CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0587 |
0.0162 |
1.6% |
1.0383 |
| High |
1.0578 |
1.0600 |
0.0022 |
0.2% |
1.0521 |
| Low |
1.0425 |
1.0541 |
0.0116 |
1.1% |
1.0286 |
| Close |
1.0542 |
1.0558 |
0.0016 |
0.2% |
1.0495 |
| Range |
0.0153 |
0.0059 |
-0.0094 |
-61.4% |
0.0235 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
89 |
105 |
16 |
18.0% |
515 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0710 |
1.0590 |
|
| R3 |
1.0684 |
1.0651 |
1.0574 |
|
| R2 |
1.0625 |
1.0625 |
1.0569 |
|
| R1 |
1.0592 |
1.0592 |
1.0563 |
1.0579 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0560 |
| S1 |
1.0533 |
1.0533 |
1.0553 |
1.0520 |
| S2 |
1.0507 |
1.0507 |
1.0547 |
|
| S3 |
1.0448 |
1.0474 |
1.0542 |
|
| S4 |
1.0389 |
1.0415 |
1.0526 |
|
|
| 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 |
1.0600 |
1.0382 |
0.0218 |
2.1% |
0.0081 |
0.8% |
81% |
True |
False |
58 |
| 10 |
1.0600 |
1.0246 |
0.0354 |
3.4% |
0.0078 |
0.7% |
88% |
True |
False |
90 |
| 20 |
1.0600 |
1.0062 |
0.0538 |
5.1% |
0.0067 |
0.6% |
92% |
True |
False |
73 |
| 40 |
1.0600 |
0.9716 |
0.0884 |
8.4% |
0.0054 |
0.5% |
95% |
True |
False |
40 |
| 60 |
1.0600 |
0.9496 |
0.1104 |
10.5% |
0.0038 |
0.4% |
96% |
True |
False |
27 |
| 80 |
1.0600 |
0.9496 |
0.1104 |
10.5% |
0.0029 |
0.3% |
96% |
True |
False |
21 |
| 100 |
1.0600 |
0.9172 |
0.1428 |
13.5% |
0.0024 |
0.2% |
97% |
True |
False |
18 |
| 120 |
1.0600 |
0.9172 |
0.1428 |
13.5% |
0.0020 |
0.2% |
97% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0851 |
|
2.618 |
1.0754 |
|
1.618 |
1.0695 |
|
1.000 |
1.0659 |
|
0.618 |
1.0636 |
|
HIGH |
1.0600 |
|
0.618 |
1.0577 |
|
0.500 |
1.0571 |
|
0.382 |
1.0564 |
|
LOW |
1.0541 |
|
0.618 |
1.0505 |
|
1.000 |
1.0482 |
|
1.618 |
1.0446 |
|
2.618 |
1.0387 |
|
4.250 |
1.0290 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0571 |
1.0543 |
| PP |
1.0566 |
1.0528 |
| S1 |
1.0562 |
1.0513 |
|