CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0371 |
0.0081 |
0.8% |
1.0489 |
| High |
1.0384 |
1.0449 |
0.0065 |
0.6% |
1.0529 |
| Low |
1.0273 |
1.0329 |
0.0056 |
0.5% |
1.0236 |
| Close |
1.0361 |
1.0430 |
0.0069 |
0.7% |
1.0361 |
| Range |
0.0111 |
0.0120 |
0.0009 |
8.1% |
0.0293 |
| ATR |
0.0109 |
0.0109 |
0.0001 |
0.7% |
0.0000 |
| Volume |
122,094 |
116,259 |
-5,835 |
-4.8% |
649,798 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0716 |
1.0496 |
|
| R3 |
1.0643 |
1.0596 |
1.0463 |
|
| R2 |
1.0523 |
1.0523 |
1.0452 |
|
| R1 |
1.0476 |
1.0476 |
1.0441 |
1.0500 |
| PP |
1.0403 |
1.0403 |
1.0403 |
1.0414 |
| S1 |
1.0356 |
1.0356 |
1.0419 |
1.0380 |
| S2 |
1.0283 |
1.0283 |
1.0408 |
|
| S3 |
1.0163 |
1.0236 |
1.0397 |
|
| S4 |
1.0043 |
1.0116 |
1.0364 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1101 |
1.0522 |
|
| R3 |
1.0961 |
1.0808 |
1.0442 |
|
| R2 |
1.0668 |
1.0668 |
1.0415 |
|
| R1 |
1.0515 |
1.0515 |
1.0388 |
1.0445 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0341 |
| S1 |
1.0222 |
1.0222 |
1.0334 |
1.0152 |
| S2 |
1.0082 |
1.0082 |
1.0307 |
|
| S3 |
0.9789 |
0.9929 |
1.0280 |
|
| S4 |
0.9496 |
0.9636 |
1.0200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0517 |
1.0236 |
0.0281 |
2.7% |
0.0130 |
1.2% |
69% |
False |
False |
132,835 |
| 10 |
1.0529 |
1.0236 |
0.0293 |
2.8% |
0.0115 |
1.1% |
66% |
False |
False |
103,216 |
| 20 |
1.0720 |
1.0236 |
0.0484 |
4.6% |
0.0108 |
1.0% |
40% |
False |
False |
55,057 |
| 40 |
1.0720 |
1.0236 |
0.0484 |
4.6% |
0.0101 |
1.0% |
40% |
False |
False |
27,599 |
| 60 |
1.0720 |
0.9958 |
0.0762 |
7.3% |
0.0086 |
0.8% |
62% |
False |
False |
18,421 |
| 80 |
1.0720 |
0.9716 |
0.1004 |
9.6% |
0.0073 |
0.7% |
71% |
False |
False |
13,816 |
| 100 |
1.0720 |
0.9496 |
0.1224 |
11.7% |
0.0060 |
0.6% |
76% |
False |
False |
11,054 |
| 120 |
1.0720 |
0.9172 |
0.1548 |
14.8% |
0.0050 |
0.5% |
81% |
False |
False |
9,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0763 |
|
1.618 |
1.0643 |
|
1.000 |
1.0569 |
|
0.618 |
1.0523 |
|
HIGH |
1.0449 |
|
0.618 |
1.0403 |
|
0.500 |
1.0389 |
|
0.382 |
1.0375 |
|
LOW |
1.0329 |
|
0.618 |
1.0255 |
|
1.000 |
1.0209 |
|
1.618 |
1.0135 |
|
2.618 |
1.0015 |
|
4.250 |
0.9819 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0401 |
| PP |
1.0403 |
1.0372 |
| S1 |
1.0389 |
1.0343 |
|