CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0737 |
1.0620 |
-0.0117 |
-1.1% |
1.0671 |
| High |
1.0783 |
1.0655 |
-0.0128 |
-1.2% |
1.0764 |
| Low |
1.0621 |
1.0573 |
-0.0048 |
-0.5% |
1.0588 |
| Close |
1.0638 |
1.0613 |
-0.0025 |
-0.2% |
1.0683 |
| Range |
0.0162 |
0.0082 |
-0.0080 |
-49.4% |
0.0176 |
| ATR |
0.0120 |
0.0118 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
159,187 |
116,878 |
-42,309 |
-26.6% |
618,075 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0818 |
1.0658 |
|
| R3 |
1.0778 |
1.0736 |
1.0636 |
|
| R2 |
1.0696 |
1.0696 |
1.0628 |
|
| R1 |
1.0654 |
1.0654 |
1.0621 |
1.0634 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0604 |
| S1 |
1.0572 |
1.0572 |
1.0605 |
1.0552 |
| S2 |
1.0532 |
1.0532 |
1.0598 |
|
| S3 |
1.0450 |
1.0490 |
1.0590 |
|
| S4 |
1.0368 |
1.0408 |
1.0568 |
|
|
| 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 |
1.0573 |
0.0210 |
2.0% |
0.0125 |
1.2% |
19% |
False |
True |
135,331 |
| 10 |
1.0795 |
1.0573 |
0.0222 |
2.1% |
0.0114 |
1.1% |
18% |
False |
True |
121,873 |
| 20 |
1.0795 |
1.0385 |
0.0410 |
3.9% |
0.0116 |
1.1% |
56% |
False |
False |
120,418 |
| 40 |
1.0795 |
0.9957 |
0.0838 |
7.9% |
0.0111 |
1.0% |
78% |
False |
False |
100,616 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0125 |
1.2% |
85% |
False |
False |
77,862 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0128 |
1.2% |
85% |
False |
False |
58,441 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0128 |
1.2% |
88% |
False |
False |
46,767 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0116 |
1.1% |
88% |
False |
False |
38,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1004 |
|
2.618 |
1.0870 |
|
1.618 |
1.0788 |
|
1.000 |
1.0737 |
|
0.618 |
1.0706 |
|
HIGH |
1.0655 |
|
0.618 |
1.0624 |
|
0.500 |
1.0614 |
|
0.382 |
1.0604 |
|
LOW |
1.0573 |
|
0.618 |
1.0522 |
|
1.000 |
1.0491 |
|
1.618 |
1.0440 |
|
2.618 |
1.0358 |
|
4.250 |
1.0225 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0614 |
1.0678 |
| PP |
1.0614 |
1.0656 |
| S1 |
1.0613 |
1.0635 |
|