CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
1.0046 |
0.0041 |
0.4% |
1.0069 |
| High |
1.0062 |
1.0183 |
0.0121 |
1.2% |
1.0183 |
| Low |
0.9957 |
1.0040 |
0.0083 |
0.8% |
0.9957 |
| Close |
1.0041 |
1.0171 |
0.0130 |
1.3% |
1.0171 |
| Range |
0.0105 |
0.0143 |
0.0038 |
36.2% |
0.0226 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.6% |
0.0000 |
| Volume |
50,690 |
50,241 |
-449 |
-0.9% |
181,329 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0509 |
1.0250 |
|
| R3 |
1.0417 |
1.0366 |
1.0210 |
|
| R2 |
1.0274 |
1.0274 |
1.0197 |
|
| R1 |
1.0223 |
1.0223 |
1.0184 |
1.0249 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0144 |
| S1 |
1.0080 |
1.0080 |
1.0158 |
1.0106 |
| S2 |
0.9988 |
0.9988 |
1.0145 |
|
| S3 |
0.9845 |
0.9937 |
1.0132 |
|
| S4 |
0.9702 |
0.9794 |
1.0092 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0782 |
1.0702 |
1.0295 |
|
| R3 |
1.0556 |
1.0476 |
1.0233 |
|
| R2 |
1.0330 |
1.0330 |
1.0212 |
|
| R1 |
1.0250 |
1.0250 |
1.0192 |
1.0290 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0124 |
| S1 |
1.0024 |
1.0024 |
1.0150 |
1.0064 |
| S2 |
0.9878 |
0.9878 |
1.0130 |
|
| S3 |
0.9652 |
0.9798 |
1.0109 |
|
| S4 |
0.9426 |
0.9572 |
1.0047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0183 |
0.9957 |
0.0226 |
2.2% |
0.0094 |
0.9% |
95% |
True |
False |
42,444 |
| 10 |
1.0183 |
0.9783 |
0.0400 |
3.9% |
0.0113 |
1.1% |
97% |
True |
False |
63,692 |
| 20 |
1.0268 |
0.9761 |
0.0507 |
5.0% |
0.0128 |
1.3% |
81% |
False |
False |
42,223 |
| 40 |
1.0290 |
0.9548 |
0.0742 |
7.3% |
0.0136 |
1.3% |
84% |
False |
False |
21,549 |
| 60 |
1.0569 |
0.9467 |
0.1102 |
10.8% |
0.0136 |
1.3% |
64% |
False |
False |
14,399 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0124 |
1.2% |
70% |
False |
False |
10,808 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0099 |
1.0% |
70% |
False |
False |
8,647 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0083 |
0.8% |
64% |
False |
False |
7,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0791 |
|
2.618 |
1.0557 |
|
1.618 |
1.0414 |
|
1.000 |
1.0326 |
|
0.618 |
1.0271 |
|
HIGH |
1.0183 |
|
0.618 |
1.0128 |
|
0.500 |
1.0112 |
|
0.382 |
1.0095 |
|
LOW |
1.0040 |
|
0.618 |
0.9952 |
|
1.000 |
0.9897 |
|
1.618 |
0.9809 |
|
2.618 |
0.9666 |
|
4.250 |
0.9432 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0151 |
1.0137 |
| PP |
1.0131 |
1.0104 |
| S1 |
1.0112 |
1.0070 |
|