CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0460 |
0.0055 |
0.5% |
1.0222 |
| High |
1.0508 |
1.0468 |
-0.0040 |
-0.4% |
1.0425 |
| Low |
1.0392 |
1.0365 |
-0.0027 |
-0.3% |
1.0181 |
| Close |
1.0467 |
1.0421 |
-0.0046 |
-0.4% |
1.0409 |
| Range |
0.0116 |
0.0103 |
-0.0013 |
-11.2% |
0.0244 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
101,037 |
113,766 |
12,729 |
12.6% |
333,527 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0677 |
1.0478 |
|
| R3 |
1.0624 |
1.0574 |
1.0449 |
|
| R2 |
1.0521 |
1.0521 |
1.0440 |
|
| R1 |
1.0471 |
1.0471 |
1.0430 |
1.0445 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0405 |
| S1 |
1.0368 |
1.0368 |
1.0412 |
1.0342 |
| S2 |
1.0315 |
1.0315 |
1.0402 |
|
| S3 |
1.0212 |
1.0265 |
1.0393 |
|
| S4 |
1.0109 |
1.0162 |
1.0364 |
|
|
| 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 |
1.0287 |
0.0221 |
2.1% |
0.0094 |
0.9% |
61% |
False |
False |
109,666 |
| 10 |
1.0508 |
1.0153 |
0.0355 |
3.4% |
0.0108 |
1.0% |
75% |
False |
False |
95,820 |
| 20 |
1.0508 |
0.9957 |
0.0551 |
5.3% |
0.0107 |
1.0% |
84% |
False |
False |
80,814 |
| 40 |
1.0508 |
0.9548 |
0.0960 |
9.2% |
0.0130 |
1.2% |
91% |
False |
False |
56,585 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
9.8% |
0.0132 |
1.3% |
86% |
False |
False |
37,782 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0131 |
1.3% |
89% |
False |
False |
28,354 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0116 |
1.1% |
89% |
False |
False |
22,687 |
| 120 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0097 |
0.9% |
89% |
False |
False |
18,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0906 |
|
2.618 |
1.0738 |
|
1.618 |
1.0635 |
|
1.000 |
1.0571 |
|
0.618 |
1.0532 |
|
HIGH |
1.0468 |
|
0.618 |
1.0429 |
|
0.500 |
1.0417 |
|
0.382 |
1.0404 |
|
LOW |
1.0365 |
|
0.618 |
1.0301 |
|
1.000 |
1.0262 |
|
1.618 |
1.0198 |
|
2.618 |
1.0095 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0418 |
| PP |
1.0418 |
1.0415 |
| S1 |
1.0417 |
1.0412 |
|