CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0742 |
-0.0012 |
-0.1% |
1.0577 |
| High |
1.0795 |
1.0780 |
-0.0015 |
-0.1% |
1.0743 |
| Low |
1.0719 |
1.0693 |
-0.0026 |
-0.2% |
1.0469 |
| Close |
1.0746 |
1.0745 |
-0.0001 |
0.0% |
1.0735 |
| Range |
0.0076 |
0.0087 |
0.0011 |
14.5% |
0.0274 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
97,928 |
115,825 |
17,897 |
18.3% |
613,110 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0960 |
1.0793 |
|
| R3 |
1.0913 |
1.0873 |
1.0769 |
|
| R2 |
1.0826 |
1.0826 |
1.0761 |
|
| R1 |
1.0786 |
1.0786 |
1.0753 |
1.0806 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0750 |
| S1 |
1.0699 |
1.0699 |
1.0737 |
1.0719 |
| S2 |
1.0652 |
1.0652 |
1.0729 |
|
| S3 |
1.0565 |
1.0612 |
1.0721 |
|
| S4 |
1.0478 |
1.0525 |
1.0697 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1471 |
1.1377 |
1.0886 |
|
| R3 |
1.1197 |
1.1103 |
1.0810 |
|
| R2 |
1.0923 |
1.0923 |
1.0785 |
|
| R1 |
1.0829 |
1.0829 |
1.0760 |
1.0876 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0673 |
| S1 |
1.0555 |
1.0555 |
1.0710 |
1.0602 |
| S2 |
1.0375 |
1.0375 |
1.0685 |
|
| S3 |
1.0101 |
1.0281 |
1.0660 |
|
| S4 |
0.9827 |
1.0007 |
1.0584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0795 |
1.0620 |
0.0175 |
1.6% |
0.0101 |
0.9% |
71% |
False |
False |
108,940 |
| 10 |
1.0795 |
1.0469 |
0.0326 |
3.0% |
0.0107 |
1.0% |
85% |
False |
False |
114,772 |
| 20 |
1.0795 |
1.0158 |
0.0637 |
5.9% |
0.0112 |
1.0% |
92% |
False |
False |
109,275 |
| 40 |
1.0795 |
0.9761 |
0.1034 |
9.6% |
0.0115 |
1.1% |
95% |
False |
False |
89,676 |
| 60 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0125 |
1.2% |
96% |
False |
False |
61,144 |
| 80 |
1.0795 |
0.9548 |
0.1247 |
11.6% |
0.0129 |
1.2% |
96% |
False |
False |
45,887 |
| 100 |
1.0795 |
0.9233 |
0.1562 |
14.5% |
0.0129 |
1.2% |
97% |
False |
False |
36,720 |
| 120 |
1.0795 |
0.9233 |
0.1562 |
14.5% |
0.0108 |
1.0% |
97% |
False |
False |
30,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1008 |
|
1.618 |
1.0921 |
|
1.000 |
1.0867 |
|
0.618 |
1.0834 |
|
HIGH |
1.0780 |
|
0.618 |
1.0747 |
|
0.500 |
1.0737 |
|
0.382 |
1.0726 |
|
LOW |
1.0693 |
|
0.618 |
1.0639 |
|
1.000 |
1.0606 |
|
1.618 |
1.0552 |
|
2.618 |
1.0465 |
|
4.250 |
1.0323 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0738 |
| PP |
1.0739 |
1.0731 |
| S1 |
1.0737 |
1.0724 |
|