CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0551 |
1.0618 |
0.0067 |
0.6% |
1.0570 |
| High |
1.0640 |
1.0650 |
0.0010 |
0.1% |
1.0650 |
| Low |
1.0517 |
1.0551 |
0.0034 |
0.3% |
1.0488 |
| Close |
1.0615 |
1.0576 |
-0.0039 |
-0.4% |
1.0576 |
| Range |
0.0123 |
0.0099 |
-0.0024 |
-19.5% |
0.0162 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.1% |
0.0000 |
| Volume |
89 |
197 |
108 |
121.3% |
704 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0832 |
1.0630 |
|
| R3 |
1.0790 |
1.0733 |
1.0603 |
|
| R2 |
1.0691 |
1.0691 |
1.0594 |
|
| R1 |
1.0634 |
1.0634 |
1.0585 |
1.0613 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0582 |
| S1 |
1.0535 |
1.0535 |
1.0567 |
1.0514 |
| S2 |
1.0493 |
1.0493 |
1.0558 |
|
| S3 |
1.0394 |
1.0436 |
1.0549 |
|
| S4 |
1.0295 |
1.0337 |
1.0522 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.0979 |
1.0665 |
|
| R3 |
1.0895 |
1.0817 |
1.0621 |
|
| R2 |
1.0733 |
1.0733 |
1.0606 |
|
| R1 |
1.0655 |
1.0655 |
1.0591 |
1.0694 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0591 |
| S1 |
1.0493 |
1.0493 |
1.0561 |
1.0532 |
| S2 |
1.0409 |
1.0409 |
1.0546 |
|
| S3 |
1.0247 |
1.0331 |
1.0531 |
|
| S4 |
1.0085 |
1.0169 |
1.0487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0650 |
1.0488 |
0.0162 |
1.5% |
0.0097 |
0.9% |
54% |
True |
False |
140 |
| 10 |
1.0686 |
1.0488 |
0.0198 |
1.9% |
0.0087 |
0.8% |
44% |
False |
False |
118 |
| 20 |
1.0686 |
1.0286 |
0.0400 |
3.8% |
0.0085 |
0.8% |
73% |
False |
False |
99 |
| 40 |
1.0686 |
0.9900 |
0.0786 |
7.4% |
0.0066 |
0.6% |
86% |
False |
False |
70 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0055 |
0.5% |
91% |
False |
False |
47 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0041 |
0.4% |
91% |
False |
False |
36 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0033 |
0.3% |
93% |
False |
False |
29 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0028 |
0.3% |
93% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1071 |
|
2.618 |
1.0909 |
|
1.618 |
1.0810 |
|
1.000 |
1.0749 |
|
0.618 |
1.0711 |
|
HIGH |
1.0650 |
|
0.618 |
1.0612 |
|
0.500 |
1.0601 |
|
0.382 |
1.0589 |
|
LOW |
1.0551 |
|
0.618 |
1.0490 |
|
1.000 |
1.0452 |
|
1.618 |
1.0391 |
|
2.618 |
1.0292 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0601 |
1.0584 |
| PP |
1.0592 |
1.0581 |
| S1 |
1.0584 |
1.0579 |
|