CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0554 |
1.0529 |
-0.0025 |
-0.2% |
1.0577 |
| High |
1.0570 |
1.0629 |
0.0059 |
0.6% |
1.0686 |
| Low |
1.0488 |
1.0529 |
0.0041 |
0.4% |
1.0493 |
| Close |
1.0492 |
1.0541 |
0.0049 |
0.5% |
1.0514 |
| Range |
0.0082 |
0.0100 |
0.0018 |
22.0% |
0.0193 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.5% |
0.0000 |
| Volume |
59 |
246 |
187 |
316.9% |
478 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0866 |
1.0804 |
1.0596 |
|
| R3 |
1.0766 |
1.0704 |
1.0569 |
|
| R2 |
1.0666 |
1.0666 |
1.0559 |
|
| R1 |
1.0604 |
1.0604 |
1.0550 |
1.0635 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0582 |
| S1 |
1.0504 |
1.0504 |
1.0532 |
1.0535 |
| S2 |
1.0466 |
1.0466 |
1.0523 |
|
| S3 |
1.0366 |
1.0404 |
1.0514 |
|
| S4 |
1.0266 |
1.0304 |
1.0486 |
|
|
| 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 |
1.0671 |
1.0488 |
0.0183 |
1.7% |
0.0091 |
0.9% |
29% |
False |
False |
155 |
| 10 |
1.0686 |
1.0488 |
0.0198 |
1.9% |
0.0082 |
0.8% |
27% |
False |
False |
105 |
| 20 |
1.0686 |
1.0218 |
0.0468 |
4.4% |
0.0079 |
0.7% |
69% |
False |
False |
92 |
| 40 |
1.0686 |
0.9744 |
0.0942 |
8.9% |
0.0064 |
0.6% |
85% |
False |
False |
63 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0051 |
0.5% |
88% |
False |
False |
42 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0038 |
0.4% |
88% |
False |
False |
32 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0031 |
0.3% |
90% |
False |
False |
26 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0026 |
0.2% |
90% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0891 |
|
1.618 |
1.0791 |
|
1.000 |
1.0729 |
|
0.618 |
1.0691 |
|
HIGH |
1.0629 |
|
0.618 |
1.0591 |
|
0.500 |
1.0579 |
|
0.382 |
1.0567 |
|
LOW |
1.0529 |
|
0.618 |
1.0467 |
|
1.000 |
1.0429 |
|
1.618 |
1.0367 |
|
2.618 |
1.0267 |
|
4.250 |
1.0104 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0559 |
| PP |
1.0566 |
1.0553 |
| S1 |
1.0554 |
1.0547 |
|