CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0348 |
0.0048 |
0.5% |
1.0102 |
| High |
1.0326 |
1.0458 |
0.0132 |
1.3% |
1.0319 |
| Low |
1.0286 |
1.0308 |
0.0022 |
0.2% |
1.0102 |
| Close |
1.0326 |
1.0433 |
0.0107 |
1.0% |
1.0314 |
| Range |
0.0040 |
0.0150 |
0.0110 |
275.0% |
0.0217 |
| ATR |
0.0076 |
0.0081 |
0.0005 |
7.0% |
0.0000 |
| Volume |
31 |
331 |
300 |
967.7% |
426 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0850 |
1.0791 |
1.0516 |
|
| R3 |
1.0700 |
1.0641 |
1.0474 |
|
| R2 |
1.0550 |
1.0550 |
1.0461 |
|
| R1 |
1.0491 |
1.0491 |
1.0447 |
1.0521 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0414 |
| S1 |
1.0341 |
1.0341 |
1.0419 |
1.0371 |
| S2 |
1.0250 |
1.0250 |
1.0406 |
|
| S3 |
1.0100 |
1.0191 |
1.0392 |
|
| S4 |
0.9950 |
1.0041 |
1.0351 |
|
|
| 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 |
1.0458 |
1.0218 |
0.0240 |
2.3% |
0.0067 |
0.6% |
90% |
True |
False |
109 |
| 10 |
1.0458 |
1.0080 |
0.0378 |
3.6% |
0.0074 |
0.7% |
93% |
True |
False |
103 |
| 20 |
1.0458 |
0.9918 |
0.0540 |
5.2% |
0.0053 |
0.5% |
95% |
True |
False |
59 |
| 40 |
1.0458 |
0.9600 |
0.0858 |
8.2% |
0.0045 |
0.4% |
97% |
True |
False |
31 |
| 60 |
1.0458 |
0.9496 |
0.0962 |
9.2% |
0.0030 |
0.3% |
97% |
True |
False |
22 |
| 80 |
1.0458 |
0.9172 |
0.1286 |
12.3% |
0.0023 |
0.2% |
98% |
True |
False |
16 |
| 100 |
1.0458 |
0.9172 |
0.1286 |
12.3% |
0.0019 |
0.2% |
98% |
True |
False |
14 |
| 120 |
1.0458 |
0.9172 |
0.1286 |
12.3% |
0.0017 |
0.2% |
98% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.0851 |
|
1.618 |
1.0701 |
|
1.000 |
1.0608 |
|
0.618 |
1.0551 |
|
HIGH |
1.0458 |
|
0.618 |
1.0401 |
|
0.500 |
1.0383 |
|
0.382 |
1.0365 |
|
LOW |
1.0308 |
|
0.618 |
1.0215 |
|
1.000 |
1.0158 |
|
1.618 |
1.0065 |
|
2.618 |
0.9915 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0413 |
| PP |
1.0400 |
1.0392 |
| S1 |
1.0383 |
1.0372 |
|