CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0069 |
1.0051 |
-0.0018 |
-0.2% |
0.9859 |
| High |
1.0085 |
1.0113 |
0.0028 |
0.3% |
1.0119 |
| Low |
1.0053 |
0.9980 |
-0.0073 |
-0.7% |
0.9783 |
| Close |
1.0083 |
1.0002 |
-0.0081 |
-0.8% |
1.0075 |
| Range |
0.0032 |
0.0133 |
0.0101 |
315.6% |
0.0336 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
18,102 |
62,296 |
44,194 |
244.1% |
356,346 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0431 |
1.0349 |
1.0075 |
|
| R3 |
1.0298 |
1.0216 |
1.0039 |
|
| R2 |
1.0165 |
1.0165 |
1.0026 |
|
| R1 |
1.0083 |
1.0083 |
1.0014 |
1.0058 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0019 |
| S1 |
0.9950 |
0.9950 |
0.9990 |
0.9925 |
| S2 |
0.9899 |
0.9899 |
0.9978 |
|
| S3 |
0.9766 |
0.9817 |
0.9965 |
|
| S4 |
0.9633 |
0.9684 |
0.9929 |
|
|
| 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 |
0.9952 |
0.0167 |
1.7% |
0.0095 |
1.0% |
30% |
False |
False |
54,781 |
| 10 |
1.0119 |
0.9761 |
0.0358 |
3.6% |
0.0116 |
1.2% |
67% |
False |
False |
63,946 |
| 20 |
1.0268 |
0.9761 |
0.0507 |
5.1% |
0.0140 |
1.4% |
48% |
False |
False |
37,844 |
| 40 |
1.0394 |
0.9548 |
0.0846 |
8.5% |
0.0139 |
1.4% |
54% |
False |
False |
19,037 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0137 |
1.4% |
58% |
False |
False |
12,720 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0121 |
1.2% |
58% |
False |
False |
9,546 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0097 |
1.0% |
58% |
False |
False |
7,638 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0081 |
0.8% |
53% |
False |
False |
6,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0678 |
|
2.618 |
1.0461 |
|
1.618 |
1.0328 |
|
1.000 |
1.0246 |
|
0.618 |
1.0195 |
|
HIGH |
1.0113 |
|
0.618 |
1.0062 |
|
0.500 |
1.0047 |
|
0.382 |
1.0031 |
|
LOW |
0.9980 |
|
0.618 |
0.9898 |
|
1.000 |
0.9847 |
|
1.618 |
0.9765 |
|
2.618 |
0.9632 |
|
4.250 |
0.9415 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0047 |
1.0047 |
| PP |
1.0032 |
1.0032 |
| S1 |
1.0017 |
1.0017 |
|