CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0713 |
1.0671 |
-0.0042 |
-0.4% |
1.0577 |
| High |
1.0735 |
1.0772 |
0.0037 |
0.3% |
1.0743 |
| Low |
1.0633 |
1.0653 |
0.0020 |
0.2% |
1.0469 |
| Close |
1.0682 |
1.0742 |
0.0060 |
0.6% |
1.0735 |
| Range |
0.0102 |
0.0119 |
0.0017 |
16.7% |
0.0274 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.1% |
0.0000 |
| Volume |
89,841 |
116,302 |
26,461 |
29.5% |
613,110 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1030 |
1.0807 |
|
| R3 |
1.0960 |
1.0911 |
1.0775 |
|
| R2 |
1.0841 |
1.0841 |
1.0764 |
|
| R1 |
1.0792 |
1.0792 |
1.0753 |
1.0817 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0735 |
| S1 |
1.0673 |
1.0673 |
1.0731 |
1.0698 |
| S2 |
1.0603 |
1.0603 |
1.0720 |
|
| S3 |
1.0484 |
1.0554 |
1.0709 |
|
| S4 |
1.0365 |
1.0435 |
1.0677 |
|
|
| 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 |
1.0772 |
1.0515 |
0.0257 |
2.4% |
0.0119 |
1.1% |
88% |
True |
False |
114,126 |
| 10 |
1.0772 |
1.0385 |
0.0387 |
3.6% |
0.0118 |
1.1% |
92% |
True |
False |
118,963 |
| 20 |
1.0772 |
1.0153 |
0.0619 |
5.8% |
0.0113 |
1.1% |
95% |
True |
False |
107,392 |
| 40 |
1.0772 |
0.9761 |
0.1011 |
9.4% |
0.0119 |
1.1% |
97% |
True |
False |
85,049 |
| 60 |
1.0772 |
0.9548 |
0.1224 |
11.4% |
0.0126 |
1.2% |
98% |
True |
False |
57,584 |
| 80 |
1.0772 |
0.9548 |
0.1224 |
11.4% |
0.0130 |
1.2% |
98% |
True |
False |
43,216 |
| 100 |
1.0772 |
0.9233 |
0.1539 |
14.3% |
0.0127 |
1.2% |
98% |
True |
False |
34,583 |
| 120 |
1.0772 |
0.9233 |
0.1539 |
14.3% |
0.0106 |
1.0% |
98% |
True |
False |
28,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1278 |
|
2.618 |
1.1084 |
|
1.618 |
1.0965 |
|
1.000 |
1.0891 |
|
0.618 |
1.0846 |
|
HIGH |
1.0772 |
|
0.618 |
1.0727 |
|
0.500 |
1.0713 |
|
0.382 |
1.0698 |
|
LOW |
1.0653 |
|
0.618 |
1.0579 |
|
1.000 |
1.0534 |
|
1.618 |
1.0460 |
|
2.618 |
1.0341 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0732 |
1.0727 |
| PP |
1.0722 |
1.0711 |
| S1 |
1.0713 |
1.0696 |
|