CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0714 |
1.0653 |
-0.0061 |
-0.6% |
1.0684 |
| High |
1.0723 |
1.0675 |
-0.0048 |
-0.4% |
1.0833 |
| Low |
1.0639 |
1.0508 |
-0.0131 |
-1.2% |
1.0625 |
| Close |
1.0651 |
1.0510 |
-0.0141 |
-1.3% |
1.0719 |
| Range |
0.0084 |
0.0167 |
0.0083 |
98.8% |
0.0208 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
3.8% |
0.0000 |
| Volume |
113,103 |
165,999 |
52,896 |
46.8% |
581,001 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.0955 |
1.0602 |
|
| R3 |
1.0898 |
1.0788 |
1.0556 |
|
| R2 |
1.0731 |
1.0731 |
1.0541 |
|
| R1 |
1.0621 |
1.0621 |
1.0525 |
1.0593 |
| PP |
1.0564 |
1.0564 |
1.0564 |
1.0550 |
| S1 |
1.0454 |
1.0454 |
1.0495 |
1.0426 |
| S2 |
1.0397 |
1.0397 |
1.0479 |
|
| S3 |
1.0230 |
1.0287 |
1.0464 |
|
| S4 |
1.0063 |
1.0120 |
1.0418 |
|
|
| 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 |
1.0508 |
0.0325 |
3.1% |
0.0114 |
1.1% |
1% |
False |
True |
130,738 |
| 10 |
1.0833 |
1.0508 |
0.0325 |
3.1% |
0.0103 |
1.0% |
1% |
False |
True |
119,177 |
| 20 |
1.0833 |
1.0508 |
0.0325 |
3.1% |
0.0110 |
1.0% |
1% |
False |
True |
120,496 |
| 40 |
1.0833 |
1.0065 |
0.0768 |
7.3% |
0.0112 |
1.1% |
58% |
False |
False |
113,118 |
| 60 |
1.0833 |
0.9761 |
0.1072 |
10.2% |
0.0118 |
1.1% |
70% |
False |
False |
95,091 |
| 80 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0123 |
1.2% |
75% |
False |
False |
71,859 |
| 100 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0128 |
1.2% |
75% |
False |
False |
57,509 |
| 120 |
1.0833 |
0.9233 |
0.1600 |
15.2% |
0.0124 |
1.2% |
80% |
False |
False |
47,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1385 |
|
2.618 |
1.1112 |
|
1.618 |
1.0945 |
|
1.000 |
1.0842 |
|
0.618 |
1.0778 |
|
HIGH |
1.0675 |
|
0.618 |
1.0611 |
|
0.500 |
1.0592 |
|
0.382 |
1.0572 |
|
LOW |
1.0508 |
|
0.618 |
1.0405 |
|
1.000 |
1.0341 |
|
1.618 |
1.0238 |
|
2.618 |
1.0071 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0592 |
1.0654 |
| PP |
1.0564 |
1.0606 |
| S1 |
1.0537 |
1.0558 |
|