CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0741 |
-0.0001 |
0.0% |
1.0713 |
| High |
1.0780 |
1.0745 |
-0.0035 |
-0.3% |
1.0795 |
| Low |
1.0693 |
1.0594 |
-0.0099 |
-0.9% |
1.0594 |
| Close |
1.0745 |
1.0619 |
-0.0126 |
-1.2% |
1.0619 |
| Range |
0.0087 |
0.0151 |
0.0064 |
73.6% |
0.0201 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.5% |
0.0000 |
| Volume |
115,825 |
110,843 |
-4,982 |
-4.3% |
530,739 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1106 |
1.1013 |
1.0702 |
|
| R3 |
1.0955 |
1.0862 |
1.0661 |
|
| R2 |
1.0804 |
1.0804 |
1.0647 |
|
| R1 |
1.0711 |
1.0711 |
1.0633 |
1.0682 |
| PP |
1.0653 |
1.0653 |
1.0653 |
1.0638 |
| S1 |
1.0560 |
1.0560 |
1.0605 |
1.0531 |
| S2 |
1.0502 |
1.0502 |
1.0591 |
|
| S3 |
1.0351 |
1.0409 |
1.0577 |
|
| S4 |
1.0200 |
1.0258 |
1.0536 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1147 |
1.0730 |
|
| R3 |
1.1071 |
1.0946 |
1.0674 |
|
| R2 |
1.0870 |
1.0870 |
1.0656 |
|
| R1 |
1.0745 |
1.0745 |
1.0637 |
1.0707 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0651 |
| S1 |
1.0544 |
1.0544 |
1.0601 |
1.0506 |
| S2 |
1.0468 |
1.0468 |
1.0582 |
|
| S3 |
1.0267 |
1.0343 |
1.0564 |
|
| S4 |
1.0066 |
1.0142 |
1.0508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0795 |
1.0594 |
0.0201 |
1.9% |
0.0107 |
1.0% |
12% |
False |
True |
106,147 |
| 10 |
1.0795 |
1.0469 |
0.0326 |
3.1% |
0.0114 |
1.1% |
46% |
False |
False |
114,384 |
| 20 |
1.0795 |
1.0158 |
0.0637 |
6.0% |
0.0115 |
1.1% |
72% |
False |
False |
109,277 |
| 40 |
1.0795 |
0.9761 |
0.1034 |
9.7% |
0.0114 |
1.1% |
83% |
False |
False |
91,467 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0124 |
1.2% |
86% |
False |
False |
62,989 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0129 |
1.2% |
86% |
False |
False |
47,272 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0130 |
1.2% |
89% |
False |
False |
37,829 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0109 |
1.0% |
89% |
False |
False |
31,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1140 |
|
1.618 |
1.0989 |
|
1.000 |
1.0896 |
|
0.618 |
1.0838 |
|
HIGH |
1.0745 |
|
0.618 |
1.0687 |
|
0.500 |
1.0670 |
|
0.382 |
1.0652 |
|
LOW |
1.0594 |
|
0.618 |
1.0501 |
|
1.000 |
1.0443 |
|
1.618 |
1.0350 |
|
2.618 |
1.0199 |
|
4.250 |
0.9952 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0670 |
1.0695 |
| PP |
1.0653 |
1.0669 |
| S1 |
1.0636 |
1.0644 |
|