CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0229 |
0.0064 |
0.6% |
1.0235 |
| High |
1.0273 |
1.0251 |
-0.0022 |
-0.2% |
1.0350 |
| Low |
1.0153 |
1.0185 |
0.0032 |
0.3% |
1.0118 |
| Close |
1.0249 |
1.0227 |
-0.0022 |
-0.2% |
1.0155 |
| Range |
0.0120 |
0.0066 |
-0.0054 |
-45.0% |
0.0232 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
89,155 |
86,935 |
-2,220 |
-2.5% |
362,582 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0389 |
1.0263 |
|
| R3 |
1.0353 |
1.0323 |
1.0245 |
|
| R2 |
1.0287 |
1.0287 |
1.0239 |
|
| R1 |
1.0257 |
1.0257 |
1.0233 |
1.0239 |
| PP |
1.0221 |
1.0221 |
1.0221 |
1.0212 |
| S1 |
1.0191 |
1.0191 |
1.0221 |
1.0173 |
| S2 |
1.0155 |
1.0155 |
1.0215 |
|
| S3 |
1.0089 |
1.0125 |
1.0209 |
|
| S4 |
1.0023 |
1.0059 |
1.0191 |
|
|
| 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 |
1.0282 |
1.0065 |
0.0217 |
2.1% |
0.0101 |
1.0% |
75% |
False |
False |
94,560 |
| 10 |
1.0350 |
0.9957 |
0.0393 |
3.8% |
0.0115 |
1.1% |
69% |
False |
False |
78,518 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.8% |
0.0118 |
1.2% |
79% |
False |
False |
70,077 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.8% |
0.0131 |
1.3% |
85% |
False |
False |
37,079 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
10.0% |
0.0135 |
1.3% |
67% |
False |
False |
24,757 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0133 |
1.3% |
74% |
False |
False |
18,582 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0107 |
1.0% |
74% |
False |
False |
14,866 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0089 |
0.9% |
68% |
False |
False |
12,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0424 |
|
1.618 |
1.0358 |
|
1.000 |
1.0317 |
|
0.618 |
1.0292 |
|
HIGH |
1.0251 |
|
0.618 |
1.0226 |
|
0.500 |
1.0218 |
|
0.382 |
1.0210 |
|
LOW |
1.0185 |
|
0.618 |
1.0144 |
|
1.000 |
1.0119 |
|
1.618 |
1.0078 |
|
2.618 |
1.0012 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0208 |
| PP |
1.0221 |
1.0188 |
| S1 |
1.0218 |
1.0169 |
|