CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0552 |
1.0629 |
0.0077 |
0.7% |
1.0659 |
| High |
1.0644 |
1.0649 |
0.0005 |
0.0% |
1.0659 |
| Low |
1.0517 |
1.0600 |
0.0083 |
0.8% |
1.0465 |
| Close |
1.0624 |
1.0620 |
-0.0004 |
0.0% |
1.0567 |
| Range |
0.0127 |
0.0049 |
-0.0078 |
-61.4% |
0.0194 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
336 |
290 |
-46 |
-13.7% |
1,029 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0744 |
1.0647 |
|
| R3 |
1.0721 |
1.0695 |
1.0633 |
|
| R2 |
1.0672 |
1.0672 |
1.0629 |
|
| R1 |
1.0646 |
1.0646 |
1.0624 |
1.0635 |
| PP |
1.0623 |
1.0623 |
1.0623 |
1.0617 |
| S1 |
1.0597 |
1.0597 |
1.0616 |
1.0586 |
| S2 |
1.0574 |
1.0574 |
1.0611 |
|
| S3 |
1.0525 |
1.0548 |
1.0607 |
|
| S4 |
1.0476 |
1.0499 |
1.0593 |
|
|
| 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 |
1.0649 |
1.0465 |
0.0184 |
1.7% |
0.0087 |
0.8% |
84% |
True |
False |
324 |
| 10 |
1.0659 |
1.0465 |
0.0194 |
1.8% |
0.0098 |
0.9% |
80% |
False |
False |
224 |
| 20 |
1.0686 |
1.0425 |
0.0261 |
2.5% |
0.0092 |
0.9% |
75% |
False |
False |
156 |
| 40 |
1.0686 |
0.9998 |
0.0688 |
6.5% |
0.0077 |
0.7% |
90% |
False |
False |
110 |
| 60 |
1.0686 |
0.9716 |
0.0970 |
9.1% |
0.0062 |
0.6% |
93% |
False |
False |
75 |
| 80 |
1.0686 |
0.9496 |
0.1190 |
11.2% |
0.0048 |
0.5% |
94% |
False |
False |
57 |
| 100 |
1.0686 |
0.9409 |
0.1277 |
12.0% |
0.0039 |
0.4% |
95% |
False |
False |
45 |
| 120 |
1.0686 |
0.9172 |
0.1514 |
14.3% |
0.0033 |
0.3% |
96% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0857 |
|
2.618 |
1.0777 |
|
1.618 |
1.0728 |
|
1.000 |
1.0698 |
|
0.618 |
1.0679 |
|
HIGH |
1.0649 |
|
0.618 |
1.0630 |
|
0.500 |
1.0625 |
|
0.382 |
1.0619 |
|
LOW |
1.0600 |
|
0.618 |
1.0570 |
|
1.000 |
1.0551 |
|
1.618 |
1.0521 |
|
2.618 |
1.0472 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0625 |
1.0608 |
| PP |
1.0623 |
1.0595 |
| S1 |
1.0622 |
1.0583 |
|