CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0429 |
1.0338 |
-0.0091 |
-0.9% |
1.0604 |
| High |
1.0443 |
1.0446 |
0.0003 |
0.0% |
1.0611 |
| Low |
1.0314 |
1.0314 |
0.0000 |
0.0% |
1.0389 |
| Close |
1.0331 |
1.0435 |
0.0104 |
1.0% |
1.0455 |
| Range |
0.0129 |
0.0132 |
0.0003 |
2.3% |
0.0222 |
| ATR |
0.0101 |
0.0104 |
0.0002 |
2.2% |
0.0000 |
| Volume |
61,054 |
63,034 |
1,980 |
3.2% |
40,150 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0747 |
1.0508 |
|
| R3 |
1.0662 |
1.0615 |
1.0471 |
|
| R2 |
1.0530 |
1.0530 |
1.0459 |
|
| R1 |
1.0483 |
1.0483 |
1.0447 |
1.0507 |
| PP |
1.0398 |
1.0398 |
1.0398 |
1.0410 |
| S1 |
1.0351 |
1.0351 |
1.0423 |
1.0375 |
| S2 |
1.0266 |
1.0266 |
1.0411 |
|
| S3 |
1.0134 |
1.0219 |
1.0399 |
|
| S4 |
1.0002 |
1.0087 |
1.0362 |
|
|
| 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 |
1.0544 |
1.0314 |
0.0230 |
2.2% |
0.0107 |
1.0% |
53% |
False |
True |
40,147 |
| 10 |
1.0680 |
1.0314 |
0.0366 |
3.5% |
0.0107 |
1.0% |
33% |
False |
True |
22,739 |
| 20 |
1.0720 |
1.0314 |
0.0406 |
3.9% |
0.0104 |
1.0% |
30% |
False |
True |
11,531 |
| 40 |
1.0720 |
1.0218 |
0.0502 |
4.8% |
0.0092 |
0.9% |
43% |
False |
False |
5,811 |
| 60 |
1.0720 |
0.9744 |
0.0976 |
9.4% |
0.0077 |
0.7% |
71% |
False |
False |
3,886 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0064 |
0.6% |
77% |
False |
False |
2,914 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0052 |
0.5% |
77% |
False |
False |
2,332 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.8% |
0.0043 |
0.4% |
82% |
False |
False |
1,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0792 |
|
1.618 |
1.0660 |
|
1.000 |
1.0578 |
|
0.618 |
1.0528 |
|
HIGH |
1.0446 |
|
0.618 |
1.0396 |
|
0.500 |
1.0380 |
|
0.382 |
1.0364 |
|
LOW |
1.0314 |
|
0.618 |
1.0232 |
|
1.000 |
1.0182 |
|
1.618 |
1.0100 |
|
2.618 |
0.9968 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0417 |
| PP |
1.0398 |
1.0398 |
| S1 |
1.0380 |
1.0380 |
|