CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0604 |
1.0543 |
-0.0061 |
-0.6% |
1.0552 |
| High |
1.0611 |
1.0565 |
-0.0046 |
-0.4% |
1.0720 |
| Low |
1.0531 |
1.0402 |
-0.0129 |
-1.2% |
1.0517 |
| Close |
1.0542 |
1.0402 |
-0.0140 |
-1.3% |
1.0609 |
| Range |
0.0080 |
0.0163 |
0.0083 |
103.8% |
0.0203 |
| ATR |
0.0095 |
0.0100 |
0.0005 |
5.1% |
0.0000 |
| Volume |
1,363 |
3,243 |
1,880 |
137.9% |
5,102 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0837 |
1.0492 |
|
| R3 |
1.0782 |
1.0674 |
1.0447 |
|
| R2 |
1.0619 |
1.0619 |
1.0432 |
|
| R1 |
1.0511 |
1.0511 |
1.0417 |
1.0484 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0443 |
| S1 |
1.0348 |
1.0348 |
1.0387 |
1.0321 |
| S2 |
1.0293 |
1.0293 |
1.0372 |
|
| S3 |
1.0130 |
1.0185 |
1.0357 |
|
| S4 |
0.9967 |
1.0022 |
1.0312 |
|
|
| 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 |
1.0402 |
0.0318 |
3.1% |
0.0108 |
1.0% |
0% |
False |
True |
1,816 |
| 10 |
1.0720 |
1.0402 |
0.0318 |
3.1% |
0.0097 |
0.9% |
0% |
False |
True |
1,070 |
| 20 |
1.0720 |
1.0402 |
0.0318 |
3.1% |
0.0097 |
0.9% |
0% |
False |
True |
594 |
| 40 |
1.0720 |
1.0064 |
0.0656 |
6.3% |
0.0084 |
0.8% |
52% |
False |
False |
334 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.7% |
0.0070 |
0.7% |
68% |
False |
False |
226 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0055 |
0.5% |
74% |
False |
False |
170 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0044 |
0.4% |
74% |
False |
False |
136 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.9% |
0.0037 |
0.4% |
79% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.0992 |
|
1.618 |
1.0829 |
|
1.000 |
1.0728 |
|
0.618 |
1.0666 |
|
HIGH |
1.0565 |
|
0.618 |
1.0503 |
|
0.500 |
1.0484 |
|
0.382 |
1.0464 |
|
LOW |
1.0402 |
|
0.618 |
1.0301 |
|
1.000 |
1.0239 |
|
1.618 |
1.0138 |
|
2.618 |
0.9975 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0541 |
| PP |
1.0456 |
1.0495 |
| S1 |
1.0429 |
1.0448 |
|