CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0713 |
1.0737 |
0.0024 |
0.2% |
1.0671 |
| High |
1.0764 |
1.0783 |
0.0019 |
0.2% |
1.0764 |
| Low |
1.0653 |
1.0621 |
-0.0032 |
-0.3% |
1.0588 |
| Close |
1.0683 |
1.0638 |
-0.0045 |
-0.4% |
1.0683 |
| Range |
0.0111 |
0.0162 |
0.0051 |
45.9% |
0.0176 |
| ATR |
0.0117 |
0.0120 |
0.0003 |
2.7% |
0.0000 |
| Volume |
100,905 |
159,187 |
58,282 |
57.8% |
618,075 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1167 |
1.1064 |
1.0727 |
|
| R3 |
1.1005 |
1.0902 |
1.0683 |
|
| R2 |
1.0843 |
1.0843 |
1.0668 |
|
| R1 |
1.0740 |
1.0740 |
1.0653 |
1.0711 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0666 |
| S1 |
1.0578 |
1.0578 |
1.0623 |
1.0549 |
| S2 |
1.0519 |
1.0519 |
1.0608 |
|
| S3 |
1.0357 |
1.0416 |
1.0593 |
|
| S4 |
1.0195 |
1.0254 |
1.0549 |
|
|
| 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 |
1.0783 |
1.0588 |
0.0195 |
1.8% |
0.0129 |
1.2% |
26% |
True |
False |
137,714 |
| 10 |
1.0795 |
1.0588 |
0.0207 |
1.9% |
0.0117 |
1.1% |
24% |
False |
False |
121,816 |
| 20 |
1.0795 |
1.0365 |
0.0430 |
4.0% |
0.0117 |
1.1% |
63% |
False |
False |
120,263 |
| 40 |
1.0795 |
0.9957 |
0.0838 |
7.9% |
0.0111 |
1.0% |
81% |
False |
False |
99,161 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0126 |
1.2% |
87% |
False |
False |
75,921 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0128 |
1.2% |
87% |
False |
False |
56,982 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0128 |
1.2% |
90% |
False |
False |
45,598 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0115 |
1.1% |
90% |
False |
False |
38,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1207 |
|
1.618 |
1.1045 |
|
1.000 |
1.0945 |
|
0.618 |
1.0883 |
|
HIGH |
1.0783 |
|
0.618 |
1.0721 |
|
0.500 |
1.0702 |
|
0.382 |
1.0683 |
|
LOW |
1.0621 |
|
0.618 |
1.0521 |
|
1.000 |
1.0459 |
|
1.618 |
1.0359 |
|
2.618 |
1.0197 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0697 |
| PP |
1.0681 |
1.0677 |
| S1 |
1.0659 |
1.0658 |
|