CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0560 |
-0.0075 |
-0.7% |
1.0714 |
| High |
1.0654 |
1.0567 |
-0.0087 |
-0.8% |
1.0723 |
| Low |
1.0555 |
1.0465 |
-0.0090 |
-0.9% |
1.0495 |
| Close |
1.0563 |
1.0491 |
-0.0072 |
-0.7% |
1.0563 |
| Range |
0.0099 |
0.0102 |
0.0003 |
3.0% |
0.0228 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
143,323 |
139,533 |
-3,790 |
-2.6% |
706,237 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0814 |
1.0754 |
1.0547 |
|
| R3 |
1.0712 |
1.0652 |
1.0519 |
|
| R2 |
1.0610 |
1.0610 |
1.0510 |
|
| R1 |
1.0550 |
1.0550 |
1.0500 |
1.0529 |
| PP |
1.0508 |
1.0508 |
1.0508 |
1.0497 |
| S1 |
1.0448 |
1.0448 |
1.0482 |
1.0427 |
| S2 |
1.0406 |
1.0406 |
1.0472 |
|
| S3 |
1.0304 |
1.0346 |
1.0463 |
|
| S4 |
1.0202 |
1.0244 |
1.0435 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1148 |
1.0688 |
|
| R3 |
1.1050 |
1.0920 |
1.0626 |
|
| R2 |
1.0822 |
1.0822 |
1.0605 |
|
| R1 |
1.0692 |
1.0692 |
1.0584 |
1.0643 |
| PP |
1.0594 |
1.0594 |
1.0594 |
1.0569 |
| S1 |
1.0464 |
1.0464 |
1.0542 |
1.0415 |
| S2 |
1.0366 |
1.0366 |
1.0521 |
|
| S3 |
1.0138 |
1.0236 |
1.0500 |
|
| S4 |
0.9910 |
1.0008 |
1.0438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0675 |
1.0465 |
0.0210 |
2.0% |
0.0118 |
1.1% |
12% |
False |
True |
146,533 |
| 10 |
1.0833 |
1.0465 |
0.0368 |
3.5% |
0.0105 |
1.0% |
7% |
False |
True |
131,378 |
| 20 |
1.0833 |
1.0465 |
0.0368 |
3.5% |
0.0110 |
1.0% |
7% |
False |
True |
126,785 |
| 40 |
1.0833 |
1.0158 |
0.0675 |
6.4% |
0.0112 |
1.1% |
49% |
False |
False |
118,031 |
| 60 |
1.0833 |
0.9761 |
0.1072 |
10.2% |
0.0113 |
1.1% |
68% |
False |
False |
103,240 |
| 80 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0121 |
1.2% |
73% |
False |
False |
78,938 |
| 100 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0125 |
1.2% |
73% |
False |
False |
63,174 |
| 120 |
1.0833 |
0.9233 |
0.1600 |
15.3% |
0.0127 |
1.2% |
79% |
False |
False |
52,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0834 |
|
1.618 |
1.0732 |
|
1.000 |
1.0669 |
|
0.618 |
1.0630 |
|
HIGH |
1.0567 |
|
0.618 |
1.0528 |
|
0.500 |
1.0516 |
|
0.382 |
1.0504 |
|
LOW |
1.0465 |
|
0.618 |
1.0402 |
|
1.000 |
1.0363 |
|
1.618 |
1.0300 |
|
2.618 |
1.0198 |
|
4.250 |
1.0032 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0516 |
1.0562 |
| PP |
1.0508 |
1.0538 |
| S1 |
1.0499 |
1.0515 |
|