CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0298 |
1.0290 |
-0.0008 |
-0.1% |
1.0371 |
| High |
1.0314 |
1.0327 |
0.0013 |
0.1% |
1.0461 |
| Low |
1.0214 |
1.0260 |
0.0046 |
0.5% |
1.0214 |
| Close |
1.0268 |
1.0269 |
0.0001 |
0.0% |
1.0269 |
| Range |
0.0100 |
0.0067 |
-0.0033 |
-33.0% |
0.0247 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
127,894 |
94,204 |
-33,690 |
-26.3% |
572,586 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0445 |
1.0306 |
|
| R3 |
1.0419 |
1.0378 |
1.0287 |
|
| R2 |
1.0352 |
1.0352 |
1.0281 |
|
| R1 |
1.0311 |
1.0311 |
1.0275 |
1.0298 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0279 |
| S1 |
1.0244 |
1.0244 |
1.0263 |
1.0231 |
| S2 |
1.0218 |
1.0218 |
1.0257 |
|
| S3 |
1.0151 |
1.0177 |
1.0251 |
|
| S4 |
1.0084 |
1.0110 |
1.0232 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.0909 |
1.0405 |
|
| R3 |
1.0809 |
1.0662 |
1.0337 |
|
| R2 |
1.0562 |
1.0562 |
1.0314 |
|
| R1 |
1.0415 |
1.0415 |
1.0292 |
1.0365 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0290 |
| S1 |
1.0168 |
1.0168 |
1.0246 |
1.0118 |
| S2 |
1.0068 |
1.0068 |
1.0224 |
|
| S3 |
0.9821 |
0.9921 |
1.0201 |
|
| S4 |
0.9574 |
0.9674 |
1.0133 |
|
|
| 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% |
0.0100 |
1.0% |
22% |
False |
False |
114,517 |
| 10 |
1.0529 |
1.0214 |
0.0315 |
3.1% |
0.0111 |
1.1% |
17% |
False |
False |
122,238 |
| 20 |
1.0611 |
1.0214 |
0.0397 |
3.9% |
0.0109 |
1.1% |
14% |
False |
False |
77,635 |
| 40 |
1.0720 |
1.0214 |
0.0506 |
4.9% |
0.0101 |
1.0% |
11% |
False |
False |
39,001 |
| 60 |
1.0720 |
1.0062 |
0.0658 |
6.4% |
0.0090 |
0.9% |
31% |
False |
False |
26,025 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.8% |
0.0078 |
0.8% |
55% |
False |
False |
19,520 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0063 |
0.6% |
63% |
False |
False |
15,617 |
| 120 |
1.0720 |
0.9496 |
0.1224 |
11.9% |
0.0053 |
0.5% |
63% |
False |
False |
13,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0502 |
|
1.618 |
1.0435 |
|
1.000 |
1.0394 |
|
0.618 |
1.0368 |
|
HIGH |
1.0327 |
|
0.618 |
1.0301 |
|
0.500 |
1.0294 |
|
0.382 |
1.0286 |
|
LOW |
1.0260 |
|
0.618 |
1.0219 |
|
1.000 |
1.0193 |
|
1.618 |
1.0152 |
|
2.618 |
1.0085 |
|
4.250 |
0.9975 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0294 |
1.0290 |
| PP |
1.0285 |
1.0283 |
| S1 |
1.0277 |
1.0276 |
|