CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0605 |
1.0704 |
0.0099 |
0.9% |
1.0737 |
| High |
1.0694 |
1.0728 |
0.0034 |
0.3% |
1.0783 |
| Low |
1.0569 |
1.0662 |
0.0093 |
0.9% |
1.0569 |
| Close |
1.0655 |
1.0675 |
0.0020 |
0.2% |
1.0675 |
| Range |
0.0125 |
0.0066 |
-0.0059 |
-47.2% |
0.0214 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
117,107 |
97,684 |
-19,423 |
-16.6% |
490,856 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0847 |
1.0711 |
|
| R3 |
1.0820 |
1.0781 |
1.0693 |
|
| R2 |
1.0754 |
1.0754 |
1.0687 |
|
| R1 |
1.0715 |
1.0715 |
1.0681 |
1.0702 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0682 |
| S1 |
1.0649 |
1.0649 |
1.0669 |
1.0636 |
| S2 |
1.0622 |
1.0622 |
1.0663 |
|
| S3 |
1.0556 |
1.0583 |
1.0657 |
|
| S4 |
1.0490 |
1.0517 |
1.0639 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1210 |
1.0793 |
|
| R3 |
1.1104 |
1.0996 |
1.0734 |
|
| R2 |
1.0890 |
1.0890 |
1.0714 |
|
| R1 |
1.0782 |
1.0782 |
1.0695 |
1.0729 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0649 |
| S1 |
1.0568 |
1.0568 |
1.0655 |
1.0515 |
| S2 |
1.0462 |
1.0462 |
1.0636 |
|
| S3 |
1.0248 |
1.0354 |
1.0616 |
|
| S4 |
1.0034 |
1.0140 |
1.0557 |
|
|
| 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% |
0.0109 |
1.0% |
50% |
False |
False |
118,352 |
| 10 |
1.0783 |
1.0569 |
0.0214 |
2.0% |
0.0116 |
1.1% |
50% |
False |
False |
121,977 |
| 20 |
1.0795 |
1.0469 |
0.0326 |
3.1% |
0.0112 |
1.0% |
63% |
False |
False |
118,374 |
| 40 |
1.0795 |
0.9957 |
0.0838 |
7.9% |
0.0114 |
1.1% |
86% |
False |
False |
104,761 |
| 60 |
1.0795 |
0.9757 |
0.1038 |
9.7% |
0.0123 |
1.2% |
88% |
False |
False |
81,431 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.7% |
0.0126 |
1.2% |
90% |
False |
False |
61,124 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0128 |
1.2% |
92% |
False |
False |
48,914 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0117 |
1.1% |
92% |
False |
False |
40,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0901 |
|
1.618 |
1.0835 |
|
1.000 |
1.0794 |
|
0.618 |
1.0769 |
|
HIGH |
1.0728 |
|
0.618 |
1.0703 |
|
0.500 |
1.0695 |
|
0.382 |
1.0687 |
|
LOW |
1.0662 |
|
0.618 |
1.0621 |
|
1.000 |
1.0596 |
|
1.618 |
1.0555 |
|
2.618 |
1.0489 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0695 |
1.0666 |
| PP |
1.0688 |
1.0657 |
| S1 |
1.0682 |
1.0649 |
|