CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0530 |
-0.0057 |
-0.5% |
1.0465 |
| High |
1.0600 |
1.0639 |
0.0039 |
0.4% |
1.0639 |
| Low |
1.0541 |
1.0530 |
-0.0011 |
-0.1% |
1.0382 |
| Close |
1.0558 |
1.0635 |
0.0077 |
0.7% |
1.0635 |
| Range |
0.0059 |
0.0109 |
0.0050 |
84.7% |
0.0257 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.1% |
0.0000 |
| Volume |
105 |
50 |
-55 |
-52.4% |
294 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0891 |
1.0695 |
|
| R3 |
1.0819 |
1.0782 |
1.0665 |
|
| R2 |
1.0710 |
1.0710 |
1.0655 |
|
| R1 |
1.0673 |
1.0673 |
1.0645 |
1.0692 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0611 |
| S1 |
1.0564 |
1.0564 |
1.0625 |
1.0583 |
| S2 |
1.0492 |
1.0492 |
1.0615 |
|
| S3 |
1.0383 |
1.0455 |
1.0605 |
|
| S4 |
1.0274 |
1.0346 |
1.0575 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1236 |
1.0776 |
|
| R3 |
1.1066 |
1.0979 |
1.0706 |
|
| R2 |
1.0809 |
1.0809 |
1.0682 |
|
| R1 |
1.0722 |
1.0722 |
1.0659 |
1.0766 |
| PP |
1.0552 |
1.0552 |
1.0552 |
1.0574 |
| S1 |
1.0465 |
1.0465 |
1.0611 |
1.0509 |
| S2 |
1.0295 |
1.0295 |
1.0588 |
|
| S3 |
1.0038 |
1.0208 |
1.0564 |
|
| S4 |
0.9781 |
0.9951 |
1.0494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0639 |
1.0382 |
0.0257 |
2.4% |
0.0095 |
0.9% |
98% |
True |
False |
58 |
| 10 |
1.0639 |
1.0286 |
0.0353 |
3.3% |
0.0082 |
0.8% |
99% |
True |
False |
80 |
| 20 |
1.0639 |
1.0062 |
0.0577 |
5.4% |
0.0070 |
0.7% |
99% |
True |
False |
73 |
| 40 |
1.0639 |
0.9716 |
0.0923 |
8.7% |
0.0056 |
0.5% |
100% |
True |
False |
41 |
| 60 |
1.0639 |
0.9496 |
0.1143 |
10.7% |
0.0040 |
0.4% |
100% |
True |
False |
28 |
| 80 |
1.0639 |
0.9496 |
0.1143 |
10.7% |
0.0030 |
0.3% |
100% |
True |
False |
21 |
| 100 |
1.0639 |
0.9172 |
0.1467 |
13.8% |
0.0025 |
0.2% |
100% |
True |
False |
18 |
| 120 |
1.0639 |
0.9172 |
0.1467 |
13.8% |
0.0021 |
0.2% |
100% |
True |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1102 |
|
2.618 |
1.0924 |
|
1.618 |
1.0815 |
|
1.000 |
1.0748 |
|
0.618 |
1.0706 |
|
HIGH |
1.0639 |
|
0.618 |
1.0597 |
|
0.500 |
1.0585 |
|
0.382 |
1.0572 |
|
LOW |
1.0530 |
|
0.618 |
1.0463 |
|
1.000 |
1.0421 |
|
1.618 |
1.0354 |
|
2.618 |
1.0245 |
|
4.250 |
1.0067 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0618 |
1.0601 |
| PP |
1.0601 |
1.0566 |
| S1 |
1.0585 |
1.0532 |
|