CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0652 |
1.0649 |
-0.0003 |
0.0% |
1.0713 |
| High |
1.0737 |
1.0740 |
0.0003 |
0.0% |
1.0795 |
| Low |
1.0596 |
1.0611 |
0.0015 |
0.1% |
1.0594 |
| Close |
1.0646 |
1.0722 |
0.0076 |
0.7% |
1.0619 |
| Range |
0.0141 |
0.0129 |
-0.0012 |
-8.5% |
0.0201 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.7% |
0.0000 |
| Volume |
149,314 |
150,372 |
1,058 |
0.7% |
530,739 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.1029 |
1.0793 |
|
| R3 |
1.0949 |
1.0900 |
1.0757 |
|
| R2 |
1.0820 |
1.0820 |
1.0746 |
|
| R1 |
1.0771 |
1.0771 |
1.0734 |
1.0796 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0703 |
| S1 |
1.0642 |
1.0642 |
1.0710 |
1.0667 |
| S2 |
1.0562 |
1.0562 |
1.0698 |
|
| S3 |
1.0433 |
1.0513 |
1.0687 |
|
| S4 |
1.0304 |
1.0384 |
1.0651 |
|
|
| 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 |
1.0745 |
1.0588 |
0.0157 |
1.5% |
0.0123 |
1.2% |
85% |
False |
False |
125,602 |
| 10 |
1.0795 |
1.0588 |
0.0207 |
1.9% |
0.0112 |
1.0% |
65% |
False |
False |
117,271 |
| 20 |
1.0795 |
1.0315 |
0.0480 |
4.5% |
0.0115 |
1.1% |
85% |
False |
False |
118,192 |
| 40 |
1.0795 |
0.9796 |
0.0999 |
9.3% |
0.0114 |
1.1% |
93% |
False |
False |
97,505 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0126 |
1.2% |
94% |
False |
False |
71,592 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0128 |
1.2% |
94% |
False |
False |
53,732 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0128 |
1.2% |
95% |
False |
False |
42,999 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0113 |
1.1% |
95% |
False |
False |
35,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1288 |
|
2.618 |
1.1078 |
|
1.618 |
1.0949 |
|
1.000 |
1.0869 |
|
0.618 |
1.0820 |
|
HIGH |
1.0740 |
|
0.618 |
1.0691 |
|
0.500 |
1.0676 |
|
0.382 |
1.0660 |
|
LOW |
1.0611 |
|
0.618 |
1.0531 |
|
1.000 |
1.0482 |
|
1.618 |
1.0402 |
|
2.618 |
1.0273 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0707 |
1.0703 |
| PP |
1.0691 |
1.0683 |
| S1 |
1.0676 |
1.0664 |
|