CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0424 |
1.0533 |
0.0109 |
1.0% |
1.0222 |
| High |
1.0560 |
1.0628 |
0.0068 |
0.6% |
1.0425 |
| Low |
1.0385 |
1.0528 |
0.0143 |
1.4% |
1.0181 |
| Close |
1.0530 |
1.0565 |
0.0035 |
0.3% |
1.0409 |
| Range |
0.0175 |
0.0100 |
-0.0075 |
-42.9% |
0.0244 |
| ATR |
0.0121 |
0.0120 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
150,453 |
105,214 |
-45,239 |
-30.1% |
333,527 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0819 |
1.0620 |
|
| R3 |
1.0774 |
1.0719 |
1.0593 |
|
| R2 |
1.0674 |
1.0674 |
1.0583 |
|
| R1 |
1.0619 |
1.0619 |
1.0574 |
1.0647 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0587 |
| S1 |
1.0519 |
1.0519 |
1.0556 |
1.0547 |
| S2 |
1.0474 |
1.0474 |
1.0547 |
|
| S3 |
1.0374 |
1.0419 |
1.0538 |
|
| S4 |
1.0274 |
1.0319 |
1.0510 |
|
|
| 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 |
1.0628 |
1.0315 |
0.0313 |
3.0% |
0.0121 |
1.1% |
80% |
True |
False |
117,621 |
| 10 |
1.0628 |
1.0158 |
0.0470 |
4.4% |
0.0117 |
1.1% |
87% |
True |
False |
103,778 |
| 20 |
1.0628 |
0.9957 |
0.0671 |
6.4% |
0.0116 |
1.1% |
91% |
True |
False |
91,148 |
| 40 |
1.0628 |
0.9757 |
0.0871 |
8.2% |
0.0129 |
1.2% |
93% |
True |
False |
62,960 |
| 60 |
1.0628 |
0.9548 |
0.1080 |
10.2% |
0.0131 |
1.2% |
94% |
True |
False |
42,040 |
| 80 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0132 |
1.2% |
95% |
True |
False |
31,549 |
| 100 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0118 |
1.1% |
95% |
True |
False |
25,243 |
| 120 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0099 |
0.9% |
95% |
True |
False |
21,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1053 |
|
2.618 |
1.0890 |
|
1.618 |
1.0790 |
|
1.000 |
1.0728 |
|
0.618 |
1.0690 |
|
HIGH |
1.0628 |
|
0.618 |
1.0590 |
|
0.500 |
1.0578 |
|
0.382 |
1.0566 |
|
LOW |
1.0528 |
|
0.618 |
1.0466 |
|
1.000 |
1.0428 |
|
1.618 |
1.0366 |
|
2.618 |
1.0266 |
|
4.250 |
1.0103 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0578 |
1.0542 |
| PP |
1.0574 |
1.0519 |
| S1 |
1.0569 |
1.0497 |
|