CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0370 |
1.0349 |
-0.0021 |
-0.2% |
1.0449 |
| High |
1.0423 |
1.0383 |
-0.0040 |
-0.4% |
1.0488 |
| Low |
1.0317 |
1.0236 |
-0.0081 |
-0.8% |
1.0314 |
| Close |
1.0339 |
1.0276 |
-0.0063 |
-0.6% |
1.0477 |
| Range |
0.0106 |
0.0147 |
0.0041 |
38.7% |
0.0174 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.8% |
0.0000 |
| Volume |
127,118 |
149,227 |
22,109 |
17.4% |
290,168 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0655 |
1.0357 |
|
| R3 |
1.0592 |
1.0508 |
1.0316 |
|
| R2 |
1.0445 |
1.0445 |
1.0303 |
|
| R1 |
1.0361 |
1.0361 |
1.0289 |
1.0330 |
| PP |
1.0298 |
1.0298 |
1.0298 |
1.0283 |
| S1 |
1.0214 |
1.0214 |
1.0263 |
1.0183 |
| S2 |
1.0151 |
1.0151 |
1.0249 |
|
| S3 |
1.0004 |
1.0067 |
1.0236 |
|
| S4 |
0.9857 |
0.9920 |
1.0195 |
|
|
| 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 |
1.0236 |
0.0293 |
2.9% |
0.0117 |
1.1% |
14% |
False |
True |
126,763 |
| 10 |
1.0544 |
1.0236 |
0.0308 |
3.0% |
0.0112 |
1.1% |
13% |
False |
True |
83,455 |
| 20 |
1.0720 |
1.0236 |
0.0484 |
4.7% |
0.0106 |
1.0% |
8% |
False |
True |
43,177 |
| 40 |
1.0720 |
1.0236 |
0.0484 |
4.7% |
0.0098 |
1.0% |
8% |
False |
True |
21,643 |
| 60 |
1.0720 |
0.9918 |
0.0802 |
7.8% |
0.0083 |
0.8% |
45% |
False |
False |
14,448 |
| 80 |
1.0720 |
0.9600 |
0.1120 |
10.9% |
0.0071 |
0.7% |
60% |
False |
False |
10,837 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0057 |
0.6% |
64% |
False |
False |
8,670 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
15.1% |
0.0048 |
0.5% |
71% |
False |
False |
7,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0768 |
|
1.618 |
1.0621 |
|
1.000 |
1.0530 |
|
0.618 |
1.0474 |
|
HIGH |
1.0383 |
|
0.618 |
1.0327 |
|
0.500 |
1.0310 |
|
0.382 |
1.0292 |
|
LOW |
1.0236 |
|
0.618 |
1.0145 |
|
1.000 |
1.0089 |
|
1.618 |
0.9998 |
|
2.618 |
0.9851 |
|
4.250 |
0.9611 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0310 |
1.0377 |
| PP |
1.0298 |
1.0343 |
| S1 |
1.0287 |
1.0310 |
|