CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0230 |
0.0001 |
0.0% |
1.0235 |
| High |
1.0251 |
1.0305 |
0.0054 |
0.5% |
1.0350 |
| Low |
1.0185 |
1.0212 |
0.0027 |
0.3% |
1.0118 |
| Close |
1.0227 |
1.0260 |
0.0033 |
0.3% |
1.0155 |
| Range |
0.0066 |
0.0093 |
0.0027 |
40.9% |
0.0232 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
86,935 |
110,794 |
23,859 |
27.4% |
362,582 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0538 |
1.0492 |
1.0311 |
|
| R3 |
1.0445 |
1.0399 |
1.0286 |
|
| R2 |
1.0352 |
1.0352 |
1.0277 |
|
| R1 |
1.0306 |
1.0306 |
1.0269 |
1.0329 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0271 |
| S1 |
1.0213 |
1.0213 |
1.0251 |
1.0236 |
| S2 |
1.0166 |
1.0166 |
1.0243 |
|
| S3 |
1.0073 |
1.0120 |
1.0234 |
|
| S4 |
0.9980 |
1.0027 |
1.0209 |
|
|
| 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 |
1.0305 |
1.0065 |
0.0240 |
2.3% |
0.0094 |
0.9% |
81% |
True |
False |
92,856 |
| 10 |
1.0350 |
0.9957 |
0.0393 |
3.8% |
0.0111 |
1.1% |
77% |
False |
False |
83,367 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.7% |
0.0114 |
1.1% |
85% |
False |
False |
73,657 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.8% |
0.0129 |
1.3% |
89% |
False |
False |
39,845 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
10.0% |
0.0134 |
1.3% |
70% |
False |
False |
26,603 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0134 |
1.3% |
77% |
False |
False |
19,966 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0108 |
1.0% |
77% |
False |
False |
15,974 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0090 |
0.9% |
70% |
False |
False |
13,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0548 |
|
1.618 |
1.0455 |
|
1.000 |
1.0398 |
|
0.618 |
1.0362 |
|
HIGH |
1.0305 |
|
0.618 |
1.0269 |
|
0.500 |
1.0259 |
|
0.382 |
1.0248 |
|
LOW |
1.0212 |
|
0.618 |
1.0155 |
|
1.000 |
1.0119 |
|
1.618 |
1.0062 |
|
2.618 |
0.9969 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0250 |
| PP |
1.0259 |
1.0239 |
| S1 |
1.0259 |
1.0229 |
|