CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0349 |
1.0290 |
-0.0059 |
-0.6% |
1.0489 |
| High |
1.0383 |
1.0384 |
0.0001 |
0.0% |
1.0529 |
| Low |
1.0236 |
1.0273 |
0.0037 |
0.4% |
1.0236 |
| Close |
1.0276 |
1.0361 |
0.0085 |
0.8% |
1.0361 |
| Range |
0.0147 |
0.0111 |
-0.0036 |
-24.5% |
0.0293 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.2% |
0.0000 |
| Volume |
149,227 |
122,094 |
-27,133 |
-18.2% |
649,798 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0672 |
1.0628 |
1.0422 |
|
| R3 |
1.0561 |
1.0517 |
1.0392 |
|
| R2 |
1.0450 |
1.0450 |
1.0381 |
|
| R1 |
1.0406 |
1.0406 |
1.0371 |
1.0428 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0351 |
| S1 |
1.0295 |
1.0295 |
1.0351 |
1.0317 |
| S2 |
1.0228 |
1.0228 |
1.0341 |
|
| S3 |
1.0117 |
1.0184 |
1.0330 |
|
| S4 |
1.0006 |
1.0073 |
1.0300 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1101 |
1.0522 |
|
| R3 |
1.0961 |
1.0808 |
1.0442 |
|
| R2 |
1.0668 |
1.0668 |
1.0415 |
|
| R1 |
1.0515 |
1.0515 |
1.0388 |
1.0445 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0341 |
| S1 |
1.0222 |
1.0222 |
1.0334 |
1.0152 |
| S2 |
1.0082 |
1.0082 |
1.0307 |
|
| S3 |
0.9789 |
0.9929 |
1.0280 |
|
| S4 |
0.9496 |
0.9636 |
1.0200 |
|
|
| 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 |
2.8% |
0.0122 |
1.2% |
43% |
False |
False |
129,959 |
| 10 |
1.0529 |
1.0236 |
0.0293 |
2.8% |
0.0113 |
1.1% |
43% |
False |
False |
93,996 |
| 20 |
1.0720 |
1.0236 |
0.0484 |
4.7% |
0.0108 |
1.0% |
26% |
False |
False |
49,260 |
| 40 |
1.0720 |
1.0236 |
0.0484 |
4.7% |
0.0099 |
1.0% |
26% |
False |
False |
24,694 |
| 60 |
1.0720 |
0.9918 |
0.0802 |
7.7% |
0.0085 |
0.8% |
55% |
False |
False |
16,483 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.7% |
0.0072 |
0.7% |
64% |
False |
False |
12,363 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0059 |
0.6% |
71% |
False |
False |
9,891 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.9% |
0.0049 |
0.5% |
77% |
False |
False |
8,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0856 |
|
2.618 |
1.0675 |
|
1.618 |
1.0564 |
|
1.000 |
1.0495 |
|
0.618 |
1.0453 |
|
HIGH |
1.0384 |
|
0.618 |
1.0342 |
|
0.500 |
1.0329 |
|
0.382 |
1.0315 |
|
LOW |
1.0273 |
|
0.618 |
1.0204 |
|
1.000 |
1.0162 |
|
1.618 |
1.0093 |
|
2.618 |
0.9982 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0350 |
1.0351 |
| PP |
1.0339 |
1.0340 |
| S1 |
1.0329 |
1.0330 |
|