CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1.0348 |
1.0350 |
0.0002 |
0.0% |
1.0222 |
High |
1.0366 |
1.0425 |
0.0059 |
0.6% |
1.0425 |
Low |
1.0303 |
1.0315 |
0.0012 |
0.1% |
1.0181 |
Close |
1.0333 |
1.0409 |
0.0076 |
0.7% |
1.0409 |
Range |
0.0063 |
0.0110 |
0.0047 |
74.6% |
0.0244 |
ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
94,175 |
117,636 |
23,461 |
24.9% |
333,527 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0713 |
1.0671 |
1.0470 |
|
R3 |
1.0603 |
1.0561 |
1.0439 |
|
R2 |
1.0493 |
1.0493 |
1.0429 |
|
R1 |
1.0451 |
1.0451 |
1.0419 |
1.0472 |
PP |
1.0383 |
1.0383 |
1.0383 |
1.0394 |
S1 |
1.0341 |
1.0341 |
1.0399 |
1.0362 |
S2 |
1.0273 |
1.0273 |
1.0389 |
|
S3 |
1.0163 |
1.0231 |
1.0379 |
|
S4 |
1.0053 |
1.0121 |
1.0349 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1070 |
1.0984 |
1.0543 |
|
R3 |
1.0826 |
1.0740 |
1.0476 |
|
R2 |
1.0582 |
1.0582 |
1.0454 |
|
R1 |
1.0496 |
1.0496 |
1.0431 |
1.0539 |
PP |
1.0338 |
1.0338 |
1.0338 |
1.0360 |
S1 |
1.0252 |
1.0252 |
1.0387 |
1.0295 |
S2 |
1.0094 |
1.0094 |
1.0364 |
|
S3 |
0.9850 |
1.0008 |
1.0342 |
|
S4 |
0.9606 |
0.9764 |
1.0275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0425 |
1.0158 |
0.0267 |
2.6% |
0.0117 |
1.1% |
94% |
True |
False |
91,304 |
10 |
1.0425 |
1.0065 |
0.0360 |
3.5% |
0.0105 |
1.0% |
96% |
True |
False |
92,080 |
20 |
1.0425 |
0.9952 |
0.0473 |
4.5% |
0.0108 |
1.0% |
97% |
True |
False |
78,205 |
40 |
1.0425 |
0.9548 |
0.0877 |
8.4% |
0.0130 |
1.2% |
98% |
True |
False |
51,231 |
60 |
1.0569 |
0.9548 |
0.1021 |
9.8% |
0.0131 |
1.3% |
84% |
False |
False |
34,206 |
80 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0130 |
1.3% |
88% |
False |
False |
25,670 |
100 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0113 |
1.1% |
88% |
False |
False |
20,539 |
120 |
1.0648 |
0.9233 |
0.1415 |
13.6% |
0.0095 |
0.9% |
83% |
False |
False |
17,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0893 |
2.618 |
1.0713 |
1.618 |
1.0603 |
1.000 |
1.0535 |
0.618 |
1.0493 |
HIGH |
1.0425 |
0.618 |
1.0383 |
0.500 |
1.0370 |
0.382 |
1.0357 |
LOW |
1.0315 |
0.618 |
1.0247 |
1.000 |
1.0205 |
1.618 |
1.0137 |
2.618 |
1.0027 |
4.250 |
0.9848 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0396 |
1.0391 |
PP |
1.0383 |
1.0374 |
S1 |
1.0370 |
1.0356 |
|