CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
1.0184 |
0.0186 |
1.9% |
1.0001 |
| High |
1.0088 |
1.0211 |
0.0123 |
1.2% |
1.0088 |
| Low |
0.9998 |
1.0160 |
0.0162 |
1.6% |
0.9918 |
| Close |
1.0088 |
1.0210 |
0.0122 |
1.2% |
1.0088 |
| Range |
0.0090 |
0.0051 |
-0.0039 |
-43.3% |
0.0170 |
| ATR |
0.0077 |
0.0081 |
0.0003 |
4.2% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
8 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0329 |
1.0238 |
|
| R3 |
1.0296 |
1.0278 |
1.0224 |
|
| R2 |
1.0245 |
1.0245 |
1.0219 |
|
| R1 |
1.0227 |
1.0227 |
1.0215 |
1.0236 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0198 |
| S1 |
1.0176 |
1.0176 |
1.0205 |
1.0185 |
| S2 |
1.0143 |
1.0143 |
1.0201 |
|
| S3 |
1.0092 |
1.0125 |
1.0196 |
|
| S4 |
1.0041 |
1.0074 |
1.0182 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0485 |
1.0182 |
|
| R3 |
1.0371 |
1.0315 |
1.0135 |
|
| R2 |
1.0201 |
1.0201 |
1.0119 |
|
| R1 |
1.0145 |
1.0145 |
1.0104 |
1.0173 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0046 |
| S1 |
0.9975 |
0.9975 |
1.0072 |
1.0003 |
| S2 |
0.9861 |
0.9861 |
1.0057 |
|
| S3 |
0.9691 |
0.9805 |
1.0041 |
|
| S4 |
0.9521 |
0.9635 |
0.9995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0211 |
0.9918 |
0.0293 |
2.9% |
0.0031 |
0.3% |
100% |
True |
False |
2 |
| 10 |
1.0211 |
0.9744 |
0.0467 |
4.6% |
0.0042 |
0.4% |
100% |
True |
False |
6 |
| 20 |
1.0211 |
0.9716 |
0.0495 |
4.8% |
0.0039 |
0.4% |
100% |
True |
False |
3 |
| 40 |
1.0211 |
0.9496 |
0.0715 |
7.0% |
0.0023 |
0.2% |
100% |
True |
False |
3 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.4% |
0.0015 |
0.2% |
75% |
False |
False |
2 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0012 |
0.1% |
81% |
False |
False |
3 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0010 |
0.1% |
81% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0345 |
|
1.618 |
1.0294 |
|
1.000 |
1.0262 |
|
0.618 |
1.0243 |
|
HIGH |
1.0211 |
|
0.618 |
1.0192 |
|
0.500 |
1.0186 |
|
0.382 |
1.0179 |
|
LOW |
1.0160 |
|
0.618 |
1.0128 |
|
1.000 |
1.0109 |
|
1.618 |
1.0077 |
|
2.618 |
1.0026 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0168 |
| PP |
1.0194 |
1.0126 |
| S1 |
1.0186 |
1.0085 |
|