CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0595 |
1.0552 |
-0.0043 |
-0.4% |
1.0659 |
| High |
1.0619 |
1.0644 |
0.0025 |
0.2% |
1.0659 |
| Low |
1.0555 |
1.0517 |
-0.0038 |
-0.4% |
1.0465 |
| Close |
1.0567 |
1.0624 |
0.0057 |
0.5% |
1.0567 |
| Range |
0.0064 |
0.0127 |
0.0063 |
98.4% |
0.0194 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.1% |
0.0000 |
| Volume |
432 |
336 |
-96 |
-22.2% |
1,029 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0927 |
1.0694 |
|
| R3 |
1.0849 |
1.0800 |
1.0659 |
|
| R2 |
1.0722 |
1.0722 |
1.0647 |
|
| R1 |
1.0673 |
1.0673 |
1.0636 |
1.0698 |
| PP |
1.0595 |
1.0595 |
1.0595 |
1.0607 |
| S1 |
1.0546 |
1.0546 |
1.0612 |
1.0571 |
| S2 |
1.0468 |
1.0468 |
1.0601 |
|
| S3 |
1.0341 |
1.0419 |
1.0589 |
|
| S4 |
1.0214 |
1.0292 |
1.0554 |
|
|
| 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% |
0.0105 |
1.0% |
82% |
False |
False |
273 |
| 10 |
1.0659 |
1.0465 |
0.0194 |
1.8% |
0.0101 |
1.0% |
82% |
False |
False |
206 |
| 20 |
1.0686 |
1.0382 |
0.0304 |
2.9% |
0.0094 |
0.9% |
80% |
False |
False |
142 |
| 40 |
1.0686 |
0.9958 |
0.0728 |
6.9% |
0.0076 |
0.7% |
91% |
False |
False |
103 |
| 60 |
1.0686 |
0.9716 |
0.0970 |
9.1% |
0.0062 |
0.6% |
94% |
False |
False |
70 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0048 |
0.4% |
95% |
False |
False |
53 |
| 100 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0038 |
0.4% |
96% |
False |
False |
43 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0032 |
0.3% |
96% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.0976 |
|
1.618 |
1.0849 |
|
1.000 |
1.0771 |
|
0.618 |
1.0722 |
|
HIGH |
1.0644 |
|
0.618 |
1.0595 |
|
0.500 |
1.0581 |
|
0.382 |
1.0566 |
|
LOW |
1.0517 |
|
0.618 |
1.0439 |
|
1.000 |
1.0390 |
|
1.618 |
1.0312 |
|
2.618 |
1.0185 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0610 |
1.0601 |
| PP |
1.0595 |
1.0578 |
| S1 |
1.0581 |
1.0555 |
|