CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1.0127 |
1.0165 |
0.0038 |
0.4% |
1.0235 |
High |
1.0178 |
1.0273 |
0.0095 |
0.9% |
1.0350 |
Low |
1.0065 |
1.0153 |
0.0088 |
0.9% |
1.0118 |
Close |
1.0153 |
1.0249 |
0.0096 |
0.9% |
1.0155 |
Range |
0.0113 |
0.0120 |
0.0007 |
6.2% |
0.0232 |
ATR |
0.0127 |
0.0126 |
0.0000 |
-0.4% |
0.0000 |
Volume |
83,281 |
89,155 |
5,874 |
7.1% |
362,582 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0585 |
1.0537 |
1.0315 |
|
R3 |
1.0465 |
1.0417 |
1.0282 |
|
R2 |
1.0345 |
1.0345 |
1.0271 |
|
R1 |
1.0297 |
1.0297 |
1.0260 |
1.0321 |
PP |
1.0225 |
1.0225 |
1.0225 |
1.0237 |
S1 |
1.0177 |
1.0177 |
1.0238 |
1.0201 |
S2 |
1.0105 |
1.0105 |
1.0227 |
|
S3 |
0.9985 |
1.0057 |
1.0216 |
|
S4 |
0.9865 |
0.9937 |
1.0183 |
|
|
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 |
1.0300 |
1.0065 |
0.0235 |
2.3% |
0.0104 |
1.0% |
78% |
False |
False |
94,636 |
10 |
1.0350 |
0.9957 |
0.0393 |
3.8% |
0.0111 |
1.1% |
74% |
False |
False |
71,634 |
20 |
1.0350 |
0.9761 |
0.0589 |
5.7% |
0.0122 |
1.2% |
83% |
False |
False |
66,616 |
40 |
1.0350 |
0.9548 |
0.0802 |
7.8% |
0.0134 |
1.3% |
87% |
False |
False |
34,907 |
60 |
1.0569 |
0.9548 |
0.1021 |
10.0% |
0.0136 |
1.3% |
69% |
False |
False |
23,308 |
80 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0133 |
1.3% |
76% |
False |
False |
17,495 |
100 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0106 |
1.0% |
76% |
False |
False |
13,997 |
120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0089 |
0.9% |
69% |
False |
False |
11,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0783 |
2.618 |
1.0587 |
1.618 |
1.0467 |
1.000 |
1.0393 |
0.618 |
1.0347 |
HIGH |
1.0273 |
0.618 |
1.0227 |
0.500 |
1.0213 |
0.382 |
1.0199 |
LOW |
1.0153 |
0.618 |
1.0079 |
1.000 |
1.0033 |
1.618 |
0.9959 |
2.618 |
0.9839 |
4.250 |
0.9643 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0237 |
1.0222 |
PP |
1.0225 |
1.0196 |
S1 |
1.0213 |
1.0169 |
|