CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0569 |
0.0031 |
0.3% |
1.0405 |
| High |
1.0629 |
1.0686 |
0.0057 |
0.5% |
1.0628 |
| Low |
1.0521 |
1.0515 |
-0.0006 |
-0.1% |
1.0365 |
| Close |
1.0561 |
1.0641 |
0.0080 |
0.8% |
1.0593 |
| Range |
0.0108 |
0.0171 |
0.0063 |
58.3% |
0.0263 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.3% |
0.0000 |
| Volume |
135,178 |
132,715 |
-2,463 |
-1.8% |
585,187 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1127 |
1.1055 |
1.0735 |
|
| R3 |
1.0956 |
1.0884 |
1.0688 |
|
| R2 |
1.0785 |
1.0785 |
1.0672 |
|
| R1 |
1.0713 |
1.0713 |
1.0657 |
1.0749 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0632 |
| S1 |
1.0542 |
1.0542 |
1.0625 |
1.0578 |
| S2 |
1.0443 |
1.0443 |
1.0610 |
|
| S3 |
1.0272 |
1.0371 |
1.0594 |
|
| S4 |
1.0101 |
1.0200 |
1.0547 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1318 |
1.1218 |
1.0738 |
|
| R3 |
1.1055 |
1.0955 |
1.0665 |
|
| R2 |
1.0792 |
1.0792 |
1.0641 |
|
| R1 |
1.0692 |
1.0692 |
1.0617 |
1.0742 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0554 |
| S1 |
1.0429 |
1.0429 |
1.0569 |
1.0479 |
| S2 |
1.0266 |
1.0266 |
1.0545 |
|
| S3 |
1.0003 |
1.0166 |
1.0521 |
|
| S4 |
0.9740 |
0.9903 |
1.0448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0686 |
1.0469 |
0.0217 |
2.0% |
0.0117 |
1.1% |
79% |
True |
False |
120,253 |
| 10 |
1.0686 |
1.0303 |
0.0383 |
3.6% |
0.0115 |
1.1% |
88% |
True |
False |
117,833 |
| 20 |
1.0686 |
1.0065 |
0.0621 |
5.8% |
0.0112 |
1.1% |
93% |
True |
False |
104,697 |
| 40 |
1.0686 |
0.9761 |
0.0925 |
8.7% |
0.0121 |
1.1% |
95% |
True |
False |
74,821 |
| 60 |
1.0686 |
0.9548 |
0.1138 |
10.7% |
0.0127 |
1.2% |
96% |
True |
False |
50,291 |
| 80 |
1.0686 |
0.9548 |
0.1138 |
10.7% |
0.0131 |
1.2% |
96% |
True |
False |
37,746 |
| 100 |
1.0686 |
0.9233 |
0.1453 |
13.7% |
0.0123 |
1.2% |
97% |
True |
False |
30,204 |
| 120 |
1.0686 |
0.9233 |
0.1453 |
13.7% |
0.0103 |
1.0% |
97% |
True |
False |
25,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1413 |
|
2.618 |
1.1134 |
|
1.618 |
1.0963 |
|
1.000 |
1.0857 |
|
0.618 |
1.0792 |
|
HIGH |
1.0686 |
|
0.618 |
1.0621 |
|
0.500 |
1.0601 |
|
0.382 |
1.0580 |
|
LOW |
1.0515 |
|
0.618 |
1.0409 |
|
1.000 |
1.0344 |
|
1.618 |
1.0238 |
|
2.618 |
1.0067 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0620 |
| PP |
1.0614 |
1.0599 |
| S1 |
1.0601 |
1.0578 |
|