CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0754 |
0.0083 |
0.8% |
1.0577 |
| High |
1.0772 |
1.0795 |
0.0023 |
0.2% |
1.0743 |
| Low |
1.0653 |
1.0719 |
0.0066 |
0.6% |
1.0469 |
| Close |
1.0742 |
1.0746 |
0.0004 |
0.0% |
1.0735 |
| Range |
0.0119 |
0.0076 |
-0.0043 |
-36.1% |
0.0274 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
116,302 |
97,928 |
-18,374 |
-15.8% |
613,110 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0940 |
1.0788 |
|
| R3 |
1.0905 |
1.0864 |
1.0767 |
|
| R2 |
1.0829 |
1.0829 |
1.0760 |
|
| R1 |
1.0788 |
1.0788 |
1.0753 |
1.0771 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0745 |
| S1 |
1.0712 |
1.0712 |
1.0739 |
1.0695 |
| S2 |
1.0677 |
1.0677 |
1.0732 |
|
| S3 |
1.0601 |
1.0636 |
1.0725 |
|
| S4 |
1.0525 |
1.0560 |
1.0704 |
|
|
| 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 |
1.0795 |
1.0620 |
0.0175 |
1.6% |
0.0100 |
0.9% |
72% |
True |
False |
107,168 |
| 10 |
1.0795 |
1.0469 |
0.0326 |
3.0% |
0.0108 |
1.0% |
85% |
True |
False |
113,711 |
| 20 |
1.0795 |
1.0158 |
0.0637 |
5.9% |
0.0111 |
1.0% |
92% |
True |
False |
107,830 |
| 40 |
1.0795 |
0.9761 |
0.1034 |
9.6% |
0.0117 |
1.1% |
95% |
True |
False |
87,223 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0126 |
1.2% |
96% |
True |
False |
59,215 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0130 |
1.2% |
96% |
True |
False |
44,439 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.5% |
0.0128 |
1.2% |
97% |
True |
False |
35,562 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.5% |
0.0107 |
1.0% |
97% |
True |
False |
29,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.0994 |
|
1.618 |
1.0918 |
|
1.000 |
1.0871 |
|
0.618 |
1.0842 |
|
HIGH |
1.0795 |
|
0.618 |
1.0766 |
|
0.500 |
1.0757 |
|
0.382 |
1.0748 |
|
LOW |
1.0719 |
|
0.618 |
1.0672 |
|
1.000 |
1.0643 |
|
1.618 |
1.0596 |
|
2.618 |
1.0520 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0735 |
| PP |
1.0753 |
1.0725 |
| S1 |
1.0750 |
1.0714 |
|