CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0144 |
0.0004 |
0.0% |
1.0066 |
| High |
1.0200 |
1.0178 |
-0.0022 |
-0.2% |
1.0200 |
| Low |
1.0140 |
1.0080 |
-0.0060 |
-0.6% |
1.0064 |
| Close |
1.0167 |
1.0128 |
-0.0039 |
-0.4% |
1.0128 |
| Range |
0.0060 |
0.0098 |
0.0038 |
63.3% |
0.0136 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
19 |
93 |
74 |
389.5% |
223 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0373 |
1.0182 |
|
| R3 |
1.0325 |
1.0275 |
1.0155 |
|
| R2 |
1.0227 |
1.0227 |
1.0146 |
|
| R1 |
1.0177 |
1.0177 |
1.0137 |
1.0153 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0117 |
| S1 |
1.0079 |
1.0079 |
1.0119 |
1.0055 |
| S2 |
1.0031 |
1.0031 |
1.0110 |
|
| S3 |
0.9933 |
0.9981 |
1.0101 |
|
| S4 |
0.9835 |
0.9883 |
1.0074 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0469 |
1.0203 |
|
| R3 |
1.0403 |
1.0333 |
1.0165 |
|
| R2 |
1.0267 |
1.0267 |
1.0153 |
|
| R1 |
1.0197 |
1.0197 |
1.0140 |
1.0232 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0148 |
| S1 |
1.0061 |
1.0061 |
1.0116 |
1.0096 |
| S2 |
0.9995 |
0.9995 |
1.0103 |
|
| S3 |
0.9859 |
0.9925 |
1.0091 |
|
| S4 |
0.9723 |
0.9789 |
1.0053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0200 |
1.0064 |
0.0136 |
1.3% |
0.0049 |
0.5% |
47% |
False |
False |
44 |
| 10 |
1.0211 |
0.9998 |
0.0213 |
2.1% |
0.0050 |
0.5% |
61% |
False |
False |
35 |
| 20 |
1.0211 |
0.9741 |
0.0470 |
4.6% |
0.0040 |
0.4% |
82% |
False |
False |
21 |
| 40 |
1.0211 |
0.9496 |
0.0715 |
7.1% |
0.0032 |
0.3% |
88% |
False |
False |
10 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.5% |
0.0021 |
0.2% |
66% |
False |
False |
8 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0017 |
0.2% |
75% |
False |
False |
6 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0013 |
0.1% |
75% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0595 |
|
2.618 |
1.0435 |
|
1.618 |
1.0337 |
|
1.000 |
1.0276 |
|
0.618 |
1.0239 |
|
HIGH |
1.0178 |
|
0.618 |
1.0141 |
|
0.500 |
1.0129 |
|
0.382 |
1.0117 |
|
LOW |
1.0080 |
|
0.618 |
1.0019 |
|
1.000 |
0.9982 |
|
1.618 |
0.9921 |
|
2.618 |
0.9823 |
|
4.250 |
0.9664 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0129 |
1.0140 |
| PP |
1.0129 |
1.0136 |
| S1 |
1.0128 |
1.0132 |
|