CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0538 |
-0.0039 |
-0.4% |
1.0405 |
| High |
1.0597 |
1.0629 |
0.0032 |
0.3% |
1.0628 |
| Low |
1.0469 |
1.0521 |
0.0052 |
0.5% |
1.0365 |
| Close |
1.0539 |
1.0561 |
0.0022 |
0.2% |
1.0593 |
| Range |
0.0128 |
0.0108 |
-0.0020 |
-15.6% |
0.0263 |
| ATR |
0.0117 |
0.0117 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
113,444 |
135,178 |
21,734 |
19.2% |
585,187 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0894 |
1.0836 |
1.0620 |
|
| R3 |
1.0786 |
1.0728 |
1.0591 |
|
| R2 |
1.0678 |
1.0678 |
1.0581 |
|
| R1 |
1.0620 |
1.0620 |
1.0571 |
1.0649 |
| PP |
1.0570 |
1.0570 |
1.0570 |
1.0585 |
| S1 |
1.0512 |
1.0512 |
1.0551 |
1.0541 |
| S2 |
1.0462 |
1.0462 |
1.0541 |
|
| S3 |
1.0354 |
1.0404 |
1.0531 |
|
| S4 |
1.0246 |
1.0296 |
1.0502 |
|
|
| 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 |
1.0629 |
1.0385 |
0.0244 |
2.3% |
0.0118 |
1.1% |
72% |
True |
False |
123,801 |
| 10 |
1.0629 |
1.0287 |
0.0342 |
3.2% |
0.0106 |
1.0% |
80% |
True |
False |
116,733 |
| 20 |
1.0629 |
1.0065 |
0.0564 |
5.3% |
0.0113 |
1.1% |
88% |
True |
False |
101,153 |
| 40 |
1.0629 |
0.9761 |
0.0868 |
8.2% |
0.0120 |
1.1% |
92% |
True |
False |
71,688 |
| 60 |
1.0629 |
0.9548 |
0.1081 |
10.2% |
0.0128 |
1.2% |
94% |
True |
False |
48,084 |
| 80 |
1.0629 |
0.9467 |
0.1162 |
11.0% |
0.0130 |
1.2% |
94% |
True |
False |
36,087 |
| 100 |
1.0629 |
0.9233 |
0.1396 |
13.2% |
0.0122 |
1.2% |
95% |
True |
False |
28,877 |
| 120 |
1.0629 |
0.9233 |
0.1396 |
13.2% |
0.0101 |
1.0% |
95% |
True |
False |
24,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0912 |
|
1.618 |
1.0804 |
|
1.000 |
1.0737 |
|
0.618 |
1.0696 |
|
HIGH |
1.0629 |
|
0.618 |
1.0588 |
|
0.500 |
1.0575 |
|
0.382 |
1.0562 |
|
LOW |
1.0521 |
|
0.618 |
1.0454 |
|
1.000 |
1.0413 |
|
1.618 |
1.0346 |
|
2.618 |
1.0238 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0575 |
1.0557 |
| PP |
1.0570 |
1.0553 |
| S1 |
1.0566 |
1.0549 |
|