CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0741 |
1.0671 |
-0.0070 |
-0.7% |
1.0713 |
| High |
1.0745 |
1.0736 |
-0.0009 |
-0.1% |
1.0795 |
| Low |
1.0594 |
1.0644 |
0.0050 |
0.5% |
1.0594 |
| Close |
1.0619 |
1.0703 |
0.0084 |
0.8% |
1.0619 |
| Range |
0.0151 |
0.0092 |
-0.0059 |
-39.1% |
0.0201 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.1% |
0.0000 |
| Volume |
110,843 |
88,690 |
-22,153 |
-20.0% |
530,739 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0929 |
1.0754 |
|
| R3 |
1.0878 |
1.0837 |
1.0728 |
|
| R2 |
1.0786 |
1.0786 |
1.0720 |
|
| R1 |
1.0745 |
1.0745 |
1.0711 |
1.0766 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0705 |
| S1 |
1.0653 |
1.0653 |
1.0695 |
1.0674 |
| S2 |
1.0602 |
1.0602 |
1.0686 |
|
| S3 |
1.0510 |
1.0561 |
1.0678 |
|
| S4 |
1.0418 |
1.0469 |
1.0652 |
|
|
| 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% |
0.0105 |
1.0% |
54% |
False |
False |
105,917 |
| 10 |
1.0795 |
1.0515 |
0.0280 |
2.6% |
0.0111 |
1.0% |
67% |
False |
False |
111,909 |
| 20 |
1.0795 |
1.0181 |
0.0614 |
5.7% |
0.0113 |
1.1% |
85% |
False |
False |
107,562 |
| 40 |
1.0795 |
0.9761 |
0.1034 |
9.7% |
0.0113 |
1.1% |
91% |
False |
False |
92,498 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0125 |
1.2% |
93% |
False |
False |
64,465 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0128 |
1.2% |
93% |
False |
False |
48,379 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0131 |
1.2% |
94% |
False |
False |
38,715 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0110 |
1.0% |
94% |
False |
False |
32,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.0977 |
|
1.618 |
1.0885 |
|
1.000 |
1.0828 |
|
0.618 |
1.0793 |
|
HIGH |
1.0736 |
|
0.618 |
1.0701 |
|
0.500 |
1.0690 |
|
0.382 |
1.0679 |
|
LOW |
1.0644 |
|
0.618 |
1.0587 |
|
1.000 |
1.0552 |
|
1.618 |
1.0495 |
|
2.618 |
1.0403 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0698 |
| PP |
1.0694 |
1.0692 |
| S1 |
1.0690 |
1.0687 |
|