CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0418 |
0.0080 |
0.8% |
1.0449 |
| High |
1.0446 |
1.0488 |
0.0042 |
0.4% |
1.0488 |
| Low |
1.0314 |
1.0400 |
0.0086 |
0.8% |
1.0314 |
| Close |
1.0435 |
1.0477 |
0.0042 |
0.4% |
1.0477 |
| Range |
0.0132 |
0.0088 |
-0.0044 |
-33.3% |
0.0174 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
63,034 |
106,112 |
43,078 |
68.3% |
290,168 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0686 |
1.0525 |
|
| R3 |
1.0631 |
1.0598 |
1.0501 |
|
| R2 |
1.0543 |
1.0543 |
1.0493 |
|
| R1 |
1.0510 |
1.0510 |
1.0485 |
1.0527 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0463 |
| S1 |
1.0422 |
1.0422 |
1.0469 |
1.0439 |
| S2 |
1.0367 |
1.0367 |
1.0461 |
|
| S3 |
1.0279 |
1.0334 |
1.0453 |
|
| S4 |
1.0191 |
1.0246 |
1.0429 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0887 |
1.0573 |
|
| R3 |
1.0774 |
1.0713 |
1.0525 |
|
| R2 |
1.0600 |
1.0600 |
1.0509 |
|
| R1 |
1.0539 |
1.0539 |
1.0493 |
1.0570 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0442 |
| S1 |
1.0365 |
1.0365 |
1.0461 |
1.0396 |
| S2 |
1.0252 |
1.0252 |
1.0445 |
|
| S3 |
1.0078 |
1.0191 |
1.0429 |
|
| S4 |
0.9904 |
1.0017 |
1.0381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0488 |
1.0314 |
0.0174 |
1.7% |
0.0105 |
1.0% |
94% |
True |
False |
58,033 |
| 10 |
1.0611 |
1.0314 |
0.0297 |
2.8% |
0.0108 |
1.0% |
55% |
False |
False |
33,031 |
| 20 |
1.0720 |
1.0314 |
0.0406 |
3.9% |
0.0103 |
1.0% |
40% |
False |
False |
16,832 |
| 40 |
1.0720 |
1.0246 |
0.0474 |
4.5% |
0.0093 |
0.9% |
49% |
False |
False |
8,464 |
| 60 |
1.0720 |
0.9790 |
0.0930 |
8.9% |
0.0078 |
0.7% |
74% |
False |
False |
5,654 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0065 |
0.6% |
80% |
False |
False |
4,241 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0052 |
0.5% |
80% |
False |
False |
3,393 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.8% |
0.0044 |
0.4% |
84% |
False |
False |
2,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0718 |
|
1.618 |
1.0630 |
|
1.000 |
1.0576 |
|
0.618 |
1.0542 |
|
HIGH |
1.0488 |
|
0.618 |
1.0454 |
|
0.500 |
1.0444 |
|
0.382 |
1.0434 |
|
LOW |
1.0400 |
|
0.618 |
1.0346 |
|
1.000 |
1.0312 |
|
1.618 |
1.0258 |
|
2.618 |
1.0170 |
|
4.250 |
1.0026 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0452 |
| PP |
1.0455 |
1.0426 |
| S1 |
1.0444 |
1.0401 |
|