CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0168 |
-0.0016 |
-0.2% |
1.0001 |
| High |
1.0211 |
1.0193 |
-0.0018 |
-0.2% |
1.0088 |
| Low |
1.0160 |
1.0144 |
-0.0016 |
-0.2% |
0.9918 |
| Close |
1.0210 |
1.0192 |
-0.0018 |
-0.2% |
1.0088 |
| Range |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0170 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
3 |
76 |
73 |
2,433.3% |
8 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0307 |
1.0219 |
|
| R3 |
1.0274 |
1.0258 |
1.0205 |
|
| R2 |
1.0225 |
1.0225 |
1.0201 |
|
| R1 |
1.0209 |
1.0209 |
1.0196 |
1.0217 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0181 |
| S1 |
1.0160 |
1.0160 |
1.0188 |
1.0168 |
| S2 |
1.0127 |
1.0127 |
1.0183 |
|
| S3 |
1.0078 |
1.0111 |
1.0179 |
|
| S4 |
1.0029 |
1.0062 |
1.0165 |
|
|
| 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% |
0.0040 |
0.4% |
94% |
False |
False |
17 |
| 10 |
1.0211 |
0.9790 |
0.0421 |
4.1% |
0.0042 |
0.4% |
95% |
False |
False |
13 |
| 20 |
1.0211 |
0.9716 |
0.0495 |
4.9% |
0.0041 |
0.4% |
96% |
False |
False |
7 |
| 40 |
1.0211 |
0.9496 |
0.0715 |
7.0% |
0.0024 |
0.2% |
97% |
False |
False |
5 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.4% |
0.0016 |
0.2% |
73% |
False |
False |
4 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0013 |
0.1% |
80% |
False |
False |
4 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0010 |
0.1% |
80% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0401 |
|
2.618 |
1.0321 |
|
1.618 |
1.0272 |
|
1.000 |
1.0242 |
|
0.618 |
1.0223 |
|
HIGH |
1.0193 |
|
0.618 |
1.0174 |
|
0.500 |
1.0169 |
|
0.382 |
1.0163 |
|
LOW |
1.0144 |
|
0.618 |
1.0114 |
|
1.000 |
1.0095 |
|
1.618 |
1.0065 |
|
2.618 |
1.0016 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0184 |
1.0163 |
| PP |
1.0176 |
1.0134 |
| S1 |
1.0169 |
1.0105 |
|