CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0566 |
1.0577 |
0.0011 |
0.1% |
1.0405 |
| High |
1.0611 |
1.0597 |
-0.0014 |
-0.1% |
1.0628 |
| Low |
1.0534 |
1.0469 |
-0.0065 |
-0.6% |
1.0365 |
| Close |
1.0593 |
1.0539 |
-0.0054 |
-0.5% |
1.0593 |
| Range |
0.0077 |
0.0128 |
0.0051 |
66.2% |
0.0263 |
| ATR |
0.0117 |
0.0117 |
0.0001 |
0.7% |
0.0000 |
| Volume |
114,717 |
113,444 |
-1,273 |
-1.1% |
585,187 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0919 |
1.0857 |
1.0609 |
|
| R3 |
1.0791 |
1.0729 |
1.0574 |
|
| R2 |
1.0663 |
1.0663 |
1.0562 |
|
| R1 |
1.0601 |
1.0601 |
1.0551 |
1.0568 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0519 |
| S1 |
1.0473 |
1.0473 |
1.0527 |
1.0440 |
| S2 |
1.0407 |
1.0407 |
1.0516 |
|
| S3 |
1.0279 |
1.0345 |
1.0504 |
|
| S4 |
1.0151 |
1.0217 |
1.0469 |
|
|
| 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% |
0.0117 |
1.1% |
66% |
False |
False |
119,518 |
| 10 |
1.0628 |
1.0181 |
0.0447 |
4.2% |
0.0115 |
1.1% |
80% |
False |
False |
103,215 |
| 20 |
1.0628 |
1.0040 |
0.0588 |
5.6% |
0.0114 |
1.1% |
85% |
False |
False |
96,906 |
| 40 |
1.0628 |
0.9761 |
0.0867 |
8.2% |
0.0120 |
1.1% |
90% |
False |
False |
68,473 |
| 60 |
1.0628 |
0.9548 |
0.1080 |
10.2% |
0.0128 |
1.2% |
92% |
False |
False |
45,837 |
| 80 |
1.0628 |
0.9352 |
0.1276 |
12.1% |
0.0130 |
1.2% |
93% |
False |
False |
34,399 |
| 100 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0120 |
1.1% |
94% |
False |
False |
27,525 |
| 120 |
1.0628 |
0.9233 |
0.1395 |
13.2% |
0.0100 |
1.0% |
94% |
False |
False |
22,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.0932 |
|
1.618 |
1.0804 |
|
1.000 |
1.0725 |
|
0.618 |
1.0676 |
|
HIGH |
1.0597 |
|
0.618 |
1.0548 |
|
0.500 |
1.0533 |
|
0.382 |
1.0518 |
|
LOW |
1.0469 |
|
0.618 |
1.0390 |
|
1.000 |
1.0341 |
|
1.618 |
1.0262 |
|
2.618 |
1.0134 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0537 |
1.0549 |
| PP |
1.0535 |
1.0545 |
| S1 |
1.0533 |
1.0542 |
|