CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0637 |
0.0000 |
0.0% |
1.0465 |
| High |
1.0686 |
1.0671 |
-0.0015 |
-0.1% |
1.0639 |
| Low |
1.0627 |
1.0593 |
-0.0034 |
-0.3% |
1.0382 |
| Close |
1.0640 |
1.0638 |
-0.0002 |
0.0% |
1.0635 |
| Range |
0.0059 |
0.0078 |
0.0019 |
32.2% |
0.0257 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
48 |
21 |
-27 |
-56.3% |
294 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0831 |
1.0681 |
|
| R3 |
1.0790 |
1.0753 |
1.0659 |
|
| R2 |
1.0712 |
1.0712 |
1.0652 |
|
| R1 |
1.0675 |
1.0675 |
1.0645 |
1.0694 |
| PP |
1.0634 |
1.0634 |
1.0634 |
1.0643 |
| S1 |
1.0597 |
1.0597 |
1.0631 |
1.0616 |
| S2 |
1.0556 |
1.0556 |
1.0624 |
|
| S3 |
1.0478 |
1.0519 |
1.0617 |
|
| S4 |
1.0400 |
1.0441 |
1.0595 |
|
|
| 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 |
1.0686 |
1.0530 |
0.0156 |
1.5% |
0.0076 |
0.7% |
69% |
False |
False |
37 |
| 10 |
1.0686 |
1.0382 |
0.0304 |
2.9% |
0.0079 |
0.7% |
84% |
False |
False |
48 |
| 20 |
1.0686 |
1.0080 |
0.0606 |
5.7% |
0.0078 |
0.7% |
92% |
False |
False |
74 |
| 40 |
1.0686 |
0.9716 |
0.0970 |
9.1% |
0.0061 |
0.6% |
95% |
False |
False |
44 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0045 |
0.4% |
96% |
False |
False |
30 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0034 |
0.3% |
96% |
False |
False |
23 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.2% |
0.0027 |
0.3% |
97% |
False |
False |
19 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.2% |
0.0023 |
0.2% |
97% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1003 |
|
2.618 |
1.0875 |
|
1.618 |
1.0797 |
|
1.000 |
1.0749 |
|
0.618 |
1.0719 |
|
HIGH |
1.0671 |
|
0.618 |
1.0641 |
|
0.500 |
1.0632 |
|
0.382 |
1.0623 |
|
LOW |
1.0593 |
|
0.618 |
1.0545 |
|
1.000 |
1.0515 |
|
1.618 |
1.0467 |
|
2.618 |
1.0389 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0636 |
1.0636 |
| PP |
1.0634 |
1.0633 |
| S1 |
1.0632 |
1.0631 |
|