CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0429 |
0.0029 |
0.3% |
1.0604 |
| High |
1.0446 |
1.0443 |
-0.0003 |
0.0% |
1.0611 |
| Low |
1.0371 |
1.0314 |
-0.0057 |
-0.5% |
1.0389 |
| Close |
1.0393 |
1.0331 |
-0.0062 |
-0.6% |
1.0455 |
| Range |
0.0075 |
0.0129 |
0.0054 |
72.0% |
0.0222 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.1% |
0.0000 |
| Volume |
35,907 |
61,054 |
25,147 |
70.0% |
40,150 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0669 |
1.0402 |
|
| R3 |
1.0621 |
1.0540 |
1.0366 |
|
| R2 |
1.0492 |
1.0492 |
1.0355 |
|
| R1 |
1.0411 |
1.0411 |
1.0343 |
1.0387 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0351 |
| S1 |
1.0282 |
1.0282 |
1.0319 |
1.0258 |
| S2 |
1.0234 |
1.0234 |
1.0307 |
|
| S3 |
1.0105 |
1.0153 |
1.0296 |
|
| S4 |
0.9976 |
1.0024 |
1.0260 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1025 |
1.0577 |
|
| R3 |
1.0929 |
1.0803 |
1.0516 |
|
| R2 |
1.0707 |
1.0707 |
1.0496 |
|
| R1 |
1.0581 |
1.0581 |
1.0475 |
1.0533 |
| PP |
1.0485 |
1.0485 |
1.0485 |
1.0461 |
| S1 |
1.0359 |
1.0359 |
1.0435 |
1.0311 |
| S2 |
1.0263 |
1.0263 |
1.0414 |
|
| S3 |
1.0041 |
1.0137 |
1.0394 |
|
| S4 |
0.9819 |
0.9915 |
1.0333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0552 |
1.0314 |
0.0238 |
2.3% |
0.0107 |
1.0% |
7% |
False |
True |
30,257 |
| 10 |
1.0682 |
1.0314 |
0.0368 |
3.6% |
0.0103 |
1.0% |
5% |
False |
True |
16,543 |
| 20 |
1.0720 |
1.0314 |
0.0406 |
3.9% |
0.0103 |
1.0% |
4% |
False |
True |
8,391 |
| 40 |
1.0720 |
1.0211 |
0.0509 |
4.9% |
0.0089 |
0.9% |
24% |
False |
False |
4,236 |
| 60 |
1.0720 |
0.9744 |
0.0976 |
9.4% |
0.0075 |
0.7% |
60% |
False |
False |
2,835 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0063 |
0.6% |
68% |
False |
False |
2,126 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0050 |
0.5% |
68% |
False |
False |
1,702 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
15.0% |
0.0042 |
0.4% |
75% |
False |
False |
1,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0991 |
|
2.618 |
1.0781 |
|
1.618 |
1.0652 |
|
1.000 |
1.0572 |
|
0.618 |
1.0523 |
|
HIGH |
1.0443 |
|
0.618 |
1.0394 |
|
0.500 |
1.0379 |
|
0.382 |
1.0363 |
|
LOW |
1.0314 |
|
0.618 |
1.0234 |
|
1.000 |
1.0185 |
|
1.618 |
1.0105 |
|
2.618 |
0.9976 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0379 |
1.0387 |
| PP |
1.0363 |
1.0368 |
| S1 |
1.0347 |
1.0350 |
|