CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0465 |
0.0039 |
0.4% |
1.0552 |
| High |
1.0471 |
1.0552 |
0.0081 |
0.8% |
1.0720 |
| Low |
1.0389 |
1.0418 |
0.0029 |
0.3% |
1.0517 |
| Close |
1.0452 |
1.0538 |
0.0086 |
0.8% |
1.0609 |
| Range |
0.0082 |
0.0134 |
0.0052 |
63.4% |
0.0203 |
| ATR |
0.0099 |
0.0101 |
0.0003 |
2.5% |
0.0000 |
| Volume |
5,280 |
13,581 |
8,301 |
157.2% |
5,102 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0855 |
1.0612 |
|
| R3 |
1.0771 |
1.0721 |
1.0575 |
|
| R2 |
1.0637 |
1.0637 |
1.0563 |
|
| R1 |
1.0587 |
1.0587 |
1.0550 |
1.0612 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0515 |
| S1 |
1.0453 |
1.0453 |
1.0526 |
1.0478 |
| S2 |
1.0369 |
1.0369 |
1.0513 |
|
| S3 |
1.0235 |
1.0319 |
1.0501 |
|
| S4 |
1.0101 |
1.0185 |
1.0464 |
|
|
| 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 |
1.0680 |
1.0389 |
0.0291 |
2.8% |
0.0108 |
1.0% |
51% |
False |
False |
5,331 |
| 10 |
1.0720 |
1.0389 |
0.0331 |
3.1% |
0.0100 |
0.9% |
45% |
False |
False |
2,900 |
| 20 |
1.0720 |
1.0389 |
0.0331 |
3.1% |
0.0100 |
1.0% |
45% |
False |
False |
1,533 |
| 40 |
1.0720 |
1.0080 |
0.0640 |
6.1% |
0.0088 |
0.8% |
72% |
False |
False |
805 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.5% |
0.0073 |
0.7% |
82% |
False |
False |
540 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.6% |
0.0058 |
0.5% |
85% |
False |
False |
406 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.6% |
0.0046 |
0.4% |
85% |
False |
False |
325 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.7% |
0.0039 |
0.4% |
88% |
False |
False |
271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.0903 |
|
1.618 |
1.0769 |
|
1.000 |
1.0686 |
|
0.618 |
1.0635 |
|
HIGH |
1.0552 |
|
0.618 |
1.0501 |
|
0.500 |
1.0485 |
|
0.382 |
1.0469 |
|
LOW |
1.0418 |
|
0.618 |
1.0335 |
|
1.000 |
1.0284 |
|
1.618 |
1.0201 |
|
2.618 |
1.0067 |
|
4.250 |
0.9849 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0520 |
1.0518 |
| PP |
1.0503 |
1.0497 |
| S1 |
1.0485 |
1.0477 |
|