CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0537 |
1.0443 |
-0.0094 |
-0.9% |
1.0714 |
High |
1.0551 |
1.0552 |
0.0001 |
0.0% |
1.0723 |
Low |
1.0421 |
1.0420 |
-0.0001 |
0.0% |
1.0495 |
Close |
1.0437 |
1.0542 |
0.0105 |
1.0% |
1.0563 |
Range |
0.0130 |
0.0132 |
0.0002 |
1.5% |
0.0228 |
ATR |
0.0110 |
0.0112 |
0.0002 |
1.4% |
0.0000 |
Volume |
168,668 |
140,175 |
-28,493 |
-16.9% |
706,237 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0901 |
1.0853 |
1.0615 |
|
R3 |
1.0769 |
1.0721 |
1.0578 |
|
R2 |
1.0637 |
1.0637 |
1.0566 |
|
R1 |
1.0589 |
1.0589 |
1.0554 |
1.0613 |
PP |
1.0505 |
1.0505 |
1.0505 |
1.0517 |
S1 |
1.0457 |
1.0457 |
1.0530 |
1.0481 |
S2 |
1.0373 |
1.0373 |
1.0518 |
|
S3 |
1.0241 |
1.0325 |
1.0506 |
|
S4 |
1.0109 |
1.0193 |
1.0469 |
|
|
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 |
1.0654 |
1.0420 |
0.0234 |
2.2% |
0.0108 |
1.0% |
52% |
False |
True |
149,716 |
10 |
1.0799 |
1.0420 |
0.0379 |
3.6% |
0.0110 |
1.0% |
32% |
False |
True |
140,246 |
20 |
1.0833 |
1.0420 |
0.0413 |
3.9% |
0.0110 |
1.0% |
30% |
False |
True |
131,731 |
40 |
1.0833 |
1.0303 |
0.0530 |
5.0% |
0.0110 |
1.0% |
45% |
False |
False |
123,556 |
60 |
1.0833 |
0.9783 |
0.1050 |
10.0% |
0.0112 |
1.1% |
72% |
False |
False |
107,623 |
80 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0121 |
1.2% |
77% |
False |
False |
84,750 |
100 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0124 |
1.2% |
77% |
False |
False |
67,829 |
120 |
1.0833 |
0.9233 |
0.1600 |
15.2% |
0.0125 |
1.2% |
82% |
False |
False |
56,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1113 |
2.618 |
1.0898 |
1.618 |
1.0766 |
1.000 |
1.0684 |
0.618 |
1.0634 |
HIGH |
1.0552 |
0.618 |
1.0502 |
0.500 |
1.0486 |
0.382 |
1.0470 |
LOW |
1.0420 |
0.618 |
1.0338 |
1.000 |
1.0288 |
1.618 |
1.0206 |
2.618 |
1.0074 |
4.250 |
0.9859 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0523 |
1.0524 |
PP |
1.0505 |
1.0505 |
S1 |
1.0486 |
1.0487 |
|