CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0371 |
1.0445 |
0.0074 |
0.7% |
1.0489 |
| High |
1.0449 |
1.0461 |
0.0012 |
0.1% |
1.0529 |
| Low |
1.0329 |
1.0355 |
0.0026 |
0.3% |
1.0236 |
| Close |
1.0430 |
1.0388 |
-0.0042 |
-0.4% |
1.0361 |
| Range |
0.0120 |
0.0106 |
-0.0014 |
-11.7% |
0.0293 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
116,259 |
99,395 |
-16,864 |
-14.5% |
649,798 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0660 |
1.0446 |
|
| R3 |
1.0613 |
1.0554 |
1.0417 |
|
| R2 |
1.0507 |
1.0507 |
1.0407 |
|
| R1 |
1.0448 |
1.0448 |
1.0398 |
1.0425 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0390 |
| S1 |
1.0342 |
1.0342 |
1.0378 |
1.0319 |
| S2 |
1.0295 |
1.0295 |
1.0369 |
|
| S3 |
1.0189 |
1.0236 |
1.0359 |
|
| S4 |
1.0083 |
1.0130 |
1.0330 |
|
|
| 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 |
1.0461 |
1.0236 |
0.0225 |
2.2% |
0.0118 |
1.1% |
68% |
True |
False |
122,818 |
| 10 |
1.0529 |
1.0236 |
0.0293 |
2.8% |
0.0119 |
1.1% |
52% |
False |
False |
109,565 |
| 20 |
1.0720 |
1.0236 |
0.0484 |
4.7% |
0.0111 |
1.1% |
31% |
False |
False |
60,012 |
| 40 |
1.0720 |
1.0236 |
0.0484 |
4.7% |
0.0101 |
1.0% |
31% |
False |
False |
30,084 |
| 60 |
1.0720 |
0.9998 |
0.0722 |
7.0% |
0.0088 |
0.8% |
54% |
False |
False |
20,077 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.7% |
0.0074 |
0.7% |
67% |
False |
False |
15,059 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0061 |
0.6% |
73% |
False |
False |
12,048 |
| 120 |
1.0720 |
0.9409 |
0.1311 |
12.6% |
0.0051 |
0.5% |
75% |
False |
False |
10,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0912 |
|
2.618 |
1.0739 |
|
1.618 |
1.0633 |
|
1.000 |
1.0567 |
|
0.618 |
1.0527 |
|
HIGH |
1.0461 |
|
0.618 |
1.0421 |
|
0.500 |
1.0408 |
|
0.382 |
1.0395 |
|
LOW |
1.0355 |
|
0.618 |
1.0289 |
|
1.000 |
1.0249 |
|
1.618 |
1.0183 |
|
2.618 |
1.0077 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0381 |
| PP |
1.0401 |
1.0374 |
| S1 |
1.0395 |
1.0367 |
|