CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0235 |
1.0284 |
0.0049 |
0.5% |
1.0069 |
| High |
1.0350 |
1.0300 |
-0.0050 |
-0.5% |
1.0183 |
| Low |
1.0171 |
1.0220 |
0.0049 |
0.5% |
0.9957 |
| Close |
1.0299 |
1.0282 |
-0.0017 |
-0.2% |
1.0171 |
| Range |
0.0179 |
0.0080 |
-0.0099 |
-55.3% |
0.0226 |
| ATR |
0.0136 |
0.0132 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
61,838 |
87,314 |
25,476 |
41.2% |
181,329 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0475 |
1.0326 |
|
| R3 |
1.0427 |
1.0395 |
1.0304 |
|
| R2 |
1.0347 |
1.0347 |
1.0297 |
|
| R1 |
1.0315 |
1.0315 |
1.0289 |
1.0291 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0256 |
| S1 |
1.0235 |
1.0235 |
1.0275 |
1.0211 |
| S2 |
1.0187 |
1.0187 |
1.0267 |
|
| S3 |
1.0107 |
1.0155 |
1.0260 |
|
| S4 |
1.0027 |
1.0075 |
1.0238 |
|
|
| 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% |
0.0128 |
1.2% |
83% |
False |
False |
62,475 |
| 10 |
1.0350 |
0.9796 |
0.0554 |
5.4% |
0.0118 |
1.1% |
88% |
False |
False |
61,388 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.7% |
0.0129 |
1.3% |
88% |
False |
False |
48,903 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.8% |
0.0134 |
1.3% |
92% |
False |
False |
25,268 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
9.9% |
0.0136 |
1.3% |
72% |
False |
False |
16,883 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0127 |
1.2% |
79% |
False |
False |
12,672 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0102 |
1.0% |
79% |
False |
False |
10,138 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0085 |
0.8% |
72% |
False |
False |
8,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0640 |
|
2.618 |
1.0509 |
|
1.618 |
1.0429 |
|
1.000 |
1.0380 |
|
0.618 |
1.0349 |
|
HIGH |
1.0300 |
|
0.618 |
1.0269 |
|
0.500 |
1.0260 |
|
0.382 |
1.0251 |
|
LOW |
1.0220 |
|
0.618 |
1.0171 |
|
1.000 |
1.0140 |
|
1.618 |
1.0091 |
|
2.618 |
1.0011 |
|
4.250 |
0.9880 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0275 |
1.0253 |
| PP |
1.0267 |
1.0224 |
| S1 |
1.0260 |
1.0195 |
|