CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0140 |
0.0029 |
0.3% |
1.0184 |
| High |
1.0152 |
1.0200 |
0.0048 |
0.5% |
1.0211 |
| Low |
1.0108 |
1.0140 |
0.0032 |
0.3% |
1.0062 |
| Close |
1.0134 |
1.0167 |
0.0033 |
0.3% |
1.0066 |
| Range |
0.0044 |
0.0060 |
0.0016 |
36.4% |
0.0149 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
96 |
19 |
-77 |
-80.2% |
132 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0318 |
1.0200 |
|
| R3 |
1.0289 |
1.0258 |
1.0184 |
|
| R2 |
1.0229 |
1.0229 |
1.0178 |
|
| R1 |
1.0198 |
1.0198 |
1.0173 |
1.0214 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0177 |
| S1 |
1.0138 |
1.0138 |
1.0162 |
1.0154 |
| S2 |
1.0109 |
1.0109 |
1.0156 |
|
| S3 |
1.0049 |
1.0078 |
1.0151 |
|
| S4 |
0.9989 |
1.0018 |
1.0134 |
|
|
| 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 |
1.0200 |
1.0062 |
0.0138 |
1.4% |
0.0033 |
0.3% |
76% |
True |
False |
28 |
| 10 |
1.0211 |
0.9958 |
0.0253 |
2.5% |
0.0040 |
0.4% |
83% |
False |
False |
26 |
| 20 |
1.0211 |
0.9716 |
0.0495 |
4.9% |
0.0042 |
0.4% |
91% |
False |
False |
16 |
| 40 |
1.0211 |
0.9496 |
0.0715 |
7.0% |
0.0029 |
0.3% |
94% |
False |
False |
8 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.4% |
0.0020 |
0.2% |
70% |
False |
False |
6 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0015 |
0.2% |
78% |
False |
False |
5 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0012 |
0.1% |
78% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0455 |
|
2.618 |
1.0357 |
|
1.618 |
1.0297 |
|
1.000 |
1.0260 |
|
0.618 |
1.0237 |
|
HIGH |
1.0200 |
|
0.618 |
1.0177 |
|
0.500 |
1.0170 |
|
0.382 |
1.0163 |
|
LOW |
1.0140 |
|
0.618 |
1.0103 |
|
1.000 |
1.0080 |
|
1.618 |
1.0043 |
|
2.618 |
0.9983 |
|
4.250 |
0.9885 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0170 |
1.0163 |
| PP |
1.0169 |
1.0158 |
| S1 |
1.0168 |
1.0154 |
|