CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0005 |
-0.0046 |
-0.5% |
0.9859 |
| High |
1.0113 |
1.0062 |
-0.0051 |
-0.5% |
1.0119 |
| Low |
0.9980 |
0.9957 |
-0.0023 |
-0.2% |
0.9783 |
| Close |
1.0002 |
1.0041 |
0.0039 |
0.4% |
1.0075 |
| Range |
0.0133 |
0.0105 |
-0.0028 |
-21.1% |
0.0336 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
62,296 |
50,690 |
-11,606 |
-18.6% |
356,346 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0293 |
1.0099 |
|
| R3 |
1.0230 |
1.0188 |
1.0070 |
|
| R2 |
1.0125 |
1.0125 |
1.0060 |
|
| R1 |
1.0083 |
1.0083 |
1.0051 |
1.0104 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0031 |
| S1 |
0.9978 |
0.9978 |
1.0031 |
0.9999 |
| S2 |
0.9915 |
0.9915 |
1.0022 |
|
| S3 |
0.9810 |
0.9873 |
1.0012 |
|
| S4 |
0.9705 |
0.9768 |
0.9983 |
|
|
| 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 |
1.0113 |
0.9957 |
0.0156 |
1.6% |
0.0083 |
0.8% |
54% |
False |
True |
44,129 |
| 10 |
1.0119 |
0.9761 |
0.0358 |
3.6% |
0.0111 |
1.1% |
78% |
False |
False |
64,269 |
| 20 |
1.0268 |
0.9761 |
0.0507 |
5.0% |
0.0126 |
1.3% |
55% |
False |
False |
40,040 |
| 40 |
1.0290 |
0.9548 |
0.0742 |
7.4% |
0.0135 |
1.3% |
66% |
False |
False |
20,302 |
| 60 |
1.0569 |
0.9352 |
0.1217 |
12.1% |
0.0136 |
1.4% |
57% |
False |
False |
13,563 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0122 |
1.2% |
60% |
False |
False |
10,180 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0098 |
1.0% |
60% |
False |
False |
8,145 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0082 |
0.8% |
55% |
False |
False |
6,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0337 |
|
1.618 |
1.0232 |
|
1.000 |
1.0167 |
|
0.618 |
1.0127 |
|
HIGH |
1.0062 |
|
0.618 |
1.0022 |
|
0.500 |
1.0010 |
|
0.382 |
0.9997 |
|
LOW |
0.9957 |
|
0.618 |
0.9892 |
|
1.000 |
0.9852 |
|
1.618 |
0.9787 |
|
2.618 |
0.9682 |
|
4.250 |
0.9511 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0031 |
1.0039 |
| PP |
1.0020 |
1.0037 |
| S1 |
1.0010 |
1.0035 |
|