CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0704 |
1.0684 |
-0.0020 |
-0.2% |
1.0737 |
| High |
1.0728 |
1.0758 |
0.0030 |
0.3% |
1.0783 |
| Low |
1.0662 |
1.0625 |
-0.0037 |
-0.3% |
1.0569 |
| Close |
1.0675 |
1.0734 |
0.0059 |
0.6% |
1.0675 |
| Range |
0.0066 |
0.0133 |
0.0067 |
101.5% |
0.0214 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.1% |
0.0000 |
| Volume |
97,684 |
112,982 |
15,298 |
15.7% |
490,856 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1052 |
1.0807 |
|
| R3 |
1.0972 |
1.0919 |
1.0771 |
|
| R2 |
1.0839 |
1.0839 |
1.0758 |
|
| R1 |
1.0786 |
1.0786 |
1.0746 |
1.0813 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0719 |
| S1 |
1.0653 |
1.0653 |
1.0722 |
1.0680 |
| S2 |
1.0573 |
1.0573 |
1.0710 |
|
| S3 |
1.0440 |
1.0520 |
1.0697 |
|
| S4 |
1.0307 |
1.0387 |
1.0661 |
|
|
| 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% |
0.0114 |
1.1% |
77% |
False |
False |
120,767 |
| 10 |
1.0783 |
1.0569 |
0.0214 |
2.0% |
0.0115 |
1.1% |
77% |
False |
False |
122,191 |
| 20 |
1.0795 |
1.0469 |
0.0326 |
3.0% |
0.0114 |
1.1% |
81% |
False |
False |
118,288 |
| 40 |
1.0795 |
0.9957 |
0.0838 |
7.8% |
0.0114 |
1.1% |
93% |
False |
False |
106,028 |
| 60 |
1.0795 |
0.9761 |
0.1034 |
9.6% |
0.0122 |
1.1% |
94% |
False |
False |
83,300 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0126 |
1.2% |
95% |
False |
False |
62,533 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0128 |
1.2% |
96% |
False |
False |
50,043 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0118 |
1.1% |
96% |
False |
False |
41,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1106 |
|
1.618 |
1.0973 |
|
1.000 |
1.0891 |
|
0.618 |
1.0840 |
|
HIGH |
1.0758 |
|
0.618 |
1.0707 |
|
0.500 |
1.0692 |
|
0.382 |
1.0676 |
|
LOW |
1.0625 |
|
0.618 |
1.0543 |
|
1.000 |
1.0492 |
|
1.618 |
1.0410 |
|
2.618 |
1.0277 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0711 |
| PP |
1.0706 |
1.0687 |
| S1 |
1.0692 |
1.0664 |
|