CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0445 |
0.0097 |
0.9% |
1.0102 |
| High |
1.0458 |
1.0521 |
0.0063 |
0.6% |
1.0319 |
| Low |
1.0308 |
1.0445 |
0.0137 |
1.3% |
1.0102 |
| Close |
1.0433 |
1.0466 |
0.0033 |
0.3% |
1.0314 |
| Range |
0.0150 |
0.0076 |
-0.0074 |
-49.3% |
0.0217 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.6% |
0.0000 |
| Volume |
331 |
66 |
-265 |
-80.1% |
426 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0662 |
1.0508 |
|
| R3 |
1.0629 |
1.0586 |
1.0487 |
|
| R2 |
1.0553 |
1.0553 |
1.0480 |
|
| R1 |
1.0510 |
1.0510 |
1.0473 |
1.0532 |
| PP |
1.0477 |
1.0477 |
1.0477 |
1.0488 |
| S1 |
1.0434 |
1.0434 |
1.0459 |
1.0456 |
| S2 |
1.0401 |
1.0401 |
1.0452 |
|
| S3 |
1.0325 |
1.0358 |
1.0445 |
|
| S4 |
1.0249 |
1.0282 |
1.0424 |
|
|
| 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 |
1.0521 |
1.0246 |
0.0275 |
2.6% |
0.0075 |
0.7% |
80% |
True |
False |
122 |
| 10 |
1.0521 |
1.0080 |
0.0441 |
4.2% |
0.0077 |
0.7% |
88% |
True |
False |
100 |
| 20 |
1.0521 |
0.9918 |
0.0603 |
5.8% |
0.0056 |
0.5% |
91% |
True |
False |
62 |
| 40 |
1.0521 |
0.9716 |
0.0805 |
7.7% |
0.0044 |
0.4% |
93% |
True |
False |
33 |
| 60 |
1.0521 |
0.9496 |
0.1025 |
9.8% |
0.0032 |
0.3% |
95% |
True |
False |
23 |
| 80 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0024 |
0.2% |
96% |
True |
False |
17 |
| 100 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0019 |
0.2% |
96% |
True |
False |
15 |
| 120 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0017 |
0.2% |
96% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0844 |
|
2.618 |
1.0720 |
|
1.618 |
1.0644 |
|
1.000 |
1.0597 |
|
0.618 |
1.0568 |
|
HIGH |
1.0521 |
|
0.618 |
1.0492 |
|
0.500 |
1.0483 |
|
0.382 |
1.0474 |
|
LOW |
1.0445 |
|
0.618 |
1.0398 |
|
1.000 |
1.0369 |
|
1.618 |
1.0322 |
|
2.618 |
1.0246 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0483 |
1.0445 |
| PP |
1.0477 |
1.0424 |
| S1 |
1.0472 |
1.0404 |
|