CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1.0533 |
1.0566 |
0.0033 |
0.3% |
1.0405 |
High |
1.0628 |
1.0611 |
-0.0017 |
-0.2% |
1.0628 |
Low |
1.0528 |
1.0534 |
0.0006 |
0.1% |
1.0365 |
Close |
1.0565 |
1.0593 |
0.0028 |
0.3% |
1.0593 |
Range |
0.0100 |
0.0077 |
-0.0023 |
-23.0% |
0.0263 |
ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.5% |
0.0000 |
Volume |
105,214 |
114,717 |
9,503 |
9.0% |
585,187 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0810 |
1.0779 |
1.0635 |
|
R3 |
1.0733 |
1.0702 |
1.0614 |
|
R2 |
1.0656 |
1.0656 |
1.0607 |
|
R1 |
1.0625 |
1.0625 |
1.0600 |
1.0641 |
PP |
1.0579 |
1.0579 |
1.0579 |
1.0587 |
S1 |
1.0548 |
1.0548 |
1.0586 |
1.0564 |
S2 |
1.0502 |
1.0502 |
1.0579 |
|
S3 |
1.0425 |
1.0471 |
1.0572 |
|
S4 |
1.0348 |
1.0394 |
1.0551 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1318 |
1.1218 |
1.0738 |
|
R3 |
1.1055 |
1.0955 |
1.0665 |
|
R2 |
1.0792 |
1.0792 |
1.0641 |
|
R1 |
1.0692 |
1.0692 |
1.0617 |
1.0742 |
PP |
1.0529 |
1.0529 |
1.0529 |
1.0554 |
S1 |
1.0429 |
1.0429 |
1.0569 |
1.0479 |
S2 |
1.0266 |
1.0266 |
1.0545 |
|
S3 |
1.0003 |
1.0166 |
1.0521 |
|
S4 |
0.9740 |
0.9903 |
1.0448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0628 |
1.0365 |
0.0263 |
2.5% |
0.0114 |
1.1% |
87% |
False |
False |
117,037 |
10 |
1.0628 |
1.0158 |
0.0470 |
4.4% |
0.0116 |
1.1% |
93% |
False |
False |
104,170 |
20 |
1.0628 |
0.9957 |
0.0671 |
6.3% |
0.0113 |
1.1% |
95% |
False |
False |
93,769 |
40 |
1.0628 |
0.9761 |
0.0867 |
8.2% |
0.0126 |
1.2% |
96% |
False |
False |
65,806 |
60 |
1.0628 |
0.9548 |
0.1080 |
10.2% |
0.0130 |
1.2% |
97% |
False |
False |
43,948 |
80 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0131 |
1.2% |
97% |
False |
False |
32,982 |
100 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0119 |
1.1% |
97% |
False |
False |
26,391 |
120 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0099 |
0.9% |
97% |
False |
False |
21,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0938 |
2.618 |
1.0813 |
1.618 |
1.0736 |
1.000 |
1.0688 |
0.618 |
1.0659 |
HIGH |
1.0611 |
0.618 |
1.0582 |
0.500 |
1.0573 |
0.382 |
1.0563 |
LOW |
1.0534 |
0.618 |
1.0486 |
1.000 |
1.0457 |
1.618 |
1.0409 |
2.618 |
1.0332 |
4.250 |
1.0207 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0586 |
1.0564 |
PP |
1.0579 |
1.0535 |
S1 |
1.0573 |
1.0507 |
|