CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0709 |
1.0790 |
0.0081 |
0.8% |
1.0684 |
| High |
1.0793 |
1.0799 |
0.0006 |
0.1% |
1.0833 |
| Low |
1.0705 |
1.0708 |
0.0003 |
0.0% |
1.0625 |
| Close |
1.0773 |
1.0719 |
-0.0054 |
-0.5% |
1.0719 |
| Range |
0.0088 |
0.0091 |
0.0003 |
3.4% |
0.0208 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
115,911 |
90,966 |
-24,945 |
-21.5% |
581,001 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0958 |
1.0769 |
|
| R3 |
1.0924 |
1.0867 |
1.0744 |
|
| R2 |
1.0833 |
1.0833 |
1.0736 |
|
| R1 |
1.0776 |
1.0776 |
1.0727 |
1.0759 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0734 |
| S1 |
1.0685 |
1.0685 |
1.0711 |
1.0668 |
| S2 |
1.0651 |
1.0651 |
1.0702 |
|
| S3 |
1.0560 |
1.0594 |
1.0694 |
|
| S4 |
1.0469 |
1.0503 |
1.0669 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1242 |
1.0833 |
|
| R3 |
1.1142 |
1.1034 |
1.0776 |
|
| R2 |
1.0934 |
1.0934 |
1.0757 |
|
| R1 |
1.0826 |
1.0826 |
1.0738 |
1.0880 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0753 |
| S1 |
1.0618 |
1.0618 |
1.0700 |
1.0672 |
| S2 |
1.0518 |
1.0518 |
1.0681 |
|
| S3 |
1.0310 |
1.0410 |
1.0662 |
|
| S4 |
1.0102 |
1.0202 |
1.0605 |
|
|
| 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% |
0.0102 |
0.9% |
45% |
False |
False |
116,200 |
| 10 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0106 |
1.0% |
57% |
False |
False |
117,276 |
| 20 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0109 |
1.0% |
57% |
False |
False |
117,273 |
| 40 |
1.0833 |
1.0065 |
0.0768 |
7.2% |
0.0110 |
1.0% |
85% |
False |
False |
111,477 |
| 60 |
1.0833 |
0.9761 |
0.1072 |
10.0% |
0.0117 |
1.1% |
89% |
False |
False |
90,619 |
| 80 |
1.0833 |
0.9548 |
0.1285 |
12.0% |
0.0122 |
1.1% |
91% |
False |
False |
68,372 |
| 100 |
1.0833 |
0.9548 |
0.1285 |
12.0% |
0.0126 |
1.2% |
91% |
False |
False |
54,720 |
| 120 |
1.0833 |
0.9233 |
0.1600 |
14.9% |
0.0122 |
1.1% |
93% |
False |
False |
45,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1037 |
|
1.618 |
1.0946 |
|
1.000 |
1.0890 |
|
0.618 |
1.0855 |
|
HIGH |
1.0799 |
|
0.618 |
1.0764 |
|
0.500 |
1.0754 |
|
0.382 |
1.0743 |
|
LOW |
1.0708 |
|
0.618 |
1.0652 |
|
1.000 |
1.0617 |
|
1.618 |
1.0561 |
|
2.618 |
1.0470 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0754 |
1.0763 |
| PP |
1.0742 |
1.0748 |
| S1 |
1.0731 |
1.0734 |
|