CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0127 |
-0.0048 |
-0.5% |
1.0235 |
| High |
1.0194 |
1.0178 |
-0.0016 |
-0.2% |
1.0350 |
| Low |
1.0118 |
1.0065 |
-0.0053 |
-0.5% |
1.0118 |
| Close |
1.0155 |
1.0153 |
-0.0002 |
0.0% |
1.0155 |
| Range |
0.0076 |
0.0113 |
0.0037 |
48.7% |
0.0232 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
94,115 |
83,281 |
-10,834 |
-11.5% |
362,582 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0425 |
1.0215 |
|
| R3 |
1.0358 |
1.0312 |
1.0184 |
|
| R2 |
1.0245 |
1.0245 |
1.0174 |
|
| R1 |
1.0199 |
1.0199 |
1.0163 |
1.0222 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0144 |
| S1 |
1.0086 |
1.0086 |
1.0143 |
1.0109 |
| S2 |
1.0019 |
1.0019 |
1.0132 |
|
| S3 |
0.9906 |
0.9973 |
1.0122 |
|
| S4 |
0.9793 |
0.9860 |
1.0091 |
|
|
| 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 |
1.0065 |
0.0285 |
2.8% |
0.0116 |
1.1% |
31% |
False |
True |
89,172 |
| 10 |
1.0350 |
0.9957 |
0.0393 |
3.9% |
0.0105 |
1.0% |
50% |
False |
False |
65,808 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.8% |
0.0125 |
1.2% |
67% |
False |
False |
62,707 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.9% |
0.0132 |
1.3% |
75% |
False |
False |
32,680 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
10.1% |
0.0136 |
1.3% |
59% |
False |
False |
21,824 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0131 |
1.3% |
69% |
False |
False |
16,381 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0105 |
1.0% |
69% |
False |
False |
13,105 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0088 |
0.9% |
63% |
False |
False |
10,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0658 |
|
2.618 |
1.0474 |
|
1.618 |
1.0361 |
|
1.000 |
1.0291 |
|
0.618 |
1.0248 |
|
HIGH |
1.0178 |
|
0.618 |
1.0135 |
|
0.500 |
1.0122 |
|
0.382 |
1.0108 |
|
LOW |
1.0065 |
|
0.618 |
0.9995 |
|
1.000 |
0.9952 |
|
1.618 |
0.9882 |
|
2.618 |
0.9769 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0174 |
| PP |
1.0132 |
1.0167 |
| S1 |
1.0122 |
1.0160 |
|