CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0383 |
0.0137 |
1.3% |
1.0102 |
| High |
1.0319 |
1.0383 |
0.0064 |
0.6% |
1.0319 |
| Low |
1.0246 |
1.0347 |
0.0101 |
1.0% |
1.0102 |
| Close |
1.0314 |
1.0370 |
0.0056 |
0.5% |
1.0314 |
| Range |
0.0073 |
0.0036 |
-0.0037 |
-50.7% |
0.0217 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
146 |
38 |
-108 |
-74.0% |
426 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0458 |
1.0390 |
|
| R3 |
1.0439 |
1.0422 |
1.0380 |
|
| R2 |
1.0403 |
1.0403 |
1.0377 |
|
| R1 |
1.0386 |
1.0386 |
1.0373 |
1.0377 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0362 |
| S1 |
1.0350 |
1.0350 |
1.0367 |
1.0341 |
| S2 |
1.0331 |
1.0331 |
1.0363 |
|
| S3 |
1.0295 |
1.0314 |
1.0360 |
|
| S4 |
1.0259 |
1.0278 |
1.0350 |
|
|
| 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 |
1.0383 |
1.0102 |
0.0281 |
2.7% |
0.0069 |
0.7% |
95% |
True |
False |
92 |
| 10 |
1.0383 |
1.0064 |
0.0319 |
3.1% |
0.0059 |
0.6% |
96% |
True |
False |
68 |
| 20 |
1.0383 |
0.9918 |
0.0465 |
4.5% |
0.0045 |
0.4% |
97% |
True |
False |
42 |
| 40 |
1.0383 |
0.9496 |
0.0887 |
8.6% |
0.0040 |
0.4% |
99% |
True |
False |
22 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.2% |
0.0027 |
0.3% |
91% |
False |
False |
16 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0020 |
0.2% |
93% |
False |
False |
12 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0017 |
0.2% |
93% |
False |
False |
11 |
| 120 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0015 |
0.1% |
93% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0536 |
|
2.618 |
1.0477 |
|
1.618 |
1.0441 |
|
1.000 |
1.0419 |
|
0.618 |
1.0405 |
|
HIGH |
1.0383 |
|
0.618 |
1.0369 |
|
0.500 |
1.0365 |
|
0.382 |
1.0361 |
|
LOW |
1.0347 |
|
0.618 |
1.0325 |
|
1.000 |
1.0311 |
|
1.618 |
1.0289 |
|
2.618 |
1.0253 |
|
4.250 |
1.0194 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0368 |
1.0347 |
| PP |
1.0367 |
1.0324 |
| S1 |
1.0365 |
1.0301 |
|