CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0529 |
1.0551 |
0.0022 |
0.2% |
1.0577 |
| High |
1.0629 |
1.0640 |
0.0011 |
0.1% |
1.0686 |
| Low |
1.0529 |
1.0517 |
-0.0012 |
-0.1% |
1.0493 |
| Close |
1.0541 |
1.0615 |
0.0074 |
0.7% |
1.0514 |
| Range |
0.0100 |
0.0123 |
0.0023 |
23.0% |
0.0193 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.1% |
0.0000 |
| Volume |
246 |
89 |
-157 |
-63.8% |
478 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0910 |
1.0683 |
|
| R3 |
1.0837 |
1.0787 |
1.0649 |
|
| R2 |
1.0714 |
1.0714 |
1.0638 |
|
| R1 |
1.0664 |
1.0664 |
1.0626 |
1.0689 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0603 |
| S1 |
1.0541 |
1.0541 |
1.0604 |
1.0566 |
| S2 |
1.0468 |
1.0468 |
1.0592 |
|
| S3 |
1.0345 |
1.0418 |
1.0581 |
|
| S4 |
1.0222 |
1.0295 |
1.0547 |
|
|
| 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 |
1.0640 |
1.0488 |
0.0152 |
1.4% |
0.0100 |
0.9% |
84% |
True |
False |
169 |
| 10 |
1.0686 |
1.0488 |
0.0198 |
1.9% |
0.0088 |
0.8% |
64% |
False |
False |
103 |
| 20 |
1.0686 |
1.0246 |
0.0440 |
4.1% |
0.0083 |
0.8% |
84% |
False |
False |
97 |
| 40 |
1.0686 |
0.9790 |
0.0896 |
8.4% |
0.0066 |
0.6% |
92% |
False |
False |
65 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0053 |
0.5% |
94% |
False |
False |
44 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0040 |
0.4% |
94% |
False |
False |
34 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0032 |
0.3% |
95% |
False |
False |
27 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0027 |
0.3% |
95% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.0962 |
|
1.618 |
1.0839 |
|
1.000 |
1.0763 |
|
0.618 |
1.0716 |
|
HIGH |
1.0640 |
|
0.618 |
1.0593 |
|
0.500 |
1.0579 |
|
0.382 |
1.0564 |
|
LOW |
1.0517 |
|
0.618 |
1.0441 |
|
1.000 |
1.0394 |
|
1.618 |
1.0318 |
|
2.618 |
1.0195 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0603 |
1.0598 |
| PP |
1.0591 |
1.0581 |
| S1 |
1.0579 |
1.0564 |
|