CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 01-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0746 |
1.0709 |
-0.0037 |
-0.3% |
1.0737 |
High |
1.0833 |
1.0793 |
-0.0040 |
-0.4% |
1.0783 |
Low |
1.0693 |
1.0705 |
0.0012 |
0.1% |
1.0569 |
Close |
1.0740 |
1.0773 |
0.0033 |
0.3% |
1.0675 |
Range |
0.0140 |
0.0088 |
-0.0052 |
-37.1% |
0.0214 |
ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
167,711 |
115,911 |
-51,800 |
-30.9% |
490,856 |
|
Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1021 |
1.0985 |
1.0821 |
|
R3 |
1.0933 |
1.0897 |
1.0797 |
|
R2 |
1.0845 |
1.0845 |
1.0789 |
|
R1 |
1.0809 |
1.0809 |
1.0781 |
1.0827 |
PP |
1.0757 |
1.0757 |
1.0757 |
1.0766 |
S1 |
1.0721 |
1.0721 |
1.0765 |
1.0739 |
S2 |
1.0669 |
1.0669 |
1.0757 |
|
S3 |
1.0581 |
1.0633 |
1.0749 |
|
S4 |
1.0493 |
1.0545 |
1.0725 |
|
|
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 |
1.0625 |
0.0208 |
1.9% |
0.0097 |
0.9% |
71% |
False |
False |
117,543 |
10 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0109 |
1.0% |
77% |
False |
False |
123,216 |
20 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0108 |
1.0% |
77% |
False |
False |
118,073 |
40 |
1.0833 |
1.0065 |
0.0768 |
7.1% |
0.0110 |
1.0% |
92% |
False |
False |
111,385 |
60 |
1.0833 |
0.9761 |
0.1072 |
10.0% |
0.0117 |
1.1% |
94% |
False |
False |
89,238 |
80 |
1.0833 |
0.9548 |
0.1285 |
11.9% |
0.0122 |
1.1% |
95% |
False |
False |
67,237 |
100 |
1.0833 |
0.9548 |
0.1285 |
11.9% |
0.0127 |
1.2% |
95% |
False |
False |
53,811 |
120 |
1.0833 |
0.9233 |
0.1600 |
14.9% |
0.0121 |
1.1% |
96% |
False |
False |
44,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1167 |
2.618 |
1.1023 |
1.618 |
1.0935 |
1.000 |
1.0881 |
0.618 |
1.0847 |
HIGH |
1.0793 |
0.618 |
1.0759 |
0.500 |
1.0749 |
0.382 |
1.0739 |
LOW |
1.0705 |
0.618 |
1.0651 |
1.000 |
1.0617 |
1.618 |
1.0563 |
2.618 |
1.0475 |
4.250 |
1.0331 |
|
|
Fisher Pivots for day following 01-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0765 |
1.0770 |
PP |
1.0757 |
1.0766 |
S1 |
1.0749 |
1.0763 |
|