CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0599 |
-0.0038 |
-0.4% |
1.0577 |
| High |
1.0671 |
1.0606 |
-0.0065 |
-0.6% |
1.0686 |
| Low |
1.0593 |
1.0493 |
-0.0100 |
-0.9% |
1.0493 |
| Close |
1.0638 |
1.0514 |
-0.0124 |
-1.2% |
1.0514 |
| Range |
0.0078 |
0.0113 |
0.0035 |
44.9% |
0.0193 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
5.1% |
0.0000 |
| Volume |
21 |
340 |
319 |
1,519.0% |
478 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0877 |
1.0808 |
1.0576 |
|
| R3 |
1.0764 |
1.0695 |
1.0545 |
|
| R2 |
1.0651 |
1.0651 |
1.0535 |
|
| R1 |
1.0582 |
1.0582 |
1.0524 |
1.0560 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0527 |
| S1 |
1.0469 |
1.0469 |
1.0504 |
1.0447 |
| S2 |
1.0425 |
1.0425 |
1.0493 |
|
| S3 |
1.0312 |
1.0356 |
1.0483 |
|
| S4 |
1.0199 |
1.0243 |
1.0452 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1022 |
1.0620 |
|
| R3 |
1.0950 |
1.0829 |
1.0567 |
|
| R2 |
1.0757 |
1.0757 |
1.0549 |
|
| R1 |
1.0636 |
1.0636 |
1.0532 |
1.0600 |
| PP |
1.0564 |
1.0564 |
1.0564 |
1.0547 |
| S1 |
1.0443 |
1.0443 |
1.0496 |
1.0407 |
| S2 |
1.0371 |
1.0371 |
1.0479 |
|
| S3 |
1.0178 |
1.0250 |
1.0461 |
|
| S4 |
0.9985 |
1.0057 |
1.0408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0686 |
1.0493 |
0.0193 |
1.8% |
0.0077 |
0.7% |
11% |
False |
True |
95 |
| 10 |
1.0686 |
1.0382 |
0.0304 |
2.9% |
0.0086 |
0.8% |
43% |
False |
False |
77 |
| 20 |
1.0686 |
1.0080 |
0.0606 |
5.8% |
0.0081 |
0.8% |
72% |
False |
False |
90 |
| 40 |
1.0686 |
0.9716 |
0.0970 |
9.2% |
0.0061 |
0.6% |
82% |
False |
False |
53 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0046 |
0.4% |
86% |
False |
False |
35 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0035 |
0.3% |
86% |
False |
False |
27 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0029 |
0.3% |
89% |
False |
False |
22 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0024 |
0.2% |
89% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1086 |
|
2.618 |
1.0902 |
|
1.618 |
1.0789 |
|
1.000 |
1.0719 |
|
0.618 |
1.0676 |
|
HIGH |
1.0606 |
|
0.618 |
1.0563 |
|
0.500 |
1.0550 |
|
0.382 |
1.0536 |
|
LOW |
1.0493 |
|
0.618 |
1.0423 |
|
1.000 |
1.0380 |
|
1.618 |
1.0310 |
|
2.618 |
1.0197 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0550 |
1.0590 |
| PP |
1.0538 |
1.0564 |
| S1 |
1.0526 |
1.0539 |
|