CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0482 |
1.0425 |
-0.0057 |
-0.5% |
1.0383 |
| High |
1.0525 |
1.0578 |
0.0053 |
0.5% |
1.0521 |
| Low |
1.0455 |
1.0425 |
-0.0030 |
-0.3% |
1.0286 |
| Close |
1.0463 |
1.0542 |
0.0079 |
0.8% |
1.0495 |
| Range |
0.0070 |
0.0153 |
0.0083 |
118.6% |
0.0235 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
6.3% |
0.0000 |
| Volume |
44 |
89 |
45 |
102.3% |
515 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0911 |
1.0626 |
|
| R3 |
1.0821 |
1.0758 |
1.0584 |
|
| R2 |
1.0668 |
1.0668 |
1.0570 |
|
| R1 |
1.0605 |
1.0605 |
1.0556 |
1.0637 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0531 |
| S1 |
1.0452 |
1.0452 |
1.0528 |
1.0484 |
| S2 |
1.0362 |
1.0362 |
1.0514 |
|
| S3 |
1.0209 |
1.0299 |
1.0500 |
|
| S4 |
1.0056 |
1.0146 |
1.0458 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1052 |
1.0624 |
|
| R3 |
1.0904 |
1.0817 |
1.0560 |
|
| R2 |
1.0669 |
1.0669 |
1.0538 |
|
| R1 |
1.0582 |
1.0582 |
1.0517 |
1.0626 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0456 |
| S1 |
1.0347 |
1.0347 |
1.0473 |
1.0391 |
| S2 |
1.0199 |
1.0199 |
1.0452 |
|
| S3 |
0.9964 |
1.0112 |
1.0430 |
|
| S4 |
0.9729 |
0.9877 |
1.0366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0382 |
0.0196 |
1.9% |
0.0085 |
0.8% |
82% |
True |
False |
50 |
| 10 |
1.0578 |
1.0218 |
0.0360 |
3.4% |
0.0076 |
0.7% |
90% |
True |
False |
80 |
| 20 |
1.0578 |
1.0062 |
0.0516 |
4.9% |
0.0066 |
0.6% |
93% |
True |
False |
71 |
| 40 |
1.0578 |
0.9716 |
0.0862 |
8.2% |
0.0053 |
0.5% |
96% |
True |
False |
37 |
| 60 |
1.0578 |
0.9496 |
0.1082 |
10.3% |
0.0037 |
0.4% |
97% |
True |
False |
26 |
| 80 |
1.0578 |
0.9496 |
0.1082 |
10.3% |
0.0028 |
0.3% |
97% |
True |
False |
19 |
| 100 |
1.0578 |
0.9172 |
0.1406 |
13.3% |
0.0023 |
0.2% |
97% |
True |
False |
17 |
| 120 |
1.0578 |
0.9172 |
0.1406 |
13.3% |
0.0019 |
0.2% |
97% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1228 |
|
2.618 |
1.0979 |
|
1.618 |
1.0826 |
|
1.000 |
1.0731 |
|
0.618 |
1.0673 |
|
HIGH |
1.0578 |
|
0.618 |
1.0520 |
|
0.500 |
1.0502 |
|
0.382 |
1.0483 |
|
LOW |
1.0425 |
|
0.618 |
1.0330 |
|
1.000 |
1.0272 |
|
1.618 |
1.0177 |
|
2.618 |
1.0024 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0529 |
1.0521 |
| PP |
1.0515 |
1.0501 |
| S1 |
1.0502 |
1.0480 |
|