CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0256 |
1.0222 |
-0.0034 |
-0.3% |
1.0127 |
| High |
1.0294 |
1.0377 |
0.0083 |
0.8% |
1.0305 |
| Low |
1.0158 |
1.0181 |
0.0023 |
0.2% |
1.0065 |
| Close |
1.0222 |
1.0300 |
0.0078 |
0.8% |
1.0222 |
| Range |
0.0136 |
0.0196 |
0.0060 |
44.1% |
0.0240 |
| ATR |
0.0121 |
0.0126 |
0.0005 |
4.4% |
0.0000 |
| Volume |
122,993 |
0 |
-122,993 |
-100.0% |
493,158 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0783 |
1.0408 |
|
| R3 |
1.0678 |
1.0587 |
1.0354 |
|
| R2 |
1.0482 |
1.0482 |
1.0336 |
|
| R1 |
1.0391 |
1.0391 |
1.0318 |
1.0437 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0309 |
| S1 |
1.0195 |
1.0195 |
1.0282 |
1.0241 |
| S2 |
1.0090 |
1.0090 |
1.0264 |
|
| S3 |
0.9894 |
0.9999 |
1.0246 |
|
| S4 |
0.9698 |
0.9803 |
1.0192 |
|
|
| 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 |
1.0377 |
1.0153 |
0.0224 |
2.2% |
0.0122 |
1.2% |
66% |
True |
False |
81,975 |
| 10 |
1.0377 |
1.0065 |
0.0312 |
3.0% |
0.0119 |
1.2% |
75% |
True |
False |
85,574 |
| 20 |
1.0377 |
0.9783 |
0.0594 |
5.8% |
0.0116 |
1.1% |
87% |
True |
False |
74,633 |
| 40 |
1.0377 |
0.9548 |
0.0829 |
8.0% |
0.0133 |
1.3% |
91% |
True |
False |
42,913 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
9.9% |
0.0135 |
1.3% |
74% |
False |
False |
28,650 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0135 |
1.3% |
80% |
False |
False |
21,503 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0111 |
1.1% |
80% |
False |
False |
17,204 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0093 |
0.9% |
73% |
False |
False |
14,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.0890 |
|
1.618 |
1.0694 |
|
1.000 |
1.0573 |
|
0.618 |
1.0498 |
|
HIGH |
1.0377 |
|
0.618 |
1.0302 |
|
0.500 |
1.0279 |
|
0.382 |
1.0256 |
|
LOW |
1.0181 |
|
0.618 |
1.0060 |
|
1.000 |
0.9985 |
|
1.618 |
0.9864 |
|
2.618 |
0.9668 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0289 |
| PP |
1.0286 |
1.0278 |
| S1 |
1.0279 |
1.0268 |
|