CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0575 |
-0.0002 |
0.0% |
1.0465 |
| High |
1.0585 |
1.0666 |
0.0081 |
0.8% |
1.0639 |
| Low |
1.0540 |
1.0575 |
0.0035 |
0.3% |
1.0382 |
| Close |
1.0582 |
1.0637 |
0.0055 |
0.5% |
1.0635 |
| Range |
0.0045 |
0.0091 |
0.0046 |
102.2% |
0.0257 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.3% |
0.0000 |
| Volume |
21 |
48 |
27 |
128.6% |
294 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0859 |
1.0687 |
|
| R3 |
1.0808 |
1.0768 |
1.0662 |
|
| R2 |
1.0717 |
1.0717 |
1.0654 |
|
| R1 |
1.0677 |
1.0677 |
1.0645 |
1.0697 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0636 |
| S1 |
1.0586 |
1.0586 |
1.0629 |
1.0606 |
| S2 |
1.0535 |
1.0535 |
1.0620 |
|
| S3 |
1.0444 |
1.0495 |
1.0612 |
|
| S4 |
1.0353 |
1.0404 |
1.0587 |
|
|
| 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 |
1.0666 |
1.0425 |
0.0241 |
2.3% |
0.0091 |
0.9% |
88% |
True |
False |
62 |
| 10 |
1.0666 |
1.0308 |
0.0358 |
3.4% |
0.0088 |
0.8% |
92% |
True |
False |
80 |
| 20 |
1.0666 |
1.0080 |
0.0586 |
5.5% |
0.0075 |
0.7% |
95% |
True |
False |
75 |
| 40 |
1.0666 |
0.9716 |
0.0950 |
8.9% |
0.0059 |
0.6% |
97% |
True |
False |
43 |
| 60 |
1.0666 |
0.9496 |
0.1170 |
11.0% |
0.0042 |
0.4% |
98% |
True |
False |
29 |
| 80 |
1.0666 |
0.9496 |
0.1170 |
11.0% |
0.0032 |
0.3% |
98% |
True |
False |
22 |
| 100 |
1.0666 |
0.9172 |
0.1494 |
14.0% |
0.0026 |
0.2% |
98% |
True |
False |
19 |
| 120 |
1.0666 |
0.9172 |
0.1494 |
14.0% |
0.0022 |
0.2% |
98% |
True |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1053 |
|
2.618 |
1.0904 |
|
1.618 |
1.0813 |
|
1.000 |
1.0757 |
|
0.618 |
1.0722 |
|
HIGH |
1.0666 |
|
0.618 |
1.0631 |
|
0.500 |
1.0621 |
|
0.382 |
1.0610 |
|
LOW |
1.0575 |
|
0.618 |
1.0519 |
|
1.000 |
1.0484 |
|
1.618 |
1.0428 |
|
2.618 |
1.0337 |
|
4.250 |
1.0188 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0632 |
1.0624 |
| PP |
1.0626 |
1.0611 |
| S1 |
1.0621 |
1.0598 |
|