CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 05-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0790 |
1.0714 |
-0.0076 |
-0.7% |
1.0684 |
High |
1.0799 |
1.0723 |
-0.0076 |
-0.7% |
1.0833 |
Low |
1.0708 |
1.0639 |
-0.0069 |
-0.6% |
1.0625 |
Close |
1.0719 |
1.0651 |
-0.0068 |
-0.6% |
1.0719 |
Range |
0.0091 |
0.0084 |
-0.0007 |
-7.7% |
0.0208 |
ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
90,966 |
113,103 |
22,137 |
24.3% |
581,001 |
|
Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0923 |
1.0871 |
1.0697 |
|
R3 |
1.0839 |
1.0787 |
1.0674 |
|
R2 |
1.0755 |
1.0755 |
1.0666 |
|
R1 |
1.0703 |
1.0703 |
1.0659 |
1.0687 |
PP |
1.0671 |
1.0671 |
1.0671 |
1.0663 |
S1 |
1.0619 |
1.0619 |
1.0643 |
1.0603 |
S2 |
1.0587 |
1.0587 |
1.0636 |
|
S3 |
1.0503 |
1.0535 |
1.0628 |
|
S4 |
1.0419 |
1.0451 |
1.0605 |
|
|
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 |
1.0639 |
0.0194 |
1.8% |
0.0092 |
0.9% |
6% |
False |
True |
116,224 |
10 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0103 |
1.0% |
31% |
False |
False |
118,496 |
20 |
1.0833 |
1.0569 |
0.0264 |
2.5% |
0.0107 |
1.0% |
31% |
False |
False |
116,688 |
40 |
1.0833 |
1.0065 |
0.0768 |
7.2% |
0.0109 |
1.0% |
76% |
False |
False |
111,321 |
60 |
1.0833 |
0.9761 |
0.1072 |
10.1% |
0.0116 |
1.1% |
83% |
False |
False |
92,472 |
80 |
1.0833 |
0.9548 |
0.1285 |
12.1% |
0.0122 |
1.1% |
86% |
False |
False |
69,786 |
100 |
1.0833 |
0.9548 |
0.1285 |
12.1% |
0.0126 |
1.2% |
86% |
False |
False |
55,849 |
120 |
1.0833 |
0.9233 |
0.1600 |
15.0% |
0.0122 |
1.1% |
89% |
False |
False |
46,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1080 |
2.618 |
1.0943 |
1.618 |
1.0859 |
1.000 |
1.0807 |
0.618 |
1.0775 |
HIGH |
1.0723 |
0.618 |
1.0691 |
0.500 |
1.0681 |
0.382 |
1.0671 |
LOW |
1.0639 |
0.618 |
1.0587 |
1.000 |
1.0555 |
1.618 |
1.0503 |
2.618 |
1.0419 |
4.250 |
1.0282 |
|
|
Fisher Pivots for day following 05-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0681 |
1.0719 |
PP |
1.0671 |
1.0696 |
S1 |
1.0661 |
1.0674 |
|