CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0635 |
0.0064 |
0.6% |
1.0714 |
| High |
1.0659 |
1.0654 |
-0.0005 |
0.0% |
1.0723 |
| Low |
1.0521 |
1.0555 |
0.0034 |
0.3% |
1.0495 |
| Close |
1.0646 |
1.0563 |
-0.0083 |
-0.8% |
1.0563 |
| Range |
0.0138 |
0.0099 |
-0.0039 |
-28.3% |
0.0228 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
151,868 |
143,323 |
-8,545 |
-5.6% |
706,237 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0824 |
1.0617 |
|
| R3 |
1.0789 |
1.0725 |
1.0590 |
|
| R2 |
1.0690 |
1.0690 |
1.0581 |
|
| R1 |
1.0626 |
1.0626 |
1.0572 |
1.0609 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0582 |
| S1 |
1.0527 |
1.0527 |
1.0554 |
1.0510 |
| S2 |
1.0492 |
1.0492 |
1.0545 |
|
| S3 |
1.0393 |
1.0428 |
1.0536 |
|
| S4 |
1.0294 |
1.0329 |
1.0509 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1148 |
1.0688 |
|
| R3 |
1.1050 |
1.0920 |
1.0626 |
|
| R2 |
1.0822 |
1.0822 |
1.0605 |
|
| R1 |
1.0692 |
1.0692 |
1.0584 |
1.0643 |
| PP |
1.0594 |
1.0594 |
1.0594 |
1.0569 |
| S1 |
1.0464 |
1.0464 |
1.0542 |
1.0415 |
| S2 |
1.0366 |
1.0366 |
1.0521 |
|
| S3 |
1.0138 |
1.0236 |
1.0500 |
|
| S4 |
0.9910 |
1.0008 |
1.0438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0723 |
1.0495 |
0.0228 |
2.2% |
0.0114 |
1.1% |
30% |
False |
False |
141,247 |
| 10 |
1.0833 |
1.0495 |
0.0338 |
3.2% |
0.0108 |
1.0% |
20% |
False |
False |
128,723 |
| 20 |
1.0833 |
1.0495 |
0.0338 |
3.2% |
0.0112 |
1.1% |
20% |
False |
False |
125,350 |
| 40 |
1.0833 |
1.0158 |
0.0675 |
6.4% |
0.0112 |
1.1% |
60% |
False |
False |
117,312 |
| 60 |
1.0833 |
0.9761 |
0.1072 |
10.1% |
0.0114 |
1.1% |
75% |
False |
False |
101,567 |
| 80 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0122 |
1.2% |
79% |
False |
False |
77,196 |
| 100 |
1.0833 |
0.9548 |
0.1285 |
12.2% |
0.0126 |
1.2% |
79% |
False |
False |
61,779 |
| 120 |
1.0833 |
0.9233 |
0.1600 |
15.1% |
0.0126 |
1.2% |
83% |
False |
False |
51,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0913 |
|
1.618 |
1.0814 |
|
1.000 |
1.0753 |
|
0.618 |
1.0715 |
|
HIGH |
1.0654 |
|
0.618 |
1.0616 |
|
0.500 |
1.0605 |
|
0.382 |
1.0593 |
|
LOW |
1.0555 |
|
0.618 |
1.0494 |
|
1.000 |
1.0456 |
|
1.618 |
1.0395 |
|
2.618 |
1.0296 |
|
4.250 |
1.0134 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0605 |
1.0577 |
| PP |
1.0591 |
1.0572 |
| S1 |
1.0577 |
1.0568 |
|