CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0534 |
1.0497 |
-0.0037 |
-0.4% |
1.0570 |
| High |
1.0547 |
1.0580 |
0.0033 |
0.3% |
1.0650 |
| Low |
1.0468 |
1.0465 |
-0.0003 |
0.0% |
1.0488 |
| Close |
1.0506 |
1.0548 |
0.0042 |
0.4% |
1.0576 |
| Range |
0.0079 |
0.0115 |
0.0036 |
45.6% |
0.0162 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.2% |
0.0000 |
| Volume |
356 |
209 |
-147 |
-41.3% |
704 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0876 |
1.0827 |
1.0611 |
|
| R3 |
1.0761 |
1.0712 |
1.0580 |
|
| R2 |
1.0646 |
1.0646 |
1.0569 |
|
| R1 |
1.0597 |
1.0597 |
1.0559 |
1.0622 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0543 |
| S1 |
1.0482 |
1.0482 |
1.0537 |
1.0507 |
| S2 |
1.0416 |
1.0416 |
1.0527 |
|
| S3 |
1.0301 |
1.0367 |
1.0516 |
|
| S4 |
1.0186 |
1.0252 |
1.0485 |
|
|
| 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 |
1.0465 |
0.0194 |
1.8% |
0.0111 |
1.1% |
43% |
False |
True |
176 |
| 10 |
1.0671 |
1.0465 |
0.0206 |
2.0% |
0.0101 |
1.0% |
40% |
False |
True |
166 |
| 20 |
1.0686 |
1.0382 |
0.0304 |
2.9% |
0.0090 |
0.9% |
55% |
False |
False |
109 |
| 40 |
1.0686 |
0.9918 |
0.0768 |
7.3% |
0.0071 |
0.7% |
82% |
False |
False |
84 |
| 60 |
1.0686 |
0.9600 |
0.1086 |
10.3% |
0.0060 |
0.6% |
87% |
False |
False |
57 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0045 |
0.4% |
88% |
False |
False |
43 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0036 |
0.3% |
91% |
False |
False |
35 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.4% |
0.0031 |
0.3% |
91% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.0881 |
|
1.618 |
1.0766 |
|
1.000 |
1.0695 |
|
0.618 |
1.0651 |
|
HIGH |
1.0580 |
|
0.618 |
1.0536 |
|
0.500 |
1.0523 |
|
0.382 |
1.0509 |
|
LOW |
1.0465 |
|
0.618 |
1.0394 |
|
1.000 |
1.0350 |
|
1.618 |
1.0279 |
|
2.618 |
1.0164 |
|
4.250 |
0.9976 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0540 |
1.0562 |
| PP |
1.0531 |
1.0557 |
| S1 |
1.0523 |
1.0553 |
|