CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0256 |
0.0026 |
0.3% |
1.0127 |
| High |
1.0305 |
1.0294 |
-0.0011 |
-0.1% |
1.0305 |
| Low |
1.0212 |
1.0158 |
-0.0054 |
-0.5% |
1.0065 |
| Close |
1.0260 |
1.0222 |
-0.0038 |
-0.4% |
1.0222 |
| Range |
0.0093 |
0.0136 |
0.0043 |
46.2% |
0.0240 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
1.0% |
0.0000 |
| Volume |
110,794 |
122,993 |
12,199 |
11.0% |
493,158 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0563 |
1.0297 |
|
| R3 |
1.0497 |
1.0427 |
1.0259 |
|
| R2 |
1.0361 |
1.0361 |
1.0247 |
|
| R1 |
1.0291 |
1.0291 |
1.0234 |
1.0258 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0208 |
| S1 |
1.0155 |
1.0155 |
1.0210 |
1.0122 |
| S2 |
1.0089 |
1.0089 |
1.0197 |
|
| S3 |
0.9953 |
1.0019 |
1.0185 |
|
| S4 |
0.9817 |
0.9883 |
1.0147 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0810 |
1.0354 |
|
| R3 |
1.0677 |
1.0570 |
1.0288 |
|
| R2 |
1.0437 |
1.0437 |
1.0266 |
|
| R1 |
1.0330 |
1.0330 |
1.0244 |
1.0384 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0224 |
| S1 |
1.0090 |
1.0090 |
1.0200 |
1.0144 |
| S2 |
0.9957 |
0.9957 |
1.0178 |
|
| S3 |
0.9717 |
0.9850 |
1.0156 |
|
| S4 |
0.9477 |
0.9610 |
1.0090 |
|
|
| 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% |
0.0106 |
1.0% |
65% |
False |
False |
98,631 |
| 10 |
1.0350 |
1.0040 |
0.0310 |
3.0% |
0.0114 |
1.1% |
59% |
False |
False |
90,598 |
| 20 |
1.0350 |
0.9761 |
0.0589 |
5.8% |
0.0112 |
1.1% |
78% |
False |
False |
77,433 |
| 40 |
1.0350 |
0.9548 |
0.0802 |
7.8% |
0.0131 |
1.3% |
84% |
False |
False |
42,917 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
10.0% |
0.0133 |
1.3% |
66% |
False |
False |
28,652 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0135 |
1.3% |
74% |
False |
False |
21,504 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0109 |
1.1% |
74% |
False |
False |
17,204 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0091 |
0.9% |
68% |
False |
False |
14,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0872 |
|
2.618 |
1.0650 |
|
1.618 |
1.0514 |
|
1.000 |
1.0430 |
|
0.618 |
1.0378 |
|
HIGH |
1.0294 |
|
0.618 |
1.0242 |
|
0.500 |
1.0226 |
|
0.382 |
1.0210 |
|
LOW |
1.0158 |
|
0.618 |
1.0074 |
|
1.000 |
1.0022 |
|
1.618 |
0.9938 |
|
2.618 |
0.9802 |
|
4.250 |
0.9580 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0226 |
1.0232 |
| PP |
1.0225 |
1.0228 |
| S1 |
1.0223 |
1.0225 |
|