CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0246 |
0.0008 |
0.1% |
1.0102 |
| High |
1.0255 |
1.0319 |
0.0064 |
0.6% |
1.0319 |
| Low |
1.0218 |
1.0246 |
0.0028 |
0.3% |
1.0102 |
| Close |
1.0239 |
1.0314 |
0.0075 |
0.7% |
1.0314 |
| Range |
0.0037 |
0.0073 |
0.0036 |
97.3% |
0.0217 |
| ATR |
0.0075 |
0.0076 |
0.0000 |
0.5% |
0.0000 |
| Volume |
3 |
146 |
143 |
4,766.7% |
426 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0486 |
1.0354 |
|
| R3 |
1.0439 |
1.0413 |
1.0334 |
|
| R2 |
1.0366 |
1.0366 |
1.0327 |
|
| R1 |
1.0340 |
1.0340 |
1.0321 |
1.0353 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0300 |
| S1 |
1.0267 |
1.0267 |
1.0307 |
1.0280 |
| S2 |
1.0220 |
1.0220 |
1.0301 |
|
| S3 |
1.0147 |
1.0194 |
1.0294 |
|
| S4 |
1.0074 |
1.0121 |
1.0274 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0896 |
1.0822 |
1.0433 |
|
| R3 |
1.0679 |
1.0605 |
1.0374 |
|
| R2 |
1.0462 |
1.0462 |
1.0354 |
|
| R1 |
1.0388 |
1.0388 |
1.0334 |
1.0425 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0264 |
| S1 |
1.0171 |
1.0171 |
1.0294 |
1.0208 |
| S2 |
1.0028 |
1.0028 |
1.0274 |
|
| S3 |
0.9811 |
0.9954 |
1.0254 |
|
| S4 |
0.9594 |
0.9737 |
1.0195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0319 |
1.0080 |
0.0239 |
2.3% |
0.0082 |
0.8% |
98% |
True |
False |
103 |
| 10 |
1.0319 |
1.0062 |
0.0257 |
2.5% |
0.0057 |
0.6% |
98% |
True |
False |
66 |
| 20 |
1.0319 |
0.9900 |
0.0419 |
4.1% |
0.0047 |
0.5% |
99% |
True |
False |
41 |
| 40 |
1.0319 |
0.9496 |
0.0823 |
8.0% |
0.0040 |
0.4% |
99% |
True |
False |
21 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.3% |
0.0027 |
0.3% |
85% |
False |
False |
15 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0020 |
0.2% |
89% |
False |
False |
12 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0016 |
0.2% |
89% |
False |
False |
10 |
| 120 |
1.0533 |
0.9172 |
0.1361 |
13.2% |
0.0015 |
0.1% |
84% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0510 |
|
1.618 |
1.0437 |
|
1.000 |
1.0392 |
|
0.618 |
1.0364 |
|
HIGH |
1.0319 |
|
0.618 |
1.0291 |
|
0.500 |
1.0283 |
|
0.382 |
1.0274 |
|
LOW |
1.0246 |
|
0.618 |
1.0201 |
|
1.000 |
1.0173 |
|
1.618 |
1.0128 |
|
2.618 |
1.0055 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0298 |
| PP |
1.0293 |
1.0281 |
| S1 |
1.0283 |
1.0265 |
|