CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0175 |
-0.0105 |
-1.0% |
1.0235 |
| High |
1.0282 |
1.0194 |
-0.0088 |
-0.9% |
1.0350 |
| Low |
1.0151 |
1.0118 |
-0.0033 |
-0.3% |
1.0118 |
| Close |
1.0185 |
1.0155 |
-0.0030 |
-0.3% |
1.0155 |
| Range |
0.0131 |
0.0076 |
-0.0055 |
-42.0% |
0.0232 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
119,315 |
94,115 |
-25,200 |
-21.1% |
362,582 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0345 |
1.0197 |
|
| R3 |
1.0308 |
1.0269 |
1.0176 |
|
| R2 |
1.0232 |
1.0232 |
1.0169 |
|
| R1 |
1.0193 |
1.0193 |
1.0162 |
1.0175 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0146 |
| S1 |
1.0117 |
1.0117 |
1.0148 |
1.0099 |
| S2 |
1.0080 |
1.0080 |
1.0141 |
|
| S3 |
1.0004 |
1.0041 |
1.0134 |
|
| S4 |
0.9928 |
0.9965 |
1.0113 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0761 |
1.0283 |
|
| R3 |
1.0672 |
1.0529 |
1.0219 |
|
| R2 |
1.0440 |
1.0440 |
1.0198 |
|
| R1 |
1.0297 |
1.0297 |
1.0176 |
1.0253 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0185 |
| S1 |
1.0065 |
1.0065 |
1.0134 |
1.0021 |
| S2 |
0.9976 |
0.9976 |
1.0112 |
|
| S3 |
0.9744 |
0.9833 |
1.0091 |
|
| S4 |
0.9512 |
0.9601 |
1.0027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0350 |
1.0040 |
0.0310 |
3.1% |
0.0122 |
1.2% |
37% |
False |
False |
82,564 |
| 10 |
1.0350 |
0.9957 |
0.0393 |
3.9% |
0.0102 |
1.0% |
50% |
False |
False |
63,347 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.8% |
0.0131 |
1.3% |
67% |
False |
False |
59,037 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.9% |
0.0135 |
1.3% |
76% |
False |
False |
30,600 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
10.1% |
0.0139 |
1.4% |
59% |
False |
False |
20,436 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0130 |
1.3% |
69% |
False |
False |
15,340 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0104 |
1.0% |
69% |
False |
False |
12,272 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0087 |
0.9% |
63% |
False |
False |
10,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0393 |
|
1.618 |
1.0317 |
|
1.000 |
1.0270 |
|
0.618 |
1.0241 |
|
HIGH |
1.0194 |
|
0.618 |
1.0165 |
|
0.500 |
1.0156 |
|
0.382 |
1.0147 |
|
LOW |
1.0118 |
|
0.618 |
1.0071 |
|
1.000 |
1.0042 |
|
1.618 |
0.9995 |
|
2.618 |
0.9919 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0209 |
| PP |
1.0156 |
1.0191 |
| S1 |
1.0155 |
1.0173 |
|