CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0121 |
1.0070 |
-0.0051 |
-0.5% |
1.0184 |
| High |
1.0121 |
1.0079 |
-0.0042 |
-0.4% |
1.0211 |
| Low |
1.0070 |
1.0062 |
-0.0008 |
-0.1% |
1.0062 |
| Close |
1.0096 |
1.0066 |
-0.0030 |
-0.3% |
1.0066 |
| Range |
0.0051 |
0.0017 |
-0.0034 |
-66.7% |
0.0149 |
| ATR |
0.0083 |
0.0079 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
40 |
13 |
-27 |
-67.5% |
132 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0110 |
1.0075 |
|
| R3 |
1.0103 |
1.0093 |
1.0071 |
|
| R2 |
1.0086 |
1.0086 |
1.0069 |
|
| R1 |
1.0076 |
1.0076 |
1.0068 |
1.0073 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0067 |
| S1 |
1.0059 |
1.0059 |
1.0064 |
1.0056 |
| S2 |
1.0052 |
1.0052 |
1.0063 |
|
| S3 |
1.0035 |
1.0042 |
1.0061 |
|
| S4 |
1.0018 |
1.0025 |
1.0057 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0462 |
1.0148 |
|
| R3 |
1.0411 |
1.0313 |
1.0107 |
|
| R2 |
1.0262 |
1.0262 |
1.0093 |
|
| R1 |
1.0164 |
1.0164 |
1.0080 |
1.0139 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0100 |
| S1 |
1.0015 |
1.0015 |
1.0052 |
0.9990 |
| S2 |
0.9964 |
0.9964 |
1.0039 |
|
| S3 |
0.9815 |
0.9866 |
1.0025 |
|
| S4 |
0.9666 |
0.9717 |
0.9984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0211 |
0.9998 |
0.0213 |
2.1% |
0.0052 |
0.5% |
32% |
False |
False |
26 |
| 10 |
1.0211 |
0.9918 |
0.0293 |
2.9% |
0.0031 |
0.3% |
51% |
False |
False |
17 |
| 20 |
1.0211 |
0.9716 |
0.0495 |
4.9% |
0.0043 |
0.4% |
71% |
False |
False |
10 |
| 40 |
1.0211 |
0.9496 |
0.0715 |
7.1% |
0.0026 |
0.3% |
80% |
False |
False |
6 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.5% |
0.0017 |
0.2% |
59% |
False |
False |
4 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0014 |
0.1% |
70% |
False |
False |
5 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0011 |
0.1% |
70% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
1.0124 |
|
1.618 |
1.0107 |
|
1.000 |
1.0096 |
|
0.618 |
1.0090 |
|
HIGH |
1.0079 |
|
0.618 |
1.0073 |
|
0.500 |
1.0071 |
|
0.382 |
1.0068 |
|
LOW |
1.0062 |
|
0.618 |
1.0051 |
|
1.000 |
1.0045 |
|
1.618 |
1.0034 |
|
2.618 |
1.0017 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0128 |
| PP |
1.0069 |
1.0107 |
| S1 |
1.0068 |
1.0087 |
|