CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0681 |
0.0010 |
0.1% |
1.0713 |
| High |
1.0736 |
1.0692 |
-0.0044 |
-0.4% |
1.0795 |
| Low |
1.0644 |
1.0588 |
-0.0056 |
-0.5% |
1.0594 |
| Close |
1.0703 |
1.0596 |
-0.0107 |
-1.0% |
1.0619 |
| Range |
0.0092 |
0.0104 |
0.0012 |
13.0% |
0.0201 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
0.0% |
0.0000 |
| Volume |
88,690 |
128,794 |
40,104 |
45.2% |
530,739 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0871 |
1.0653 |
|
| R3 |
1.0833 |
1.0767 |
1.0625 |
|
| R2 |
1.0729 |
1.0729 |
1.0615 |
|
| R1 |
1.0663 |
1.0663 |
1.0606 |
1.0644 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0616 |
| S1 |
1.0559 |
1.0559 |
1.0586 |
1.0540 |
| S2 |
1.0521 |
1.0521 |
1.0577 |
|
| S3 |
1.0417 |
1.0455 |
1.0567 |
|
| S4 |
1.0313 |
1.0351 |
1.0539 |
|
|
| 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 |
1.0588 |
0.0207 |
2.0% |
0.0102 |
1.0% |
4% |
False |
True |
108,416 |
| 10 |
1.0795 |
1.0515 |
0.0280 |
2.6% |
0.0110 |
1.0% |
29% |
False |
False |
111,271 |
| 20 |
1.0795 |
1.0287 |
0.0508 |
4.8% |
0.0108 |
1.0% |
61% |
False |
False |
114,002 |
| 40 |
1.0795 |
0.9783 |
0.1012 |
9.6% |
0.0112 |
1.1% |
80% |
False |
False |
94,317 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.8% |
0.0125 |
1.2% |
84% |
False |
False |
66,609 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.8% |
0.0128 |
1.2% |
84% |
False |
False |
49,988 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0130 |
1.2% |
87% |
False |
False |
40,003 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0110 |
1.0% |
87% |
False |
False |
33,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1134 |
|
2.618 |
1.0964 |
|
1.618 |
1.0860 |
|
1.000 |
1.0796 |
|
0.618 |
1.0756 |
|
HIGH |
1.0692 |
|
0.618 |
1.0652 |
|
0.500 |
1.0640 |
|
0.382 |
1.0628 |
|
LOW |
1.0588 |
|
0.618 |
1.0524 |
|
1.000 |
1.0484 |
|
1.618 |
1.0420 |
|
2.618 |
1.0316 |
|
4.250 |
1.0146 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0667 |
| PP |
1.0625 |
1.0643 |
| S1 |
1.0611 |
1.0620 |
|