CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0620 |
1.0605 |
-0.0015 |
-0.1% |
1.0671 |
| High |
1.0655 |
1.0694 |
0.0039 |
0.4% |
1.0764 |
| Low |
1.0573 |
1.0569 |
-0.0004 |
0.0% |
1.0588 |
| Close |
1.0613 |
1.0655 |
0.0042 |
0.4% |
1.0683 |
| Range |
0.0082 |
0.0125 |
0.0043 |
52.4% |
0.0176 |
| ATR |
0.0118 |
0.0118 |
0.0001 |
0.4% |
0.0000 |
| Volume |
116,878 |
117,107 |
229 |
0.2% |
618,075 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0960 |
1.0724 |
|
| R3 |
1.0889 |
1.0835 |
1.0689 |
|
| R2 |
1.0764 |
1.0764 |
1.0678 |
|
| R1 |
1.0710 |
1.0710 |
1.0666 |
1.0737 |
| PP |
1.0639 |
1.0639 |
1.0639 |
1.0653 |
| S1 |
1.0585 |
1.0585 |
1.0644 |
1.0612 |
| S2 |
1.0514 |
1.0514 |
1.0632 |
|
| S3 |
1.0389 |
1.0460 |
1.0621 |
|
| S4 |
1.0264 |
1.0335 |
1.0586 |
|
|
| 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 |
1.0569 |
0.0214 |
2.0% |
0.0122 |
1.1% |
40% |
False |
True |
128,889 |
| 10 |
1.0783 |
1.0569 |
0.0214 |
2.0% |
0.0118 |
1.1% |
40% |
False |
True |
123,791 |
| 20 |
1.0795 |
1.0469 |
0.0326 |
3.1% |
0.0113 |
1.1% |
57% |
False |
False |
118,751 |
| 40 |
1.0795 |
0.9957 |
0.0838 |
7.9% |
0.0113 |
1.1% |
83% |
False |
False |
102,771 |
| 60 |
1.0795 |
0.9678 |
0.1117 |
10.5% |
0.0125 |
1.2% |
87% |
False |
False |
79,807 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0126 |
1.2% |
89% |
False |
False |
59,904 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0128 |
1.2% |
91% |
False |
False |
47,937 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.7% |
0.0117 |
1.1% |
91% |
False |
False |
39,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1225 |
|
2.618 |
1.1021 |
|
1.618 |
1.0896 |
|
1.000 |
1.0819 |
|
0.618 |
1.0771 |
|
HIGH |
1.0694 |
|
0.618 |
1.0646 |
|
0.500 |
1.0632 |
|
0.382 |
1.0617 |
|
LOW |
1.0569 |
|
0.618 |
1.0492 |
|
1.000 |
1.0444 |
|
1.618 |
1.0367 |
|
2.618 |
1.0242 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0647 |
1.0676 |
| PP |
1.0639 |
1.0669 |
| S1 |
1.0632 |
1.0662 |
|