CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0526 |
0.0061 |
0.6% |
1.0604 |
| High |
1.0552 |
1.0544 |
-0.0008 |
-0.1% |
1.0611 |
| Low |
1.0418 |
1.0446 |
0.0028 |
0.3% |
1.0389 |
| Close |
1.0538 |
1.0455 |
-0.0083 |
-0.8% |
1.0455 |
| Range |
0.0134 |
0.0098 |
-0.0036 |
-26.9% |
0.0222 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
13,581 |
16,683 |
3,102 |
22.8% |
40,150 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0713 |
1.0509 |
|
| R3 |
1.0678 |
1.0615 |
1.0482 |
|
| R2 |
1.0580 |
1.0580 |
1.0473 |
|
| R1 |
1.0517 |
1.0517 |
1.0464 |
1.0500 |
| PP |
1.0482 |
1.0482 |
1.0482 |
1.0473 |
| S1 |
1.0419 |
1.0419 |
1.0446 |
1.0402 |
| S2 |
1.0384 |
1.0384 |
1.0437 |
|
| S3 |
1.0286 |
1.0321 |
1.0428 |
|
| S4 |
1.0188 |
1.0223 |
1.0401 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1025 |
1.0577 |
|
| R3 |
1.0929 |
1.0803 |
1.0516 |
|
| R2 |
1.0707 |
1.0707 |
1.0496 |
|
| R1 |
1.0581 |
1.0581 |
1.0475 |
1.0533 |
| PP |
1.0485 |
1.0485 |
1.0485 |
1.0461 |
| S1 |
1.0359 |
1.0359 |
1.0435 |
1.0311 |
| S2 |
1.0263 |
1.0263 |
1.0414 |
|
| S3 |
1.0041 |
1.0137 |
1.0394 |
|
| S4 |
0.9819 |
0.9915 |
1.0333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0611 |
1.0389 |
0.0222 |
2.1% |
0.0111 |
1.1% |
30% |
False |
False |
8,030 |
| 10 |
1.0720 |
1.0389 |
0.0331 |
3.2% |
0.0103 |
1.0% |
20% |
False |
False |
4,525 |
| 20 |
1.0720 |
1.0389 |
0.0331 |
3.2% |
0.0101 |
1.0% |
20% |
False |
False |
2,366 |
| 40 |
1.0720 |
1.0080 |
0.0640 |
6.1% |
0.0090 |
0.9% |
59% |
False |
False |
1,220 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.6% |
0.0074 |
0.7% |
74% |
False |
False |
818 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0059 |
0.6% |
78% |
False |
False |
614 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0047 |
0.5% |
78% |
False |
False |
492 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.8% |
0.0040 |
0.4% |
83% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0801 |
|
1.618 |
1.0703 |
|
1.000 |
1.0642 |
|
0.618 |
1.0605 |
|
HIGH |
1.0544 |
|
0.618 |
1.0507 |
|
0.500 |
1.0495 |
|
0.382 |
1.0483 |
|
LOW |
1.0446 |
|
0.618 |
1.0385 |
|
1.000 |
1.0348 |
|
1.618 |
1.0287 |
|
2.618 |
1.0189 |
|
4.250 |
1.0030 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0495 |
1.0471 |
| PP |
1.0482 |
1.0465 |
| S1 |
1.0468 |
1.0460 |
|