CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0560 |
1.0503 |
-0.0057 |
-0.5% |
1.0714 |
| High |
1.0567 |
1.0554 |
-0.0013 |
-0.1% |
1.0723 |
| Low |
1.0465 |
1.0478 |
0.0013 |
0.1% |
1.0495 |
| Close |
1.0491 |
1.0500 |
0.0009 |
0.1% |
1.0563 |
| Range |
0.0102 |
0.0076 |
-0.0026 |
-25.5% |
0.0228 |
| ATR |
0.0111 |
0.0109 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
139,533 |
156,884 |
17,351 |
12.4% |
706,237 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0695 |
1.0542 |
|
| R3 |
1.0663 |
1.0619 |
1.0521 |
|
| R2 |
1.0587 |
1.0587 |
1.0514 |
|
| R1 |
1.0543 |
1.0543 |
1.0507 |
1.0527 |
| PP |
1.0511 |
1.0511 |
1.0511 |
1.0503 |
| S1 |
1.0467 |
1.0467 |
1.0493 |
1.0451 |
| S2 |
1.0435 |
1.0435 |
1.0486 |
|
| S3 |
1.0359 |
1.0391 |
1.0479 |
|
| S4 |
1.0283 |
1.0315 |
1.0458 |
|
|
| 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 |
1.0659 |
1.0465 |
0.0194 |
1.8% |
0.0100 |
0.9% |
18% |
False |
False |
144,710 |
| 10 |
1.0833 |
1.0465 |
0.0368 |
3.5% |
0.0107 |
1.0% |
10% |
False |
False |
137,724 |
| 20 |
1.0833 |
1.0465 |
0.0368 |
3.5% |
0.0109 |
1.0% |
10% |
False |
False |
130,194 |
| 40 |
1.0833 |
1.0181 |
0.0652 |
6.2% |
0.0111 |
1.1% |
49% |
False |
False |
118,878 |
| 60 |
1.0833 |
0.9761 |
0.1072 |
10.2% |
0.0111 |
1.1% |
69% |
False |
False |
105,063 |
| 80 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0121 |
1.1% |
74% |
False |
False |
80,897 |
| 100 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0124 |
1.2% |
74% |
False |
False |
64,742 |
| 120 |
1.0833 |
0.9233 |
0.1600 |
15.2% |
0.0127 |
1.2% |
79% |
False |
False |
53,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0877 |
|
2.618 |
1.0753 |
|
1.618 |
1.0677 |
|
1.000 |
1.0630 |
|
0.618 |
1.0601 |
|
HIGH |
1.0554 |
|
0.618 |
1.0525 |
|
0.500 |
1.0516 |
|
0.382 |
1.0507 |
|
LOW |
1.0478 |
|
0.618 |
1.0431 |
|
1.000 |
1.0402 |
|
1.618 |
1.0355 |
|
2.618 |
1.0279 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0516 |
1.0560 |
| PP |
1.0511 |
1.0540 |
| S1 |
1.0505 |
1.0520 |
|