CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0684 |
1.0726 |
0.0042 |
0.4% |
1.0737 |
| High |
1.0758 |
1.0762 |
0.0004 |
0.0% |
1.0783 |
| Low |
1.0625 |
1.0705 |
0.0080 |
0.8% |
1.0569 |
| Close |
1.0734 |
1.0730 |
-0.0004 |
0.0% |
1.0675 |
| Range |
0.0133 |
0.0057 |
-0.0076 |
-57.1% |
0.0214 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
112,982 |
93,431 |
-19,551 |
-17.3% |
490,856 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0874 |
1.0761 |
|
| R3 |
1.0846 |
1.0817 |
1.0746 |
|
| R2 |
1.0789 |
1.0789 |
1.0740 |
|
| R1 |
1.0760 |
1.0760 |
1.0735 |
1.0775 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0740 |
| S1 |
1.0703 |
1.0703 |
1.0725 |
1.0718 |
| S2 |
1.0675 |
1.0675 |
1.0720 |
|
| S3 |
1.0618 |
1.0646 |
1.0714 |
|
| S4 |
1.0561 |
1.0589 |
1.0699 |
|
|
| 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 |
1.0762 |
1.0569 |
0.0193 |
1.8% |
0.0093 |
0.9% |
83% |
True |
False |
107,616 |
| 10 |
1.0783 |
1.0569 |
0.0214 |
2.0% |
0.0111 |
1.0% |
75% |
False |
False |
122,665 |
| 20 |
1.0795 |
1.0515 |
0.0280 |
2.6% |
0.0111 |
1.0% |
77% |
False |
False |
117,287 |
| 40 |
1.0795 |
1.0040 |
0.0755 |
7.0% |
0.0113 |
1.0% |
91% |
False |
False |
107,097 |
| 60 |
1.0795 |
0.9761 |
0.1034 |
9.6% |
0.0117 |
1.1% |
94% |
False |
False |
84,745 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0124 |
1.2% |
95% |
False |
False |
63,699 |
| 100 |
1.0795 |
0.9352 |
0.1443 |
13.4% |
0.0126 |
1.2% |
95% |
False |
False |
50,976 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.6% |
0.0119 |
1.1% |
96% |
False |
False |
42,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1004 |
|
2.618 |
1.0911 |
|
1.618 |
1.0854 |
|
1.000 |
1.0819 |
|
0.618 |
1.0797 |
|
HIGH |
1.0762 |
|
0.618 |
1.0740 |
|
0.500 |
1.0734 |
|
0.382 |
1.0727 |
|
LOW |
1.0705 |
|
0.618 |
1.0670 |
|
1.000 |
1.0648 |
|
1.618 |
1.0613 |
|
2.618 |
1.0556 |
|
4.250 |
1.0463 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0718 |
| PP |
1.0732 |
1.0706 |
| S1 |
1.0731 |
1.0694 |
|