CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0618 |
1.0659 |
0.0041 |
0.4% |
1.0570 |
| High |
1.0650 |
1.0659 |
0.0009 |
0.1% |
1.0650 |
| Low |
1.0551 |
1.0518 |
-0.0033 |
-0.3% |
1.0488 |
| Close |
1.0576 |
1.0531 |
-0.0045 |
-0.4% |
1.0576 |
| Range |
0.0099 |
0.0141 |
0.0042 |
42.4% |
0.0162 |
| ATR |
0.0097 |
0.0101 |
0.0003 |
3.2% |
0.0000 |
| Volume |
197 |
32 |
-165 |
-83.8% |
704 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0903 |
1.0609 |
|
| R3 |
1.0851 |
1.0762 |
1.0570 |
|
| R2 |
1.0710 |
1.0710 |
1.0557 |
|
| R1 |
1.0621 |
1.0621 |
1.0544 |
1.0595 |
| PP |
1.0569 |
1.0569 |
1.0569 |
1.0557 |
| S1 |
1.0480 |
1.0480 |
1.0518 |
1.0454 |
| S2 |
1.0428 |
1.0428 |
1.0505 |
|
| S3 |
1.0287 |
1.0339 |
1.0492 |
|
| S4 |
1.0146 |
1.0198 |
1.0453 |
|
|
| 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 |
1.0659 |
1.0488 |
0.0171 |
1.6% |
0.0109 |
1.0% |
25% |
True |
False |
124 |
| 10 |
1.0686 |
1.0488 |
0.0198 |
1.9% |
0.0097 |
0.9% |
22% |
False |
False |
119 |
| 20 |
1.0686 |
1.0286 |
0.0400 |
3.8% |
0.0090 |
0.9% |
61% |
False |
False |
99 |
| 40 |
1.0686 |
0.9918 |
0.0768 |
7.3% |
0.0067 |
0.6% |
80% |
False |
False |
71 |
| 60 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0057 |
0.5% |
87% |
False |
False |
48 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0043 |
0.4% |
87% |
False |
False |
36 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0034 |
0.3% |
90% |
False |
False |
29 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0029 |
0.3% |
90% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1028 |
|
1.618 |
1.0887 |
|
1.000 |
1.0800 |
|
0.618 |
1.0746 |
|
HIGH |
1.0659 |
|
0.618 |
1.0605 |
|
0.500 |
1.0589 |
|
0.382 |
1.0572 |
|
LOW |
1.0518 |
|
0.618 |
1.0431 |
|
1.000 |
1.0377 |
|
1.618 |
1.0290 |
|
2.618 |
1.0149 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0589 |
1.0588 |
| PP |
1.0569 |
1.0569 |
| S1 |
1.0550 |
1.0550 |
|