CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0301 |
0.0079 |
0.8% |
1.0127 |
| High |
1.0377 |
1.0367 |
-0.0010 |
-0.1% |
1.0305 |
| Low |
1.0181 |
1.0287 |
0.0106 |
1.0% |
1.0065 |
| Close |
1.0300 |
1.0347 |
0.0047 |
0.5% |
1.0222 |
| Range |
0.0196 |
0.0080 |
-0.0116 |
-59.2% |
0.0240 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
0 |
121,716 |
121,716 |
|
493,158 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0540 |
1.0391 |
|
| R3 |
1.0494 |
1.0460 |
1.0369 |
|
| R2 |
1.0414 |
1.0414 |
1.0362 |
|
| R1 |
1.0380 |
1.0380 |
1.0354 |
1.0397 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0342 |
| S1 |
1.0300 |
1.0300 |
1.0340 |
1.0317 |
| S2 |
1.0254 |
1.0254 |
1.0332 |
|
| S3 |
1.0174 |
1.0220 |
1.0325 |
|
| S4 |
1.0094 |
1.0140 |
1.0303 |
|
|
| 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 |
1.0158 |
0.0219 |
2.1% |
0.0114 |
1.1% |
86% |
False |
False |
88,487 |
| 10 |
1.0377 |
1.0065 |
0.0312 |
3.0% |
0.0109 |
1.1% |
90% |
False |
False |
91,561 |
| 20 |
1.0377 |
0.9783 |
0.0594 |
5.7% |
0.0114 |
1.1% |
95% |
False |
False |
75,756 |
| 40 |
1.0377 |
0.9548 |
0.0829 |
8.0% |
0.0132 |
1.3% |
96% |
False |
False |
45,945 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
9.9% |
0.0134 |
1.3% |
78% |
False |
False |
30,677 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
12.9% |
0.0132 |
1.3% |
83% |
False |
False |
23,024 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
12.9% |
0.0112 |
1.1% |
83% |
False |
False |
18,421 |
| 120 |
1.0692 |
0.9233 |
0.1459 |
14.1% |
0.0093 |
0.9% |
76% |
False |
False |
15,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0707 |
|
2.618 |
1.0576 |
|
1.618 |
1.0496 |
|
1.000 |
1.0447 |
|
0.618 |
1.0416 |
|
HIGH |
1.0367 |
|
0.618 |
1.0336 |
|
0.500 |
1.0327 |
|
0.382 |
1.0318 |
|
LOW |
1.0287 |
|
0.618 |
1.0238 |
|
1.000 |
1.0207 |
|
1.618 |
1.0158 |
|
2.618 |
1.0078 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0321 |
| PP |
1.0334 |
1.0294 |
| S1 |
1.0327 |
1.0268 |
|