CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0649 |
1.0713 |
0.0064 |
0.6% |
1.0671 |
| High |
1.0740 |
1.0764 |
0.0024 |
0.2% |
1.0764 |
| Low |
1.0611 |
1.0653 |
0.0042 |
0.4% |
1.0588 |
| Close |
1.0722 |
1.0683 |
-0.0039 |
-0.4% |
1.0683 |
| Range |
0.0129 |
0.0111 |
-0.0018 |
-14.0% |
0.0176 |
| ATR |
0.0118 |
0.0117 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
150,372 |
100,905 |
-49,467 |
-32.9% |
618,075 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0969 |
1.0744 |
|
| R3 |
1.0922 |
1.0858 |
1.0714 |
|
| R2 |
1.0811 |
1.0811 |
1.0703 |
|
| R1 |
1.0747 |
1.0747 |
1.0693 |
1.0724 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0688 |
| S1 |
1.0636 |
1.0636 |
1.0673 |
1.0613 |
| S2 |
1.0589 |
1.0589 |
1.0663 |
|
| S3 |
1.0478 |
1.0525 |
1.0652 |
|
| S4 |
1.0367 |
1.0414 |
1.0622 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1121 |
1.0780 |
|
| R3 |
1.1030 |
1.0945 |
1.0731 |
|
| R2 |
1.0854 |
1.0854 |
1.0715 |
|
| R1 |
1.0769 |
1.0769 |
1.0699 |
1.0812 |
| PP |
1.0678 |
1.0678 |
1.0678 |
1.0700 |
| S1 |
1.0593 |
1.0593 |
1.0667 |
1.0636 |
| S2 |
1.0502 |
1.0502 |
1.0651 |
|
| S3 |
1.0326 |
1.0417 |
1.0635 |
|
| S4 |
1.0150 |
1.0241 |
1.0586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0764 |
1.0588 |
0.0176 |
1.6% |
0.0115 |
1.1% |
54% |
True |
False |
123,615 |
| 10 |
1.0795 |
1.0588 |
0.0207 |
1.9% |
0.0111 |
1.0% |
46% |
False |
False |
114,881 |
| 20 |
1.0795 |
1.0365 |
0.0430 |
4.0% |
0.0115 |
1.1% |
74% |
False |
False |
117,355 |
| 40 |
1.0795 |
0.9952 |
0.0843 |
7.9% |
0.0111 |
1.0% |
87% |
False |
False |
97,780 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0125 |
1.2% |
91% |
False |
False |
73,272 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0127 |
1.2% |
91% |
False |
False |
54,993 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0127 |
1.2% |
93% |
False |
False |
44,007 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0114 |
1.1% |
93% |
False |
False |
36,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1055 |
|
1.618 |
1.0944 |
|
1.000 |
1.0875 |
|
0.618 |
1.0833 |
|
HIGH |
1.0764 |
|
0.618 |
1.0722 |
|
0.500 |
1.0709 |
|
0.382 |
1.0695 |
|
LOW |
1.0653 |
|
0.618 |
1.0584 |
|
1.000 |
1.0542 |
|
1.618 |
1.0473 |
|
2.618 |
1.0362 |
|
4.250 |
1.0181 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0682 |
| PP |
1.0700 |
1.0681 |
| S1 |
1.0692 |
1.0680 |
|