CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0570 |
1.0554 |
-0.0016 |
-0.2% |
1.0577 |
| High |
1.0628 |
1.0570 |
-0.0058 |
-0.5% |
1.0686 |
| Low |
1.0545 |
1.0488 |
-0.0057 |
-0.5% |
1.0493 |
| Close |
1.0598 |
1.0492 |
-0.0106 |
-1.0% |
1.0514 |
| Range |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0193 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.5% |
0.0000 |
| Volume |
113 |
59 |
-54 |
-47.8% |
478 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0709 |
1.0537 |
|
| R3 |
1.0681 |
1.0627 |
1.0515 |
|
| R2 |
1.0599 |
1.0599 |
1.0507 |
|
| R1 |
1.0545 |
1.0545 |
1.0500 |
1.0531 |
| PP |
1.0517 |
1.0517 |
1.0517 |
1.0510 |
| S1 |
1.0463 |
1.0463 |
1.0484 |
1.0449 |
| S2 |
1.0435 |
1.0435 |
1.0477 |
|
| S3 |
1.0353 |
1.0381 |
1.0469 |
|
| S4 |
1.0271 |
1.0299 |
1.0447 |
|
|
| 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 |
1.0488 |
0.0198 |
1.9% |
0.0083 |
0.8% |
2% |
False |
True |
116 |
| 10 |
1.0686 |
1.0425 |
0.0261 |
2.5% |
0.0087 |
0.8% |
26% |
False |
False |
89 |
| 20 |
1.0686 |
1.0211 |
0.0475 |
4.5% |
0.0076 |
0.7% |
59% |
False |
False |
82 |
| 40 |
1.0686 |
0.9744 |
0.0942 |
9.0% |
0.0062 |
0.6% |
79% |
False |
False |
57 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0049 |
0.5% |
84% |
False |
False |
38 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0037 |
0.4% |
84% |
False |
False |
29 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0030 |
0.3% |
87% |
False |
False |
24 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0025 |
0.2% |
87% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0919 |
|
2.618 |
1.0785 |
|
1.618 |
1.0703 |
|
1.000 |
1.0652 |
|
0.618 |
1.0621 |
|
HIGH |
1.0570 |
|
0.618 |
1.0539 |
|
0.500 |
1.0529 |
|
0.382 |
1.0519 |
|
LOW |
1.0488 |
|
0.618 |
1.0437 |
|
1.000 |
1.0406 |
|
1.618 |
1.0355 |
|
2.618 |
1.0273 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0529 |
1.0558 |
| PP |
1.0517 |
1.0536 |
| S1 |
1.0504 |
1.0514 |
|