CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0298 |
-0.0065 |
-0.6% |
1.0489 |
| High |
1.0366 |
1.0314 |
-0.0052 |
-0.5% |
1.0529 |
| Low |
1.0261 |
1.0214 |
-0.0047 |
-0.5% |
1.0236 |
| Close |
1.0286 |
1.0268 |
-0.0018 |
-0.2% |
1.0361 |
| Range |
0.0105 |
0.0100 |
-0.0005 |
-4.8% |
0.0293 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
134,834 |
127,894 |
-6,940 |
-5.1% |
649,798 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0565 |
1.0517 |
1.0323 |
|
| R3 |
1.0465 |
1.0417 |
1.0296 |
|
| R2 |
1.0365 |
1.0365 |
1.0286 |
|
| R1 |
1.0317 |
1.0317 |
1.0277 |
1.0291 |
| PP |
1.0265 |
1.0265 |
1.0265 |
1.0253 |
| S1 |
1.0217 |
1.0217 |
1.0259 |
1.0191 |
| S2 |
1.0165 |
1.0165 |
1.0250 |
|
| S3 |
1.0065 |
1.0117 |
1.0241 |
|
| S4 |
0.9965 |
1.0017 |
1.0213 |
|
|
| 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 |
1.0214 |
0.0247 |
2.4% |
0.0108 |
1.1% |
22% |
False |
True |
120,095 |
| 10 |
1.0529 |
1.0214 |
0.0315 |
3.1% |
0.0113 |
1.1% |
17% |
False |
True |
123,429 |
| 20 |
1.0680 |
1.0214 |
0.0466 |
4.5% |
0.0110 |
1.1% |
12% |
False |
True |
73,084 |
| 40 |
1.0720 |
1.0214 |
0.0506 |
4.9% |
0.0101 |
1.0% |
11% |
False |
True |
36,649 |
| 60 |
1.0720 |
1.0062 |
0.0658 |
6.4% |
0.0089 |
0.9% |
31% |
False |
False |
24,456 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0077 |
0.7% |
55% |
False |
False |
18,343 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0063 |
0.6% |
63% |
False |
False |
14,675 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0052 |
0.5% |
63% |
False |
False |
12,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0739 |
|
2.618 |
1.0576 |
|
1.618 |
1.0476 |
|
1.000 |
1.0414 |
|
0.618 |
1.0376 |
|
HIGH |
1.0314 |
|
0.618 |
1.0276 |
|
0.500 |
1.0264 |
|
0.382 |
1.0252 |
|
LOW |
1.0214 |
|
0.618 |
1.0152 |
|
1.000 |
1.0114 |
|
1.618 |
1.0052 |
|
2.618 |
0.9952 |
|
4.250 |
0.9789 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0338 |
| PP |
1.0265 |
1.0314 |
| S1 |
1.0264 |
1.0291 |
|