CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0613 |
-0.0049 |
-0.5% |
1.0659 |
| High |
1.0720 |
1.0682 |
-0.0038 |
-0.4% |
1.0659 |
| Low |
1.0588 |
1.0598 |
0.0010 |
0.1% |
1.0465 |
| Close |
1.0630 |
1.0663 |
0.0033 |
0.3% |
1.0567 |
| Range |
0.0132 |
0.0084 |
-0.0048 |
-36.4% |
0.0194 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
214 |
1,071 |
857 |
400.5% |
1,029 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0865 |
1.0709 |
|
| R3 |
1.0816 |
1.0781 |
1.0686 |
|
| R2 |
1.0732 |
1.0732 |
1.0678 |
|
| R1 |
1.0697 |
1.0697 |
1.0671 |
1.0715 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0656 |
| S1 |
1.0613 |
1.0613 |
1.0655 |
1.0631 |
| S2 |
1.0564 |
1.0564 |
1.0648 |
|
| S3 |
1.0480 |
1.0529 |
1.0640 |
|
| S4 |
1.0396 |
1.0445 |
1.0617 |
|
|
| 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 |
1.0720 |
1.0517 |
0.0203 |
1.9% |
0.0091 |
0.9% |
72% |
False |
False |
468 |
| 10 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0101 |
1.0% |
78% |
False |
False |
322 |
| 20 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0092 |
0.9% |
78% |
False |
False |
213 |
| 40 |
1.0720 |
1.0062 |
0.0658 |
6.2% |
0.0079 |
0.7% |
91% |
False |
False |
142 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.4% |
0.0066 |
0.6% |
94% |
False |
False |
96 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.5% |
0.0051 |
0.5% |
95% |
False |
False |
73 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.5% |
0.0041 |
0.4% |
95% |
False |
False |
58 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.5% |
0.0034 |
0.3% |
96% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1039 |
|
2.618 |
1.0902 |
|
1.618 |
1.0818 |
|
1.000 |
1.0766 |
|
0.618 |
1.0734 |
|
HIGH |
1.0682 |
|
0.618 |
1.0650 |
|
0.500 |
1.0640 |
|
0.382 |
1.0630 |
|
LOW |
1.0598 |
|
0.618 |
1.0546 |
|
1.000 |
1.0514 |
|
1.618 |
1.0462 |
|
2.618 |
1.0378 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0660 |
| PP |
1.0648 |
1.0657 |
| S1 |
1.0640 |
1.0654 |
|