CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 08-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0535 |
1.0571 |
0.0036 |
0.3% |
1.0684 |
High |
1.0578 |
1.0659 |
0.0081 |
0.8% |
1.0833 |
Low |
1.0495 |
1.0521 |
0.0026 |
0.2% |
1.0625 |
Close |
1.0560 |
1.0646 |
0.0086 |
0.8% |
1.0719 |
Range |
0.0083 |
0.0138 |
0.0055 |
66.3% |
0.0208 |
ATR |
0.0111 |
0.0113 |
0.0002 |
1.8% |
0.0000 |
Volume |
131,944 |
151,868 |
19,924 |
15.1% |
581,001 |
|
Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1023 |
1.0972 |
1.0722 |
|
R3 |
1.0885 |
1.0834 |
1.0684 |
|
R2 |
1.0747 |
1.0747 |
1.0671 |
|
R1 |
1.0696 |
1.0696 |
1.0659 |
1.0722 |
PP |
1.0609 |
1.0609 |
1.0609 |
1.0621 |
S1 |
1.0558 |
1.0558 |
1.0633 |
1.0584 |
S2 |
1.0471 |
1.0471 |
1.0621 |
|
S3 |
1.0333 |
1.0420 |
1.0608 |
|
S4 |
1.0195 |
1.0282 |
1.0570 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1350 |
1.1242 |
1.0833 |
|
R3 |
1.1142 |
1.1034 |
1.0776 |
|
R2 |
1.0934 |
1.0934 |
1.0757 |
|
R1 |
1.0826 |
1.0826 |
1.0738 |
1.0880 |
PP |
1.0726 |
1.0726 |
1.0726 |
1.0753 |
S1 |
1.0618 |
1.0618 |
1.0700 |
1.0672 |
S2 |
1.0518 |
1.0518 |
1.0681 |
|
S3 |
1.0310 |
1.0410 |
1.0662 |
|
S4 |
1.0102 |
1.0202 |
1.0605 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0799 |
1.0495 |
0.0304 |
2.9% |
0.0113 |
1.1% |
50% |
False |
False |
130,776 |
10 |
1.0833 |
1.0495 |
0.0338 |
3.2% |
0.0105 |
1.0% |
45% |
False |
False |
124,159 |
20 |
1.0833 |
1.0495 |
0.0338 |
3.2% |
0.0112 |
1.0% |
45% |
False |
False |
123,975 |
40 |
1.0833 |
1.0158 |
0.0675 |
6.3% |
0.0111 |
1.0% |
72% |
False |
False |
115,903 |
60 |
1.0833 |
0.9761 |
0.1072 |
10.1% |
0.0115 |
1.1% |
83% |
False |
False |
99,474 |
80 |
1.0833 |
0.9548 |
0.1285 |
12.1% |
0.0123 |
1.2% |
85% |
False |
False |
75,405 |
100 |
1.0833 |
0.9548 |
0.1285 |
12.1% |
0.0126 |
1.2% |
85% |
False |
False |
60,346 |
120 |
1.0833 |
0.9233 |
0.1600 |
15.0% |
0.0125 |
1.2% |
88% |
False |
False |
50,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1246 |
2.618 |
1.1020 |
1.618 |
1.0882 |
1.000 |
1.0797 |
0.618 |
1.0744 |
HIGH |
1.0659 |
0.618 |
1.0606 |
0.500 |
1.0590 |
0.382 |
1.0574 |
LOW |
1.0521 |
0.618 |
1.0436 |
1.000 |
1.0383 |
1.618 |
1.0298 |
2.618 |
1.0160 |
4.250 |
0.9935 |
|
|
Fisher Pivots for day following 08-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0627 |
1.0626 |
PP |
1.0609 |
1.0605 |
S1 |
1.0590 |
1.0585 |
|