CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1.0726 |
1.0746 |
0.0020 |
0.2% |
1.0737 |
High |
1.0762 |
1.0833 |
0.0071 |
0.7% |
1.0783 |
Low |
1.0705 |
1.0693 |
-0.0012 |
-0.1% |
1.0569 |
Close |
1.0730 |
1.0740 |
0.0010 |
0.1% |
1.0675 |
Range |
0.0057 |
0.0140 |
0.0083 |
145.6% |
0.0214 |
ATR |
0.0112 |
0.0114 |
0.0002 |
1.8% |
0.0000 |
Volume |
93,431 |
167,711 |
74,280 |
79.5% |
490,856 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1175 |
1.1098 |
1.0817 |
|
R3 |
1.1035 |
1.0958 |
1.0779 |
|
R2 |
1.0895 |
1.0895 |
1.0766 |
|
R1 |
1.0818 |
1.0818 |
1.0753 |
1.0787 |
PP |
1.0755 |
1.0755 |
1.0755 |
1.0740 |
S1 |
1.0678 |
1.0678 |
1.0727 |
1.0647 |
S2 |
1.0615 |
1.0615 |
1.0714 |
|
S3 |
1.0475 |
1.0538 |
1.0702 |
|
S4 |
1.0335 |
1.0398 |
1.0663 |
|
|
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 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0104 |
1.0% |
65% |
True |
False |
117,783 |
10 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0115 |
1.1% |
65% |
True |
False |
126,557 |
20 |
1.0833 |
1.0515 |
0.0318 |
3.0% |
0.0112 |
1.0% |
71% |
True |
False |
118,914 |
40 |
1.0833 |
1.0065 |
0.0768 |
7.2% |
0.0112 |
1.0% |
88% |
True |
False |
110,033 |
60 |
1.0833 |
0.9761 |
0.1072 |
10.0% |
0.0118 |
1.1% |
91% |
True |
False |
87,430 |
80 |
1.0833 |
0.9548 |
0.1285 |
12.0% |
0.0124 |
1.2% |
93% |
True |
False |
65,791 |
100 |
1.0833 |
0.9467 |
0.1366 |
12.7% |
0.0127 |
1.2% |
93% |
True |
False |
52,653 |
120 |
1.0833 |
0.9233 |
0.1600 |
14.9% |
0.0120 |
1.1% |
94% |
True |
False |
43,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1428 |
2.618 |
1.1200 |
1.618 |
1.1060 |
1.000 |
1.0973 |
0.618 |
1.0920 |
HIGH |
1.0833 |
0.618 |
1.0780 |
0.500 |
1.0763 |
0.382 |
1.0746 |
LOW |
1.0693 |
0.618 |
1.0606 |
1.000 |
1.0553 |
1.618 |
1.0466 |
2.618 |
1.0326 |
4.250 |
1.0098 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0763 |
1.0736 |
PP |
1.0755 |
1.0733 |
S1 |
1.0748 |
1.0729 |
|