CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0284 |
1.0280 |
-0.0004 |
0.0% |
1.0069 |
| High |
1.0300 |
1.0282 |
-0.0018 |
-0.2% |
1.0183 |
| Low |
1.0220 |
1.0151 |
-0.0069 |
-0.7% |
0.9957 |
| Close |
1.0282 |
1.0185 |
-0.0097 |
-0.9% |
1.0171 |
| Range |
0.0080 |
0.0131 |
0.0051 |
63.8% |
0.0226 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
87,314 |
119,315 |
32,001 |
36.7% |
181,329 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0523 |
1.0257 |
|
| R3 |
1.0468 |
1.0392 |
1.0221 |
|
| R2 |
1.0337 |
1.0337 |
1.0209 |
|
| R1 |
1.0261 |
1.0261 |
1.0197 |
1.0234 |
| PP |
1.0206 |
1.0206 |
1.0206 |
1.0192 |
| S1 |
1.0130 |
1.0130 |
1.0173 |
1.0103 |
| S2 |
1.0075 |
1.0075 |
1.0161 |
|
| S3 |
0.9944 |
0.9999 |
1.0149 |
|
| S4 |
0.9813 |
0.9868 |
1.0113 |
|
|
| 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 |
3.9% |
0.0128 |
1.3% |
58% |
False |
False |
73,879 |
| 10 |
1.0350 |
0.9952 |
0.0398 |
3.9% |
0.0111 |
1.1% |
59% |
False |
False |
64,330 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.8% |
0.0130 |
1.3% |
72% |
False |
False |
54,772 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.9% |
0.0135 |
1.3% |
79% |
False |
False |
28,250 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
10.0% |
0.0138 |
1.4% |
62% |
False |
False |
18,868 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0129 |
1.3% |
71% |
False |
False |
14,163 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0103 |
1.0% |
71% |
False |
False |
11,331 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0086 |
0.8% |
65% |
False |
False |
9,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0625 |
|
1.618 |
1.0494 |
|
1.000 |
1.0413 |
|
0.618 |
1.0363 |
|
HIGH |
1.0282 |
|
0.618 |
1.0232 |
|
0.500 |
1.0217 |
|
0.382 |
1.0201 |
|
LOW |
1.0151 |
|
0.618 |
1.0070 |
|
1.000 |
1.0020 |
|
1.618 |
0.9939 |
|
2.618 |
0.9808 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0217 |
1.0251 |
| PP |
1.0206 |
1.0229 |
| S1 |
1.0196 |
1.0207 |
|