CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0069 |
0.0034 |
0.3% |
0.9859 |
| High |
1.0090 |
1.0085 |
-0.0005 |
0.0% |
1.0119 |
| Low |
1.0034 |
1.0053 |
0.0019 |
0.2% |
0.9783 |
| Close |
1.0075 |
1.0083 |
0.0008 |
0.1% |
1.0075 |
| Range |
0.0056 |
0.0032 |
-0.0024 |
-42.9% |
0.0336 |
| ATR |
0.0142 |
0.0134 |
-0.0008 |
-5.5% |
0.0000 |
| Volume |
30,893 |
18,102 |
-12,791 |
-41.4% |
356,346 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0170 |
1.0158 |
1.0101 |
|
| R3 |
1.0138 |
1.0126 |
1.0092 |
|
| R2 |
1.0106 |
1.0106 |
1.0089 |
|
| R1 |
1.0094 |
1.0094 |
1.0086 |
1.0100 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0077 |
| S1 |
1.0062 |
1.0062 |
1.0080 |
1.0068 |
| S2 |
1.0042 |
1.0042 |
1.0077 |
|
| S3 |
1.0010 |
1.0030 |
1.0074 |
|
| S4 |
0.9978 |
0.9998 |
1.0065 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0874 |
1.0260 |
|
| R3 |
1.0664 |
1.0538 |
1.0167 |
|
| R2 |
1.0328 |
1.0328 |
1.0137 |
|
| R1 |
1.0202 |
1.0202 |
1.0106 |
1.0265 |
| PP |
0.9992 |
0.9992 |
0.9992 |
1.0024 |
| S1 |
0.9866 |
0.9866 |
1.0044 |
0.9929 |
| S2 |
0.9656 |
0.9656 |
1.0013 |
|
| S3 |
0.9320 |
0.9530 |
0.9983 |
|
| S4 |
0.8984 |
0.9194 |
0.9890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0119 |
0.9796 |
0.0323 |
3.2% |
0.0108 |
1.1% |
89% |
False |
False |
60,301 |
| 10 |
1.0119 |
0.9761 |
0.0358 |
3.6% |
0.0121 |
1.2% |
90% |
False |
False |
61,636 |
| 20 |
1.0268 |
0.9757 |
0.0511 |
5.1% |
0.0143 |
1.4% |
64% |
False |
False |
34,771 |
| 40 |
1.0490 |
0.9548 |
0.0942 |
9.3% |
0.0139 |
1.4% |
57% |
False |
False |
17,486 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0137 |
1.4% |
64% |
False |
False |
11,682 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0119 |
1.2% |
64% |
False |
False |
8,767 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0095 |
0.9% |
64% |
False |
False |
7,015 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0080 |
0.8% |
58% |
False |
False |
5,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0221 |
|
2.618 |
1.0169 |
|
1.618 |
1.0137 |
|
1.000 |
1.0117 |
|
0.618 |
1.0105 |
|
HIGH |
1.0085 |
|
0.618 |
1.0073 |
|
0.500 |
1.0069 |
|
0.382 |
1.0065 |
|
LOW |
1.0053 |
|
0.618 |
1.0033 |
|
1.000 |
1.0021 |
|
1.618 |
1.0001 |
|
2.618 |
0.9969 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0065 |
| PP |
1.0074 |
1.0047 |
| S1 |
1.0069 |
1.0029 |
|