CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0659 |
1.0534 |
-0.0125 |
-1.2% |
1.0570 |
| High |
1.0659 |
1.0547 |
-0.0112 |
-1.1% |
1.0650 |
| Low |
1.0518 |
1.0468 |
-0.0050 |
-0.5% |
1.0488 |
| Close |
1.0531 |
1.0506 |
-0.0025 |
-0.2% |
1.0576 |
| Range |
0.0141 |
0.0079 |
-0.0062 |
-44.0% |
0.0162 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
32 |
356 |
324 |
1,012.5% |
704 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0744 |
1.0704 |
1.0549 |
|
| R3 |
1.0665 |
1.0625 |
1.0528 |
|
| R2 |
1.0586 |
1.0586 |
1.0520 |
|
| R1 |
1.0546 |
1.0546 |
1.0513 |
1.0527 |
| PP |
1.0507 |
1.0507 |
1.0507 |
1.0497 |
| S1 |
1.0467 |
1.0467 |
1.0499 |
1.0448 |
| S2 |
1.0428 |
1.0428 |
1.0492 |
|
| S3 |
1.0349 |
1.0388 |
1.0484 |
|
| S4 |
1.0270 |
1.0309 |
1.0463 |
|
|
| 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 |
1.0468 |
0.0191 |
1.8% |
0.0108 |
1.0% |
20% |
False |
True |
184 |
| 10 |
1.0686 |
1.0468 |
0.0218 |
2.1% |
0.0096 |
0.9% |
17% |
False |
True |
150 |
| 20 |
1.0686 |
1.0308 |
0.0378 |
3.6% |
0.0092 |
0.9% |
52% |
False |
False |
115 |
| 40 |
1.0686 |
0.9918 |
0.0768 |
7.3% |
0.0069 |
0.7% |
77% |
False |
False |
79 |
| 60 |
1.0686 |
0.9521 |
0.1165 |
11.1% |
0.0058 |
0.6% |
85% |
False |
False |
53 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0044 |
0.4% |
85% |
False |
False |
41 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0035 |
0.3% |
88% |
False |
False |
33 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0030 |
0.3% |
88% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0754 |
|
1.618 |
1.0675 |
|
1.000 |
1.0626 |
|
0.618 |
1.0596 |
|
HIGH |
1.0547 |
|
0.618 |
1.0517 |
|
0.500 |
1.0508 |
|
0.382 |
1.0498 |
|
LOW |
1.0468 |
|
0.618 |
1.0419 |
|
1.000 |
1.0389 |
|
1.618 |
1.0340 |
|
2.618 |
1.0261 |
|
4.250 |
1.0132 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0564 |
| PP |
1.0507 |
1.0544 |
| S1 |
1.0507 |
1.0525 |
|