CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0426 |
-0.0117 |
-1.1% |
1.0552 |
| High |
1.0565 |
1.0471 |
-0.0094 |
-0.9% |
1.0720 |
| Low |
1.0402 |
1.0389 |
-0.0013 |
-0.1% |
1.0517 |
| Close |
1.0402 |
1.0452 |
0.0050 |
0.5% |
1.0609 |
| Range |
0.0163 |
0.0082 |
-0.0081 |
-49.7% |
0.0203 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
3,243 |
5,280 |
2,037 |
62.8% |
5,102 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0683 |
1.0650 |
1.0497 |
|
| R3 |
1.0601 |
1.0568 |
1.0475 |
|
| R2 |
1.0519 |
1.0519 |
1.0467 |
|
| R1 |
1.0486 |
1.0486 |
1.0460 |
1.0503 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0446 |
| S1 |
1.0404 |
1.0404 |
1.0444 |
1.0421 |
| S2 |
1.0355 |
1.0355 |
1.0437 |
|
| S3 |
1.0273 |
1.0322 |
1.0429 |
|
| S4 |
1.0191 |
1.0240 |
1.0407 |
|
|
| 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 |
1.0682 |
1.0389 |
0.0293 |
2.8% |
0.0098 |
0.9% |
22% |
False |
True |
2,829 |
| 10 |
1.0720 |
1.0389 |
0.0331 |
3.2% |
0.0098 |
0.9% |
19% |
False |
True |
1,562 |
| 20 |
1.0720 |
1.0389 |
0.0331 |
3.2% |
0.0097 |
0.9% |
19% |
False |
True |
856 |
| 40 |
1.0720 |
1.0080 |
0.0640 |
6.1% |
0.0086 |
0.8% |
58% |
False |
False |
466 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.6% |
0.0072 |
0.7% |
73% |
False |
False |
314 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0056 |
0.5% |
78% |
False |
False |
236 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0045 |
0.4% |
78% |
False |
False |
189 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.8% |
0.0038 |
0.4% |
83% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0820 |
|
2.618 |
1.0686 |
|
1.618 |
1.0604 |
|
1.000 |
1.0553 |
|
0.618 |
1.0522 |
|
HIGH |
1.0471 |
|
0.618 |
1.0440 |
|
0.500 |
1.0430 |
|
0.382 |
1.0420 |
|
LOW |
1.0389 |
|
0.618 |
1.0338 |
|
1.000 |
1.0307 |
|
1.618 |
1.0256 |
|
2.618 |
1.0174 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0445 |
1.0500 |
| PP |
1.0437 |
1.0484 |
| S1 |
1.0430 |
1.0468 |
|