CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0497 |
1.0595 |
0.0098 |
0.9% |
1.0659 |
| High |
1.0580 |
1.0619 |
0.0039 |
0.4% |
1.0659 |
| Low |
1.0465 |
1.0555 |
0.0090 |
0.9% |
1.0465 |
| Close |
1.0548 |
1.0567 |
0.0019 |
0.2% |
1.0567 |
| Range |
0.0115 |
0.0064 |
-0.0051 |
-44.3% |
0.0194 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
209 |
432 |
223 |
106.7% |
1,029 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0734 |
1.0602 |
|
| R3 |
1.0708 |
1.0670 |
1.0585 |
|
| R2 |
1.0644 |
1.0644 |
1.0579 |
|
| R1 |
1.0606 |
1.0606 |
1.0573 |
1.0593 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0574 |
| S1 |
1.0542 |
1.0542 |
1.0561 |
1.0529 |
| S2 |
1.0516 |
1.0516 |
1.0555 |
|
| S3 |
1.0452 |
1.0478 |
1.0549 |
|
| S4 |
1.0388 |
1.0414 |
1.0532 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1050 |
1.0674 |
|
| R3 |
1.0952 |
1.0856 |
1.0620 |
|
| R2 |
1.0758 |
1.0758 |
1.0603 |
|
| R1 |
1.0662 |
1.0662 |
1.0585 |
1.0613 |
| PP |
1.0564 |
1.0564 |
1.0564 |
1.0539 |
| S1 |
1.0468 |
1.0468 |
1.0549 |
1.0419 |
| S2 |
1.0370 |
1.0370 |
1.0531 |
|
| S3 |
1.0176 |
1.0274 |
1.0514 |
|
| S4 |
0.9982 |
1.0080 |
1.0460 |
|
|
| 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% |
0.0100 |
0.9% |
53% |
False |
False |
245 |
| 10 |
1.0659 |
1.0465 |
0.0194 |
1.8% |
0.0100 |
0.9% |
53% |
False |
False |
207 |
| 20 |
1.0686 |
1.0382 |
0.0304 |
2.9% |
0.0089 |
0.8% |
61% |
False |
False |
127 |
| 40 |
1.0686 |
0.9918 |
0.0768 |
7.3% |
0.0073 |
0.7% |
85% |
False |
False |
95 |
| 60 |
1.0686 |
0.9716 |
0.0970 |
9.2% |
0.0059 |
0.6% |
88% |
False |
False |
64 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.3% |
0.0046 |
0.4% |
90% |
False |
False |
49 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0037 |
0.3% |
92% |
False |
False |
39 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0031 |
0.3% |
92% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0891 |
|
2.618 |
1.0787 |
|
1.618 |
1.0723 |
|
1.000 |
1.0683 |
|
0.618 |
1.0659 |
|
HIGH |
1.0619 |
|
0.618 |
1.0595 |
|
0.500 |
1.0587 |
|
0.382 |
1.0579 |
|
LOW |
1.0555 |
|
0.618 |
1.0515 |
|
1.000 |
1.0491 |
|
1.618 |
1.0451 |
|
2.618 |
1.0387 |
|
4.250 |
1.0283 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0587 |
1.0559 |
| PP |
1.0580 |
1.0550 |
| S1 |
1.0574 |
1.0542 |
|