CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0418 |
1.0489 |
0.0071 |
0.7% |
1.0449 |
| High |
1.0488 |
1.0529 |
0.0041 |
0.4% |
1.0488 |
| Low |
1.0400 |
1.0449 |
0.0049 |
0.5% |
1.0314 |
| Close |
1.0477 |
1.0511 |
0.0034 |
0.3% |
1.0477 |
| Range |
0.0088 |
0.0080 |
-0.0008 |
-9.1% |
0.0174 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
106,112 |
101,880 |
-4,232 |
-4.0% |
290,168 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0704 |
1.0555 |
|
| R3 |
1.0656 |
1.0624 |
1.0533 |
|
| R2 |
1.0576 |
1.0576 |
1.0526 |
|
| R1 |
1.0544 |
1.0544 |
1.0518 |
1.0560 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0505 |
| S1 |
1.0464 |
1.0464 |
1.0504 |
1.0480 |
| S2 |
1.0416 |
1.0416 |
1.0496 |
|
| S3 |
1.0336 |
1.0384 |
1.0489 |
|
| S4 |
1.0256 |
1.0304 |
1.0467 |
|
|
| 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 |
1.0529 |
1.0314 |
0.0215 |
2.0% |
0.0101 |
1.0% |
92% |
True |
False |
73,597 |
| 10 |
1.0565 |
1.0314 |
0.0251 |
2.4% |
0.0108 |
1.0% |
78% |
False |
False |
43,083 |
| 20 |
1.0720 |
1.0314 |
0.0406 |
3.9% |
0.0102 |
1.0% |
49% |
False |
False |
21,916 |
| 40 |
1.0720 |
1.0286 |
0.0434 |
4.1% |
0.0093 |
0.9% |
52% |
False |
False |
11,008 |
| 60 |
1.0720 |
0.9900 |
0.0820 |
7.8% |
0.0078 |
0.7% |
75% |
False |
False |
7,352 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.6% |
0.0066 |
0.6% |
83% |
False |
False |
5,514 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.6% |
0.0053 |
0.5% |
83% |
False |
False |
4,412 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.7% |
0.0044 |
0.4% |
86% |
False |
False |
3,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0869 |
|
2.618 |
1.0738 |
|
1.618 |
1.0658 |
|
1.000 |
1.0609 |
|
0.618 |
1.0578 |
|
HIGH |
1.0529 |
|
0.618 |
1.0498 |
|
0.500 |
1.0489 |
|
0.382 |
1.0480 |
|
LOW |
1.0449 |
|
0.618 |
1.0400 |
|
1.000 |
1.0369 |
|
1.618 |
1.0320 |
|
2.618 |
1.0240 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0504 |
1.0481 |
| PP |
1.0496 |
1.0451 |
| S1 |
1.0489 |
1.0422 |
|