CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0681 |
1.0652 |
-0.0029 |
-0.3% |
1.0713 |
| High |
1.0692 |
1.0737 |
0.0045 |
0.4% |
1.0795 |
| Low |
1.0588 |
1.0596 |
0.0008 |
0.1% |
1.0594 |
| Close |
1.0596 |
1.0646 |
0.0050 |
0.5% |
1.0619 |
| Range |
0.0104 |
0.0141 |
0.0037 |
35.6% |
0.0201 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.6% |
0.0000 |
| Volume |
128,794 |
149,314 |
20,520 |
15.9% |
530,739 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1005 |
1.0724 |
|
| R3 |
1.0942 |
1.0864 |
1.0685 |
|
| R2 |
1.0801 |
1.0801 |
1.0672 |
|
| R1 |
1.0723 |
1.0723 |
1.0659 |
1.0692 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0644 |
| S1 |
1.0582 |
1.0582 |
1.0633 |
1.0551 |
| S2 |
1.0519 |
1.0519 |
1.0620 |
|
| S3 |
1.0378 |
1.0441 |
1.0607 |
|
| S4 |
1.0237 |
1.0300 |
1.0568 |
|
|
| 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 |
1.0780 |
1.0588 |
0.0192 |
1.8% |
0.0115 |
1.1% |
30% |
False |
False |
118,693 |
| 10 |
1.0795 |
1.0588 |
0.0207 |
1.9% |
0.0107 |
1.0% |
28% |
False |
False |
112,931 |
| 20 |
1.0795 |
1.0303 |
0.0492 |
4.6% |
0.0111 |
1.0% |
70% |
False |
False |
115,382 |
| 40 |
1.0795 |
0.9783 |
0.1012 |
9.5% |
0.0113 |
1.1% |
85% |
False |
False |
95,569 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0125 |
1.2% |
88% |
False |
False |
69,090 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0128 |
1.2% |
88% |
False |
False |
51,853 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0128 |
1.2% |
90% |
False |
False |
41,495 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0112 |
1.0% |
90% |
False |
False |
34,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1336 |
|
2.618 |
1.1106 |
|
1.618 |
1.0965 |
|
1.000 |
1.0878 |
|
0.618 |
1.0824 |
|
HIGH |
1.0737 |
|
0.618 |
1.0683 |
|
0.500 |
1.0667 |
|
0.382 |
1.0650 |
|
LOW |
1.0596 |
|
0.618 |
1.0509 |
|
1.000 |
1.0455 |
|
1.618 |
1.0368 |
|
2.618 |
1.0227 |
|
4.250 |
0.9997 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0667 |
1.0663 |
| PP |
1.0660 |
1.0657 |
| S1 |
1.0653 |
1.0652 |
|