CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0530 |
1.0577 |
0.0047 |
0.4% |
1.0465 |
| High |
1.0639 |
1.0585 |
-0.0054 |
-0.5% |
1.0639 |
| Low |
1.0530 |
1.0540 |
0.0010 |
0.1% |
1.0382 |
| Close |
1.0635 |
1.0582 |
-0.0053 |
-0.5% |
1.0635 |
| Range |
0.0109 |
0.0045 |
-0.0064 |
-58.7% |
0.0257 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.7% |
0.0000 |
| Volume |
50 |
21 |
-29 |
-58.0% |
294 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0688 |
1.0607 |
|
| R3 |
1.0659 |
1.0643 |
1.0594 |
|
| R2 |
1.0614 |
1.0614 |
1.0590 |
|
| R1 |
1.0598 |
1.0598 |
1.0586 |
1.0606 |
| PP |
1.0569 |
1.0569 |
1.0569 |
1.0573 |
| S1 |
1.0553 |
1.0553 |
1.0578 |
1.0561 |
| S2 |
1.0524 |
1.0524 |
1.0574 |
|
| S3 |
1.0479 |
1.0508 |
1.0570 |
|
| S4 |
1.0434 |
1.0463 |
1.0557 |
|
|
| 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 |
1.0425 |
0.0214 |
2.0% |
0.0087 |
0.8% |
73% |
False |
False |
61 |
| 10 |
1.0639 |
1.0286 |
0.0353 |
3.3% |
0.0083 |
0.8% |
84% |
False |
False |
79 |
| 20 |
1.0639 |
1.0064 |
0.0575 |
5.4% |
0.0071 |
0.7% |
90% |
False |
False |
73 |
| 40 |
1.0639 |
0.9716 |
0.0923 |
8.7% |
0.0057 |
0.5% |
94% |
False |
False |
42 |
| 60 |
1.0639 |
0.9496 |
0.1143 |
10.8% |
0.0041 |
0.4% |
95% |
False |
False |
29 |
| 80 |
1.0639 |
0.9496 |
0.1143 |
10.8% |
0.0031 |
0.3% |
95% |
False |
False |
22 |
| 100 |
1.0639 |
0.9172 |
0.1467 |
13.9% |
0.0025 |
0.2% |
96% |
False |
False |
18 |
| 120 |
1.0639 |
0.9172 |
0.1467 |
13.9% |
0.0021 |
0.2% |
96% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0776 |
|
2.618 |
1.0703 |
|
1.618 |
1.0658 |
|
1.000 |
1.0630 |
|
0.618 |
1.0613 |
|
HIGH |
1.0585 |
|
0.618 |
1.0568 |
|
0.500 |
1.0563 |
|
0.382 |
1.0557 |
|
LOW |
1.0540 |
|
0.618 |
1.0512 |
|
1.000 |
1.0495 |
|
1.618 |
1.0467 |
|
2.618 |
1.0422 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0576 |
1.0585 |
| PP |
1.0569 |
1.0584 |
| S1 |
1.0563 |
1.0583 |
|