CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0405 |
0.0055 |
0.5% |
1.0222 |
| High |
1.0425 |
1.0508 |
0.0083 |
0.8% |
1.0425 |
| Low |
1.0315 |
1.0392 |
0.0077 |
0.7% |
1.0181 |
| Close |
1.0409 |
1.0467 |
0.0058 |
0.6% |
1.0409 |
| Range |
0.0110 |
0.0116 |
0.0006 |
5.5% |
0.0244 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
117,636 |
101,037 |
-16,599 |
-14.1% |
333,527 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0751 |
1.0531 |
|
| R3 |
1.0688 |
1.0635 |
1.0499 |
|
| R2 |
1.0572 |
1.0572 |
1.0488 |
|
| R1 |
1.0519 |
1.0519 |
1.0478 |
1.0546 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0469 |
| S1 |
1.0403 |
1.0403 |
1.0456 |
1.0430 |
| S2 |
1.0340 |
1.0340 |
1.0446 |
|
| S3 |
1.0224 |
1.0287 |
1.0435 |
|
| S4 |
1.0108 |
1.0171 |
1.0403 |
|
|
| 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 |
1.0508 |
1.0181 |
0.0327 |
3.1% |
0.0113 |
1.1% |
87% |
True |
False |
86,912 |
| 10 |
1.0508 |
1.0065 |
0.0443 |
4.2% |
0.0109 |
1.0% |
91% |
True |
False |
92,772 |
| 20 |
1.0508 |
0.9957 |
0.0551 |
5.3% |
0.0106 |
1.0% |
93% |
True |
False |
78,059 |
| 40 |
1.0508 |
0.9548 |
0.0960 |
9.2% |
0.0131 |
1.3% |
96% |
True |
False |
53,751 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
9.8% |
0.0132 |
1.3% |
90% |
False |
False |
35,888 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0131 |
1.2% |
92% |
False |
False |
26,932 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0115 |
1.1% |
92% |
False |
False |
21,549 |
| 120 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0096 |
0.9% |
92% |
False |
False |
17,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0812 |
|
1.618 |
1.0696 |
|
1.000 |
1.0624 |
|
0.618 |
1.0580 |
|
HIGH |
1.0508 |
|
0.618 |
1.0464 |
|
0.500 |
1.0450 |
|
0.382 |
1.0436 |
|
LOW |
1.0392 |
|
0.618 |
1.0320 |
|
1.000 |
1.0276 |
|
1.618 |
1.0204 |
|
2.618 |
1.0088 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0461 |
1.0447 |
| PP |
1.0456 |
1.0426 |
| S1 |
1.0450 |
1.0406 |
|