CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0677 |
1.0604 |
-0.0073 |
-0.7% |
1.0552 |
| High |
1.0680 |
1.0611 |
-0.0069 |
-0.6% |
1.0720 |
| Low |
1.0600 |
1.0531 |
-0.0069 |
-0.7% |
1.0517 |
| Close |
1.0609 |
1.0542 |
-0.0067 |
-0.6% |
1.0609 |
| Range |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0203 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
3,191 |
1,363 |
-1,828 |
-57.3% |
5,102 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0752 |
1.0586 |
|
| R3 |
1.0721 |
1.0672 |
1.0564 |
|
| R2 |
1.0641 |
1.0641 |
1.0557 |
|
| R1 |
1.0592 |
1.0592 |
1.0549 |
1.0577 |
| PP |
1.0561 |
1.0561 |
1.0561 |
1.0554 |
| S1 |
1.0512 |
1.0512 |
1.0535 |
1.0497 |
| S2 |
1.0481 |
1.0481 |
1.0527 |
|
| S3 |
1.0401 |
1.0432 |
1.0520 |
|
| S4 |
1.0321 |
1.0352 |
1.0498 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1120 |
1.0721 |
|
| R3 |
1.1021 |
1.0917 |
1.0665 |
|
| R2 |
1.0818 |
1.0818 |
1.0646 |
|
| R1 |
1.0714 |
1.0714 |
1.0628 |
1.0766 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0642 |
| S1 |
1.0511 |
1.0511 |
1.0590 |
1.0563 |
| S2 |
1.0412 |
1.0412 |
1.0572 |
|
| S3 |
1.0209 |
1.0308 |
1.0553 |
|
| S4 |
1.0006 |
1.0105 |
1.0497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0531 |
0.0189 |
1.8% |
0.0085 |
0.8% |
6% |
False |
True |
1,225 |
| 10 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0095 |
0.9% |
30% |
False |
False |
749 |
| 20 |
1.0720 |
1.0465 |
0.0255 |
2.4% |
0.0091 |
0.9% |
30% |
False |
False |
433 |
| 40 |
1.0720 |
1.0062 |
0.0658 |
6.2% |
0.0080 |
0.8% |
73% |
False |
False |
253 |
| 60 |
1.0720 |
0.9716 |
0.1004 |
9.5% |
0.0068 |
0.6% |
82% |
False |
False |
172 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.6% |
0.0053 |
0.5% |
85% |
False |
False |
130 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.6% |
0.0042 |
0.4% |
85% |
False |
False |
104 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.7% |
0.0036 |
0.3% |
89% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0951 |
|
2.618 |
1.0820 |
|
1.618 |
1.0740 |
|
1.000 |
1.0691 |
|
0.618 |
1.0660 |
|
HIGH |
1.0611 |
|
0.618 |
1.0580 |
|
0.500 |
1.0571 |
|
0.382 |
1.0562 |
|
LOW |
1.0531 |
|
0.618 |
1.0482 |
|
1.000 |
1.0451 |
|
1.618 |
1.0402 |
|
2.618 |
1.0322 |
|
4.250 |
1.0191 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0571 |
1.0607 |
| PP |
1.0561 |
1.0585 |
| S1 |
1.0552 |
1.0564 |
|