CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0570 |
-0.0029 |
-0.3% |
1.0577 |
| High |
1.0606 |
1.0628 |
0.0022 |
0.2% |
1.0686 |
| Low |
1.0493 |
1.0545 |
0.0052 |
0.5% |
1.0493 |
| Close |
1.0514 |
1.0598 |
0.0084 |
0.8% |
1.0514 |
| Range |
0.0113 |
0.0083 |
-0.0030 |
-26.5% |
0.0193 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.0% |
0.0000 |
| Volume |
340 |
113 |
-227 |
-66.8% |
478 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0802 |
1.0644 |
|
| R3 |
1.0756 |
1.0719 |
1.0621 |
|
| R2 |
1.0673 |
1.0673 |
1.0613 |
|
| R1 |
1.0636 |
1.0636 |
1.0606 |
1.0655 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0600 |
| S1 |
1.0553 |
1.0553 |
1.0590 |
1.0572 |
| S2 |
1.0507 |
1.0507 |
1.0583 |
|
| S3 |
1.0424 |
1.0470 |
1.0575 |
|
| S4 |
1.0341 |
1.0387 |
1.0552 |
|
|
| 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% |
0.0085 |
0.8% |
54% |
False |
False |
114 |
| 10 |
1.0686 |
1.0425 |
0.0261 |
2.5% |
0.0086 |
0.8% |
66% |
False |
False |
87 |
| 20 |
1.0686 |
1.0102 |
0.0584 |
5.5% |
0.0080 |
0.8% |
85% |
False |
False |
91 |
| 40 |
1.0686 |
0.9741 |
0.0945 |
8.9% |
0.0060 |
0.6% |
91% |
False |
False |
56 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0048 |
0.5% |
93% |
False |
False |
37 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0036 |
0.3% |
93% |
False |
False |
29 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0029 |
0.3% |
94% |
False |
False |
23 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0024 |
0.2% |
94% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0845 |
|
1.618 |
1.0762 |
|
1.000 |
1.0711 |
|
0.618 |
1.0679 |
|
HIGH |
1.0628 |
|
0.618 |
1.0596 |
|
0.500 |
1.0587 |
|
0.382 |
1.0577 |
|
LOW |
1.0545 |
|
0.618 |
1.0494 |
|
1.000 |
1.0462 |
|
1.618 |
1.0411 |
|
2.618 |
1.0328 |
|
4.250 |
1.0192 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0594 |
1.0593 |
| PP |
1.0590 |
1.0587 |
| S1 |
1.0587 |
1.0582 |
|