CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0445 |
1.0363 |
-0.0082 |
-0.8% |
1.0489 |
| High |
1.0461 |
1.0366 |
-0.0095 |
-0.9% |
1.0529 |
| Low |
1.0355 |
1.0261 |
-0.0094 |
-0.9% |
1.0236 |
| Close |
1.0388 |
1.0286 |
-0.0102 |
-1.0% |
1.0361 |
| Range |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0293 |
| ATR |
0.0109 |
0.0111 |
0.0001 |
1.2% |
0.0000 |
| Volume |
99,395 |
134,834 |
35,439 |
35.7% |
649,798 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0558 |
1.0344 |
|
| R3 |
1.0514 |
1.0453 |
1.0315 |
|
| R2 |
1.0409 |
1.0409 |
1.0305 |
|
| R1 |
1.0348 |
1.0348 |
1.0296 |
1.0326 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0294 |
| S1 |
1.0243 |
1.0243 |
1.0276 |
1.0221 |
| S2 |
1.0199 |
1.0199 |
1.0267 |
|
| S3 |
1.0094 |
1.0138 |
1.0257 |
|
| S4 |
0.9989 |
1.0033 |
1.0228 |
|
|
| 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% |
22% |
False |
False |
124,361 |
| 10 |
1.0529 |
1.0236 |
0.0293 |
2.8% |
0.0116 |
1.1% |
17% |
False |
False |
116,943 |
| 20 |
1.0682 |
1.0236 |
0.0446 |
4.3% |
0.0109 |
1.1% |
11% |
False |
False |
66,743 |
| 40 |
1.0720 |
1.0236 |
0.0484 |
4.7% |
0.0102 |
1.0% |
10% |
False |
False |
33,454 |
| 60 |
1.0720 |
1.0062 |
0.0658 |
6.4% |
0.0088 |
0.9% |
34% |
False |
False |
22,325 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0076 |
0.7% |
57% |
False |
False |
16,744 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0062 |
0.6% |
65% |
False |
False |
13,396 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0052 |
0.5% |
65% |
False |
False |
11,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0641 |
|
1.618 |
1.0536 |
|
1.000 |
1.0471 |
|
0.618 |
1.0431 |
|
HIGH |
1.0366 |
|
0.618 |
1.0326 |
|
0.500 |
1.0314 |
|
0.382 |
1.0301 |
|
LOW |
1.0261 |
|
0.618 |
1.0196 |
|
1.000 |
1.0156 |
|
1.618 |
1.0091 |
|
2.618 |
0.9986 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0314 |
1.0361 |
| PP |
1.0304 |
1.0336 |
| S1 |
1.0295 |
1.0311 |
|