CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0066 |
1.0125 |
0.0059 |
0.6% |
1.0184 |
| High |
1.0066 |
1.0157 |
0.0091 |
0.9% |
1.0211 |
| Low |
1.0064 |
1.0117 |
0.0053 |
0.5% |
1.0062 |
| Close |
1.0064 |
1.0157 |
0.0093 |
0.9% |
1.0066 |
| Range |
0.0002 |
0.0040 |
0.0038 |
1,900.0% |
0.0149 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.9% |
0.0000 |
| Volume |
12 |
3 |
-9 |
-75.0% |
132 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0250 |
1.0179 |
|
| R3 |
1.0224 |
1.0210 |
1.0168 |
|
| R2 |
1.0184 |
1.0184 |
1.0164 |
|
| R1 |
1.0170 |
1.0170 |
1.0161 |
1.0177 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0147 |
| S1 |
1.0130 |
1.0130 |
1.0153 |
1.0137 |
| S2 |
1.0104 |
1.0104 |
1.0150 |
|
| S3 |
1.0064 |
1.0090 |
1.0146 |
|
| S4 |
1.0024 |
1.0050 |
1.0135 |
|
|
| 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 |
1.0193 |
1.0062 |
0.0131 |
1.3% |
0.0032 |
0.3% |
73% |
False |
False |
28 |
| 10 |
1.0211 |
0.9918 |
0.0293 |
2.9% |
0.0031 |
0.3% |
82% |
False |
False |
15 |
| 20 |
1.0211 |
0.9716 |
0.0495 |
4.9% |
0.0043 |
0.4% |
89% |
False |
False |
10 |
| 40 |
1.0211 |
0.9496 |
0.0715 |
7.0% |
0.0027 |
0.3% |
92% |
False |
False |
6 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.4% |
0.0018 |
0.2% |
69% |
False |
False |
5 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0014 |
0.1% |
77% |
False |
False |
4 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0011 |
0.1% |
77% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0327 |
|
2.618 |
1.0262 |
|
1.618 |
1.0222 |
|
1.000 |
1.0197 |
|
0.618 |
1.0182 |
|
HIGH |
1.0157 |
|
0.618 |
1.0142 |
|
0.500 |
1.0137 |
|
0.382 |
1.0132 |
|
LOW |
1.0117 |
|
0.618 |
1.0092 |
|
1.000 |
1.0077 |
|
1.618 |
1.0052 |
|
2.618 |
1.0012 |
|
4.250 |
0.9947 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0141 |
| PP |
1.0144 |
1.0125 |
| S1 |
1.0137 |
1.0110 |
|