CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0503 |
1.0537 |
0.0034 |
0.3% |
1.0714 |
| High |
1.0554 |
1.0551 |
-0.0003 |
0.0% |
1.0723 |
| Low |
1.0478 |
1.0421 |
-0.0057 |
-0.5% |
1.0495 |
| Close |
1.0500 |
1.0437 |
-0.0063 |
-0.6% |
1.0563 |
| Range |
0.0076 |
0.0130 |
0.0054 |
71.1% |
0.0228 |
| ATR |
0.0109 |
0.0110 |
0.0002 |
1.4% |
0.0000 |
| Volume |
156,884 |
168,668 |
11,784 |
7.5% |
706,237 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0860 |
1.0778 |
1.0509 |
|
| R3 |
1.0730 |
1.0648 |
1.0473 |
|
| R2 |
1.0600 |
1.0600 |
1.0461 |
|
| R1 |
1.0518 |
1.0518 |
1.0449 |
1.0494 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0458 |
| S1 |
1.0388 |
1.0388 |
1.0425 |
1.0364 |
| S2 |
1.0340 |
1.0340 |
1.0413 |
|
| S3 |
1.0210 |
1.0258 |
1.0401 |
|
| S4 |
1.0080 |
1.0128 |
1.0366 |
|
|
| 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 |
1.0421 |
0.0238 |
2.3% |
0.0109 |
1.0% |
7% |
False |
True |
152,055 |
| 10 |
1.0799 |
1.0421 |
0.0378 |
3.6% |
0.0106 |
1.0% |
4% |
False |
True |
137,819 |
| 20 |
1.0833 |
1.0421 |
0.0412 |
3.9% |
0.0110 |
1.1% |
4% |
False |
True |
132,188 |
| 40 |
1.0833 |
1.0287 |
0.0546 |
5.2% |
0.0109 |
1.0% |
27% |
False |
False |
123,095 |
| 60 |
1.0833 |
0.9783 |
0.1050 |
10.1% |
0.0111 |
1.1% |
62% |
False |
False |
106,941 |
| 80 |
1.0833 |
0.9548 |
0.1285 |
12.3% |
0.0121 |
1.2% |
69% |
False |
False |
83,004 |
| 100 |
1.0833 |
0.9548 |
0.1285 |
12.3% |
0.0125 |
1.2% |
69% |
False |
False |
66,428 |
| 120 |
1.0833 |
0.9233 |
0.1600 |
15.3% |
0.0126 |
1.2% |
75% |
False |
False |
55,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1104 |
|
2.618 |
1.0891 |
|
1.618 |
1.0761 |
|
1.000 |
1.0681 |
|
0.618 |
1.0631 |
|
HIGH |
1.0551 |
|
0.618 |
1.0501 |
|
0.500 |
1.0486 |
|
0.382 |
1.0471 |
|
LOW |
1.0421 |
|
0.618 |
1.0341 |
|
1.000 |
1.0291 |
|
1.618 |
1.0211 |
|
2.618 |
1.0081 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0486 |
1.0494 |
| PP |
1.0470 |
1.0475 |
| S1 |
1.0453 |
1.0456 |
|