CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0662 |
0.0033 |
0.3% |
1.0659 |
| High |
1.0649 |
1.0720 |
0.0071 |
0.7% |
1.0659 |
| Low |
1.0600 |
1.0588 |
-0.0012 |
-0.1% |
1.0465 |
| Close |
1.0620 |
1.0630 |
0.0010 |
0.1% |
1.0567 |
| Range |
0.0049 |
0.0132 |
0.0083 |
169.4% |
0.0194 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.6% |
0.0000 |
| Volume |
290 |
214 |
-76 |
-26.2% |
1,029 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.0968 |
1.0703 |
|
| R3 |
1.0910 |
1.0836 |
1.0666 |
|
| R2 |
1.0778 |
1.0778 |
1.0654 |
|
| R1 |
1.0704 |
1.0704 |
1.0642 |
1.0675 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0632 |
| S1 |
1.0572 |
1.0572 |
1.0618 |
1.0543 |
| S2 |
1.0514 |
1.0514 |
1.0606 |
|
| S3 |
1.0382 |
1.0440 |
1.0594 |
|
| S4 |
1.0250 |
1.0308 |
1.0557 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1050 |
1.0674 |
|
| R3 |
1.0952 |
1.0856 |
1.0620 |
|
| R2 |
1.0758 |
1.0758 |
1.0603 |
|
| R1 |
1.0662 |
1.0662 |
1.0585 |
1.0613 |
| PP |
1.0564 |
1.0564 |
1.0564 |
1.0539 |
| S1 |
1.0468 |
1.0468 |
1.0549 |
1.0419 |
| S2 |
1.0370 |
1.0370 |
1.0531 |
|
| S3 |
1.0176 |
1.0274 |
1.0514 |
|
| S4 |
0.9982 |
1.0080 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0097 |
0.9% |
65% |
True |
False |
296 |
| 10 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0103 |
1.0% |
65% |
True |
False |
240 |
| 20 |
1.0720 |
1.0425 |
0.0295 |
2.8% |
0.0095 |
0.9% |
69% |
True |
False |
164 |
| 40 |
1.0720 |
1.0062 |
0.0658 |
6.2% |
0.0078 |
0.7% |
86% |
True |
False |
116 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.4% |
0.0065 |
0.6% |
91% |
True |
False |
78 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.5% |
0.0050 |
0.5% |
93% |
True |
False |
59 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.5% |
0.0040 |
0.4% |
93% |
True |
False |
48 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.6% |
0.0034 |
0.3% |
94% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.1066 |
|
1.618 |
1.0934 |
|
1.000 |
1.0852 |
|
0.618 |
1.0802 |
|
HIGH |
1.0720 |
|
0.618 |
1.0670 |
|
0.500 |
1.0654 |
|
0.382 |
1.0638 |
|
LOW |
1.0588 |
|
0.618 |
1.0506 |
|
1.000 |
1.0456 |
|
1.618 |
1.0374 |
|
2.618 |
1.0242 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0626 |
| PP |
1.0646 |
1.0622 |
| S1 |
1.0638 |
1.0619 |
|