CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0102 |
-0.0042 |
-0.4% |
1.0066 |
| High |
1.0178 |
1.0262 |
0.0084 |
0.8% |
1.0200 |
| Low |
1.0080 |
1.0102 |
0.0022 |
0.2% |
1.0064 |
| Close |
1.0128 |
1.0206 |
0.0078 |
0.8% |
1.0128 |
| Range |
0.0098 |
0.0160 |
0.0062 |
63.3% |
0.0136 |
| ATR |
0.0074 |
0.0081 |
0.0006 |
8.2% |
0.0000 |
| Volume |
93 |
242 |
149 |
160.2% |
223 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0598 |
1.0294 |
|
| R3 |
1.0510 |
1.0438 |
1.0250 |
|
| R2 |
1.0350 |
1.0350 |
1.0235 |
|
| R1 |
1.0278 |
1.0278 |
1.0221 |
1.0314 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0208 |
| S1 |
1.0118 |
1.0118 |
1.0191 |
1.0154 |
| S2 |
1.0030 |
1.0030 |
1.0177 |
|
| S3 |
0.9870 |
0.9958 |
1.0162 |
|
| S4 |
0.9710 |
0.9798 |
1.0118 |
|
|
| 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 |
1.0262 |
1.0080 |
0.0182 |
1.8% |
0.0080 |
0.8% |
69% |
True |
False |
90 |
| 10 |
1.0262 |
1.0062 |
0.0200 |
2.0% |
0.0057 |
0.6% |
72% |
True |
False |
59 |
| 20 |
1.0262 |
0.9744 |
0.0518 |
5.1% |
0.0047 |
0.5% |
89% |
True |
False |
32 |
| 40 |
1.0262 |
0.9496 |
0.0766 |
7.5% |
0.0036 |
0.4% |
93% |
True |
False |
16 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.4% |
0.0024 |
0.2% |
74% |
False |
False |
12 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0018 |
0.2% |
81% |
False |
False |
9 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.6% |
0.0015 |
0.1% |
81% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0681 |
|
1.618 |
1.0521 |
|
1.000 |
1.0422 |
|
0.618 |
1.0361 |
|
HIGH |
1.0262 |
|
0.618 |
1.0201 |
|
0.500 |
1.0182 |
|
0.382 |
1.0163 |
|
LOW |
1.0102 |
|
0.618 |
1.0003 |
|
1.000 |
0.9942 |
|
1.618 |
0.9843 |
|
2.618 |
0.9683 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0194 |
| PP |
1.0190 |
1.0183 |
| S1 |
1.0182 |
1.0171 |
|