.0743 |
1.0735 |
-0.0008 |
-0.1% |
1.0743 |
| Low |
1.0620 |
1.0633 |
0.0013 |
0.1% |
1.0469 |
| Close |
1.0735 |
1.0682 |
-0.0053 |
-0.5% |
1.0735 |
| Range |
0.0123 |
0.0102 |
-0.0021 |
-17.1% |
0.0274 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
124,805 |
89,841 |
-34,964 |
-28.0% |
613,110 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0938 |
1.0738 |
|
| R3 |
1.0887 |
1.0836 |
1.0710 |
|
| R2 |
1.0785 |
1.0785 |
1.0701 |
|
| R1 |
1.0734 |
1.0734 |
1.0691 |
1.0709 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0671 |
| S1 |
1.0632 |
1.0632 |
1.0673 |
1.0607 |
| S2 |
1.0581 |
1.0581 |
1.0663 |
|
| S3 |
1.0479 |
1.0530 |
1.0654 |
|
| S4 |
1.0377 |
1.0428 |
1.0626 |
|
|
| 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 |
1.0515 |
0.0228 |
2.1% |
0.0116 |
1.1% |
73% |
False |
False |
117,901 |
| 10 |
1.0743 |
1.0365 |
0.0378 |
3.5% |
0.0117 |
1.1% |
84% |
False |
False |
118,710 |
| 20 |
1.0743 |
1.0065 |
0.0678 |
6.3% |
0.0113 |
1.1% |
91% |
False |
False |
105,741 |
| 40 |
1.0743 |
0.9761 |
0.0982 |
9.2% |
0.0122 |
1.1% |
94% |
False |
False |
82,389 |
| 60 |
1.0743 |
0.9548 |
0.1195 |
11.2% |
0.0127 |
1.2% |
95% |
False |
False |
55,647 |
| 80 |
1.0743 |
0.9548 |
0.1195 |
11.2% |
0.0132 |
1.2% |
95% |
False |
False |
41,762 |
| 100 |
1.0743 |
0.9233 |
0.1510 |
14.1% |
0.0126 |
1.2% |
96% |
False |
False |
33,420 |
| 120 |
1.0743 |
0.9233 |
0.1510 |
14.1% |
0.0105 |
1.0% |
96% |
False |
False |
27,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1002 |
|
1.618 |
1.0900 |
|
1.000 |
1.0837 |
|
0.618 |
1.0798 |
|
HIGH |
1.0735 |
|
0.618 |
1.0696 |
|
0.500 |
1.0684 |
|
0.382 |
1.0672 |
|
LOW |
1.0633 |
|
0.618 |
1.0570 |
|
1.000 |
1.0531 |
|
1.618 |
1.0468 |
|
2.618 |
1.0366 |
|
4.250 |
1.0200 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0682 |
| PP |
1.0683 |
1.0682 |
| S1 |
1.0683 |
1.0682 |
|