CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0535 |
-0.0118 |
-1.1% |
1.0684 |
| High |
1.0675 |
1.0578 |
-0.0097 |
-0.9% |
1.0833 |
| Low |
1.0508 |
1.0495 |
-0.0013 |
-0.1% |
1.0625 |
| Close |
1.0510 |
1.0560 |
0.0050 |
0.5% |
1.0719 |
| Range |
0.0167 |
0.0083 |
-0.0084 |
-50.3% |
0.0208 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
165,999 |
131,944 |
-34,055 |
-20.5% |
581,001 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0793 |
1.0760 |
1.0606 |
|
| R3 |
1.0710 |
1.0677 |
1.0583 |
|
| R2 |
1.0627 |
1.0627 |
1.0575 |
|
| R1 |
1.0594 |
1.0594 |
1.0568 |
1.0611 |
| PP |
1.0544 |
1.0544 |
1.0544 |
1.0553 |
| S1 |
1.0511 |
1.0511 |
1.0552 |
1.0528 |
| S2 |
1.0461 |
1.0461 |
1.0545 |
|
| S3 |
1.0378 |
1.0428 |
1.0537 |
|
| S4 |
1.0295 |
1.0345 |
1.0514 |
|
|
| 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 |
1.0799 |
1.0495 |
0.0304 |
2.9% |
0.0103 |
1.0% |
21% |
False |
True |
123,584 |
| 10 |
1.0833 |
1.0495 |
0.0338 |
3.2% |
0.0103 |
1.0% |
19% |
False |
True |
120,683 |
| 20 |
1.0833 |
1.0495 |
0.0338 |
3.2% |
0.0108 |
1.0% |
19% |
False |
True |
121,278 |
| 40 |
1.0833 |
1.0153 |
0.0680 |
6.4% |
0.0111 |
1.0% |
60% |
False |
False |
114,335 |
| 60 |
1.0833 |
0.9761 |
0.1072 |
10.2% |
0.0116 |
1.1% |
75% |
False |
False |
97,125 |
| 80 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0121 |
1.2% |
79% |
False |
False |
73,508 |
| 100 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0126 |
1.2% |
79% |
False |
False |
58,828 |
| 120 |
1.0833 |
0.9233 |
0.1600 |
15.2% |
0.0124 |
1.2% |
83% |
False |
False |
49,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0931 |
|
2.618 |
1.0795 |
|
1.618 |
1.0712 |
|
1.000 |
1.0661 |
|
0.618 |
1.0629 |
|
HIGH |
1.0578 |
|
0.618 |
1.0546 |
|
0.500 |
1.0537 |
|
0.382 |
1.0527 |
|
LOW |
1.0495 |
|
0.618 |
1.0444 |
|
1.000 |
1.0412 |
|
1.618 |
1.0361 |
|
2.618 |
1.0278 |
|
4.250 |
1.0142 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0552 |
1.0609 |
| PP |
1.0544 |
1.0593 |
| S1 |
1.0537 |
1.0576 |
|