CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0046 |
1.0235 |
0.0189 |
1.9% |
1.0069 |
| High |
1.0183 |
1.0350 |
0.0167 |
1.6% |
1.0183 |
| Low |
1.0040 |
1.0171 |
0.0131 |
1.3% |
0.9957 |
| Close |
1.0171 |
1.0299 |
0.0128 |
1.3% |
1.0171 |
| Range |
0.0143 |
0.0179 |
0.0036 |
25.2% |
0.0226 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.5% |
0.0000 |
| Volume |
50,241 |
61,838 |
11,597 |
23.1% |
181,329 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0810 |
1.0734 |
1.0397 |
|
| R3 |
1.0631 |
1.0555 |
1.0348 |
|
| R2 |
1.0452 |
1.0452 |
1.0332 |
|
| R1 |
1.0376 |
1.0376 |
1.0315 |
1.0414 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0293 |
| S1 |
1.0197 |
1.0197 |
1.0283 |
1.0235 |
| S2 |
1.0094 |
1.0094 |
1.0266 |
|
| S3 |
0.9915 |
1.0018 |
1.0250 |
|
| S4 |
0.9736 |
0.9839 |
1.0201 |
|
|
| 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 |
1.0350 |
0.9957 |
0.0393 |
3.8% |
0.0118 |
1.1% |
87% |
True |
False |
48,633 |
| 10 |
1.0350 |
0.9783 |
0.0567 |
5.5% |
0.0120 |
1.2% |
91% |
True |
False |
59,951 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.7% |
0.0130 |
1.3% |
91% |
True |
False |
44,945 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.8% |
0.0134 |
1.3% |
94% |
True |
False |
23,089 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
9.9% |
0.0137 |
1.3% |
74% |
False |
False |
15,429 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0126 |
1.2% |
80% |
False |
False |
11,581 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0101 |
1.0% |
80% |
False |
False |
9,265 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0084 |
0.8% |
73% |
False |
False |
7,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.0819 |
|
1.618 |
1.0640 |
|
1.000 |
1.0529 |
|
0.618 |
1.0461 |
|
HIGH |
1.0350 |
|
0.618 |
1.0282 |
|
0.500 |
1.0261 |
|
0.382 |
1.0239 |
|
LOW |
1.0171 |
|
0.618 |
1.0060 |
|
1.000 |
0.9992 |
|
1.618 |
0.9881 |
|
2.618 |
0.9702 |
|
4.250 |
0.9410 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0251 |
| PP |
1.0273 |
1.0202 |
| S1 |
1.0261 |
1.0154 |
|