CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0449 |
1.0400 |
-0.0049 |
-0.5% |
1.0604 |
| High |
1.0459 |
1.0446 |
-0.0013 |
-0.1% |
1.0611 |
| Low |
1.0359 |
1.0371 |
0.0012 |
0.1% |
1.0389 |
| Close |
1.0384 |
1.0393 |
0.0009 |
0.1% |
1.0455 |
| Range |
0.0100 |
0.0075 |
-0.0025 |
-25.0% |
0.0222 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
24,061 |
35,907 |
11,846 |
49.2% |
40,150 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0586 |
1.0434 |
|
| R3 |
1.0553 |
1.0511 |
1.0414 |
|
| R2 |
1.0478 |
1.0478 |
1.0407 |
|
| R1 |
1.0436 |
1.0436 |
1.0400 |
1.0420 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0395 |
| S1 |
1.0361 |
1.0361 |
1.0386 |
1.0345 |
| S2 |
1.0328 |
1.0328 |
1.0379 |
|
| S3 |
1.0253 |
1.0286 |
1.0372 |
|
| S4 |
1.0178 |
1.0211 |
1.0352 |
|
|
| 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 |
1.0552 |
1.0359 |
0.0193 |
1.9% |
0.0098 |
0.9% |
18% |
False |
False |
19,102 |
| 10 |
1.0720 |
1.0359 |
0.0361 |
3.5% |
0.0103 |
1.0% |
9% |
False |
False |
10,459 |
| 20 |
1.0720 |
1.0359 |
0.0361 |
3.5% |
0.0100 |
1.0% |
9% |
False |
False |
5,342 |
| 40 |
1.0720 |
1.0102 |
0.0618 |
5.9% |
0.0090 |
0.9% |
47% |
False |
False |
2,716 |
| 60 |
1.0720 |
0.9741 |
0.0979 |
9.4% |
0.0074 |
0.7% |
67% |
False |
False |
1,818 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0061 |
0.6% |
73% |
False |
False |
1,363 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0049 |
0.5% |
73% |
False |
False |
1,091 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.9% |
0.0041 |
0.4% |
79% |
False |
False |
910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0765 |
|
2.618 |
1.0642 |
|
1.618 |
1.0567 |
|
1.000 |
1.0521 |
|
0.618 |
1.0492 |
|
HIGH |
1.0446 |
|
0.618 |
1.0417 |
|
0.500 |
1.0409 |
|
0.382 |
1.0400 |
|
LOW |
1.0371 |
|
0.618 |
1.0325 |
|
1.000 |
1.0296 |
|
1.618 |
1.0250 |
|
2.618 |
1.0175 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0409 |
1.0452 |
| PP |
1.0403 |
1.0432 |
| S1 |
1.0398 |
1.0413 |
|