CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0443 |
1.0529 |
0.0086 |
0.8% |
1.0560 |
High |
1.0552 |
1.0596 |
0.0044 |
0.4% |
1.0596 |
Low |
1.0420 |
1.0509 |
0.0089 |
0.9% |
1.0420 |
Close |
1.0542 |
1.0585 |
0.0043 |
0.4% |
1.0585 |
Range |
0.0132 |
0.0087 |
-0.0045 |
-34.1% |
0.0176 |
ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
140,175 |
23,473 |
-116,702 |
-83.3% |
628,733 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0824 |
1.0792 |
1.0633 |
|
R3 |
1.0737 |
1.0705 |
1.0609 |
|
R2 |
1.0650 |
1.0650 |
1.0601 |
|
R1 |
1.0618 |
1.0618 |
1.0593 |
1.0634 |
PP |
1.0563 |
1.0563 |
1.0563 |
1.0572 |
S1 |
1.0531 |
1.0531 |
1.0577 |
1.0547 |
S2 |
1.0476 |
1.0476 |
1.0569 |
|
S3 |
1.0389 |
1.0444 |
1.0561 |
|
S4 |
1.0302 |
1.0357 |
1.0537 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1062 |
1.0999 |
1.0682 |
|
R3 |
1.0886 |
1.0823 |
1.0633 |
|
R2 |
1.0710 |
1.0710 |
1.0617 |
|
R1 |
1.0647 |
1.0647 |
1.0601 |
1.0679 |
PP |
1.0534 |
1.0534 |
1.0534 |
1.0549 |
S1 |
1.0471 |
1.0471 |
1.0569 |
1.0503 |
S2 |
1.0358 |
1.0358 |
1.0553 |
|
S3 |
1.0182 |
1.0295 |
1.0537 |
|
S4 |
1.0006 |
1.0119 |
1.0488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0596 |
1.0420 |
0.0176 |
1.7% |
0.0105 |
1.0% |
94% |
True |
False |
125,746 |
10 |
1.0723 |
1.0420 |
0.0303 |
2.9% |
0.0110 |
1.0% |
54% |
False |
False |
133,497 |
20 |
1.0833 |
1.0420 |
0.0413 |
3.9% |
0.0108 |
1.0% |
40% |
False |
False |
125,386 |
40 |
1.0833 |
1.0315 |
0.0518 |
4.9% |
0.0111 |
1.0% |
52% |
False |
False |
121,789 |
60 |
1.0833 |
0.9796 |
0.1037 |
9.8% |
0.0112 |
1.1% |
76% |
False |
False |
106,798 |
80 |
1.0833 |
0.9548 |
0.1285 |
12.1% |
0.0121 |
1.1% |
81% |
False |
False |
85,040 |
100 |
1.0833 |
0.9548 |
0.1285 |
12.1% |
0.0124 |
1.2% |
81% |
False |
False |
68,063 |
120 |
1.0833 |
0.9233 |
0.1600 |
15.1% |
0.0124 |
1.2% |
85% |
False |
False |
56,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0966 |
2.618 |
1.0824 |
1.618 |
1.0737 |
1.000 |
1.0683 |
0.618 |
1.0650 |
HIGH |
1.0596 |
0.618 |
1.0563 |
0.500 |
1.0553 |
0.382 |
1.0542 |
LOW |
1.0509 |
0.618 |
1.0455 |
1.000 |
1.0422 |
1.618 |
1.0368 |
2.618 |
1.0281 |
4.250 |
1.0139 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0574 |
1.0559 |
PP |
1.0563 |
1.0534 |
S1 |
1.0553 |
1.0508 |
|