CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0211 |
0.0109 |
1.1% |
1.0066 |
| High |
1.0262 |
1.0252 |
-0.0010 |
-0.1% |
1.0200 |
| Low |
1.0102 |
1.0211 |
0.0109 |
1.1% |
1.0064 |
| Close |
1.0206 |
1.0252 |
0.0046 |
0.5% |
1.0128 |
| Range |
0.0160 |
0.0041 |
-0.0119 |
-74.4% |
0.0136 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
242 |
35 |
-207 |
-85.5% |
223 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0348 |
1.0275 |
|
| R3 |
1.0320 |
1.0307 |
1.0263 |
|
| R2 |
1.0279 |
1.0279 |
1.0260 |
|
| R1 |
1.0266 |
1.0266 |
1.0256 |
1.0273 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0242 |
| S1 |
1.0225 |
1.0225 |
1.0248 |
1.0232 |
| S2 |
1.0197 |
1.0197 |
1.0244 |
|
| S3 |
1.0156 |
1.0184 |
1.0241 |
|
| S4 |
1.0115 |
1.0143 |
1.0229 |
|
|
| 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% |
0.0081 |
0.8% |
95% |
False |
False |
97 |
| 10 |
1.0262 |
1.0062 |
0.0200 |
2.0% |
0.0056 |
0.5% |
95% |
False |
False |
62 |
| 20 |
1.0262 |
0.9744 |
0.0518 |
5.1% |
0.0049 |
0.5% |
98% |
False |
False |
34 |
| 40 |
1.0262 |
0.9496 |
0.0766 |
7.5% |
0.0037 |
0.4% |
99% |
False |
False |
17 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.3% |
0.0025 |
0.2% |
79% |
False |
False |
13 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.5% |
0.0019 |
0.2% |
84% |
False |
False |
10 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.5% |
0.0015 |
0.1% |
84% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0426 |
|
2.618 |
1.0359 |
|
1.618 |
1.0318 |
|
1.000 |
1.0293 |
|
0.618 |
1.0277 |
|
HIGH |
1.0252 |
|
0.618 |
1.0236 |
|
0.500 |
1.0232 |
|
0.382 |
1.0227 |
|
LOW |
1.0211 |
|
0.618 |
1.0186 |
|
1.000 |
1.0170 |
|
1.618 |
1.0145 |
|
2.618 |
1.0104 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0245 |
1.0225 |
| PP |
1.0238 |
1.0198 |
| S1 |
1.0232 |
1.0171 |
|