CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0504 |
0.0015 |
0.1% |
1.0449 |
| High |
1.0529 |
1.0517 |
-0.0012 |
-0.1% |
1.0488 |
| Low |
1.0449 |
1.0351 |
-0.0098 |
-0.9% |
1.0314 |
| Close |
1.0511 |
1.0367 |
-0.0144 |
-1.4% |
1.0477 |
| Range |
0.0080 |
0.0166 |
0.0086 |
107.5% |
0.0174 |
| ATR |
0.0101 |
0.0106 |
0.0005 |
4.6% |
0.0000 |
| Volume |
101,880 |
149,479 |
47,599 |
46.7% |
290,168 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0804 |
1.0458 |
|
| R3 |
1.0744 |
1.0638 |
1.0413 |
|
| R2 |
1.0578 |
1.0578 |
1.0397 |
|
| R1 |
1.0472 |
1.0472 |
1.0382 |
1.0442 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0397 |
| S1 |
1.0306 |
1.0306 |
1.0352 |
1.0276 |
| S2 |
1.0246 |
1.0246 |
1.0337 |
|
| S3 |
1.0080 |
1.0140 |
1.0321 |
|
| S4 |
0.9914 |
0.9974 |
1.0276 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0948 |
1.0887 |
1.0573 |
|
| R3 |
1.0774 |
1.0713 |
1.0525 |
|
| R2 |
1.0600 |
1.0600 |
1.0509 |
|
| R1 |
1.0539 |
1.0539 |
1.0493 |
1.0570 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0442 |
| S1 |
1.0365 |
1.0365 |
1.0461 |
1.0396 |
| S2 |
1.0252 |
1.0252 |
1.0445 |
|
| S3 |
1.0078 |
1.0191 |
1.0429 |
|
| S4 |
0.9904 |
1.0017 |
1.0381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0529 |
1.0314 |
0.0215 |
2.1% |
0.0119 |
1.1% |
25% |
False |
False |
96,311 |
| 10 |
1.0552 |
1.0314 |
0.0238 |
2.3% |
0.0108 |
1.0% |
22% |
False |
False |
57,707 |
| 20 |
1.0720 |
1.0314 |
0.0406 |
3.9% |
0.0103 |
1.0% |
13% |
False |
False |
29,388 |
| 40 |
1.0720 |
1.0286 |
0.0434 |
4.2% |
0.0096 |
0.9% |
19% |
False |
False |
14,744 |
| 60 |
1.0720 |
0.9918 |
0.0802 |
7.7% |
0.0079 |
0.8% |
56% |
False |
False |
9,843 |
| 80 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0068 |
0.7% |
71% |
False |
False |
7,383 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.8% |
0.0055 |
0.5% |
71% |
False |
False |
5,907 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.9% |
0.0046 |
0.4% |
77% |
False |
False |
4,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.0952 |
|
1.618 |
1.0786 |
|
1.000 |
1.0683 |
|
0.618 |
1.0620 |
|
HIGH |
1.0517 |
|
0.618 |
1.0454 |
|
0.500 |
1.0434 |
|
0.382 |
1.0414 |
|
LOW |
1.0351 |
|
0.618 |
1.0248 |
|
1.000 |
1.0185 |
|
1.618 |
1.0082 |
|
2.618 |
0.9916 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0440 |
| PP |
1.0412 |
1.0416 |
| S1 |
1.0389 |
1.0391 |
|