CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0613 |
1.0677 |
0.0064 |
0.6% |
1.0552 |
| High |
1.0682 |
1.0680 |
-0.0002 |
0.0% |
1.0720 |
| Low |
1.0598 |
1.0600 |
0.0002 |
0.0% |
1.0517 |
| Close |
1.0663 |
1.0609 |
-0.0054 |
-0.5% |
1.0609 |
| Range |
0.0084 |
0.0080 |
-0.0004 |
-4.8% |
0.0203 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1,071 |
3,191 |
2,120 |
197.9% |
5,102 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0819 |
1.0653 |
|
| R3 |
1.0790 |
1.0739 |
1.0631 |
|
| R2 |
1.0710 |
1.0710 |
1.0624 |
|
| R1 |
1.0659 |
1.0659 |
1.0616 |
1.0645 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0622 |
| S1 |
1.0579 |
1.0579 |
1.0602 |
1.0565 |
| S2 |
1.0550 |
1.0550 |
1.0594 |
|
| S3 |
1.0470 |
1.0499 |
1.0587 |
|
| S4 |
1.0390 |
1.0419 |
1.0565 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1120 |
1.0721 |
|
| R3 |
1.1021 |
1.0917 |
1.0665 |
|
| R2 |
1.0818 |
1.0818 |
1.0646 |
|
| R1 |
1.0714 |
1.0714 |
1.0628 |
1.0766 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0642 |
| S1 |
1.0511 |
1.0511 |
1.0590 |
1.0563 |
| S2 |
1.0412 |
1.0412 |
1.0572 |
|
| S3 |
1.0209 |
1.0308 |
1.0553 |
|
| S4 |
1.0006 |
1.0105 |
1.0497 |
|
|
| 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% |
0.0094 |
0.9% |
45% |
False |
False |
1,020 |
| 10 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0097 |
0.9% |
56% |
False |
False |
632 |
| 20 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0093 |
0.9% |
56% |
False |
False |
368 |
| 40 |
1.0720 |
1.0062 |
0.0658 |
6.2% |
0.0080 |
0.8% |
83% |
False |
False |
220 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.5% |
0.0067 |
0.6% |
89% |
False |
False |
149 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.5% |
0.0052 |
0.5% |
91% |
False |
False |
113 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.5% |
0.0042 |
0.4% |
91% |
False |
False |
90 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.6% |
0.0035 |
0.3% |
93% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1020 |
|
2.618 |
1.0889 |
|
1.618 |
1.0809 |
|
1.000 |
1.0760 |
|
0.618 |
1.0729 |
|
HIGH |
1.0680 |
|
0.618 |
1.0649 |
|
0.500 |
1.0640 |
|
0.382 |
1.0631 |
|
LOW |
1.0600 |
|
0.618 |
1.0551 |
|
1.000 |
1.0520 |
|
1.618 |
1.0471 |
|
2.618 |
1.0391 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0654 |
| PP |
1.0630 |
1.0639 |
| S1 |
1.0619 |
1.0624 |
|