CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0526 |
1.0449 |
-0.0077 |
-0.7% |
1.0604 |
| High |
1.0544 |
1.0459 |
-0.0085 |
-0.8% |
1.0611 |
| Low |
1.0446 |
1.0359 |
-0.0087 |
-0.8% |
1.0389 |
| Close |
1.0455 |
1.0384 |
-0.0071 |
-0.7% |
1.0455 |
| Range |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0222 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
16,683 |
24,061 |
7,378 |
44.2% |
40,150 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0701 |
1.0642 |
1.0439 |
|
| R3 |
1.0601 |
1.0542 |
1.0412 |
|
| R2 |
1.0501 |
1.0501 |
1.0402 |
|
| R1 |
1.0442 |
1.0442 |
1.0393 |
1.0422 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0390 |
| S1 |
1.0342 |
1.0342 |
1.0375 |
1.0322 |
| S2 |
1.0301 |
1.0301 |
1.0366 |
|
| S3 |
1.0201 |
1.0242 |
1.0357 |
|
| S4 |
1.0101 |
1.0142 |
1.0329 |
|
|
| 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 |
1.0565 |
1.0359 |
0.0206 |
2.0% |
0.0115 |
1.1% |
12% |
False |
True |
12,569 |
| 10 |
1.0720 |
1.0359 |
0.0361 |
3.5% |
0.0100 |
1.0% |
7% |
False |
True |
6,897 |
| 20 |
1.0720 |
1.0359 |
0.0361 |
3.5% |
0.0101 |
1.0% |
7% |
False |
True |
3,552 |
| 40 |
1.0720 |
1.0080 |
0.0640 |
6.2% |
0.0091 |
0.9% |
48% |
False |
False |
1,821 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.7% |
0.0074 |
0.7% |
67% |
False |
False |
1,219 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0060 |
0.6% |
73% |
False |
False |
915 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0048 |
0.5% |
73% |
False |
False |
732 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.9% |
0.0041 |
0.4% |
78% |
False |
False |
611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0721 |
|
1.618 |
1.0621 |
|
1.000 |
1.0559 |
|
0.618 |
1.0521 |
|
HIGH |
1.0459 |
|
0.618 |
1.0421 |
|
0.500 |
1.0409 |
|
0.382 |
1.0397 |
|
LOW |
1.0359 |
|
0.618 |
1.0297 |
|
1.000 |
1.0259 |
|
1.618 |
1.0197 |
|
2.618 |
1.0097 |
|
4.250 |
0.9934 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0409 |
1.0456 |
| PP |
1.0401 |
1.0432 |
| S1 |
1.0392 |
1.0408 |
|