CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0504 |
1.0370 |
-0.0134 |
-1.3% |
1.0449 |
| High |
1.0517 |
1.0423 |
-0.0094 |
-0.9% |
1.0488 |
| Low |
1.0351 |
1.0317 |
-0.0034 |
-0.3% |
1.0314 |
| Close |
1.0367 |
1.0339 |
-0.0028 |
-0.3% |
1.0477 |
| Range |
0.0166 |
0.0106 |
-0.0060 |
-36.1% |
0.0174 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.0% |
0.0000 |
| Volume |
149,479 |
127,118 |
-22,361 |
-15.0% |
290,168 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0614 |
1.0397 |
|
| R3 |
1.0572 |
1.0508 |
1.0368 |
|
| R2 |
1.0466 |
1.0466 |
1.0358 |
|
| R1 |
1.0402 |
1.0402 |
1.0349 |
1.0381 |
| PP |
1.0360 |
1.0360 |
1.0360 |
1.0349 |
| S1 |
1.0296 |
1.0296 |
1.0329 |
1.0275 |
| S2 |
1.0254 |
1.0254 |
1.0320 |
|
| S3 |
1.0148 |
1.0190 |
1.0310 |
|
| S4 |
1.0042 |
1.0084 |
1.0281 |
|
|
| 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 |
2.1% |
0.0114 |
1.1% |
12% |
False |
False |
109,524 |
| 10 |
1.0552 |
1.0314 |
0.0238 |
2.3% |
0.0111 |
1.1% |
11% |
False |
False |
69,890 |
| 20 |
1.0720 |
1.0314 |
0.0406 |
3.9% |
0.0104 |
1.0% |
6% |
False |
False |
35,726 |
| 40 |
1.0720 |
1.0308 |
0.0412 |
4.0% |
0.0098 |
0.9% |
8% |
False |
False |
17,921 |
| 60 |
1.0720 |
0.9918 |
0.0802 |
7.8% |
0.0081 |
0.8% |
52% |
False |
False |
11,962 |
| 80 |
1.0720 |
0.9521 |
0.1199 |
11.6% |
0.0070 |
0.7% |
68% |
False |
False |
8,972 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0056 |
0.5% |
69% |
False |
False |
7,178 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
15.0% |
0.0047 |
0.5% |
75% |
False |
False |
5,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0701 |
|
1.618 |
1.0595 |
|
1.000 |
1.0529 |
|
0.618 |
1.0489 |
|
HIGH |
1.0423 |
|
0.618 |
1.0383 |
|
0.500 |
1.0370 |
|
0.382 |
1.0357 |
|
LOW |
1.0317 |
|
0.618 |
1.0251 |
|
1.000 |
1.0211 |
|
1.618 |
1.0145 |
|
2.618 |
1.0039 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0370 |
1.0423 |
| PP |
1.0360 |
1.0395 |
| S1 |
1.0349 |
1.0367 |
|