CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0445 |
1.0463 |
0.0018 |
0.2% |
1.0383 |
| High |
1.0521 |
1.0505 |
-0.0016 |
-0.2% |
1.0521 |
| Low |
1.0445 |
1.0463 |
0.0018 |
0.2% |
1.0286 |
| Close |
1.0466 |
1.0495 |
0.0029 |
0.3% |
1.0495 |
| Range |
0.0076 |
0.0042 |
-0.0034 |
-44.7% |
0.0235 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
66 |
49 |
-17 |
-25.8% |
515 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0614 |
1.0596 |
1.0518 |
|
| R3 |
1.0572 |
1.0554 |
1.0507 |
|
| R2 |
1.0530 |
1.0530 |
1.0503 |
|
| R1 |
1.0512 |
1.0512 |
1.0499 |
1.0521 |
| PP |
1.0488 |
1.0488 |
1.0488 |
1.0492 |
| S1 |
1.0470 |
1.0470 |
1.0491 |
1.0479 |
| S2 |
1.0446 |
1.0446 |
1.0487 |
|
| S3 |
1.0404 |
1.0428 |
1.0483 |
|
| S4 |
1.0362 |
1.0386 |
1.0472 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1052 |
1.0624 |
|
| R3 |
1.0904 |
1.0817 |
1.0560 |
|
| R2 |
1.0669 |
1.0669 |
1.0538 |
|
| R1 |
1.0582 |
1.0582 |
1.0517 |
1.0626 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0456 |
| S1 |
1.0347 |
1.0347 |
1.0473 |
1.0391 |
| S2 |
1.0199 |
1.0199 |
1.0452 |
|
| S3 |
0.9964 |
1.0112 |
1.0430 |
|
| S4 |
0.9729 |
0.9877 |
1.0366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0521 |
1.0286 |
0.0235 |
2.2% |
0.0069 |
0.7% |
89% |
False |
False |
103 |
| 10 |
1.0521 |
1.0080 |
0.0441 |
4.2% |
0.0075 |
0.7% |
94% |
False |
False |
103 |
| 20 |
1.0521 |
0.9958 |
0.0563 |
5.4% |
0.0058 |
0.6% |
95% |
False |
False |
65 |
| 40 |
1.0521 |
0.9716 |
0.0805 |
7.7% |
0.0045 |
0.4% |
97% |
False |
False |
34 |
| 60 |
1.0521 |
0.9496 |
0.1025 |
9.8% |
0.0032 |
0.3% |
97% |
False |
False |
23 |
| 80 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0024 |
0.2% |
98% |
False |
False |
18 |
| 100 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0020 |
0.2% |
98% |
False |
False |
15 |
| 120 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0018 |
0.2% |
98% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0615 |
|
1.618 |
1.0573 |
|
1.000 |
1.0547 |
|
0.618 |
1.0531 |
|
HIGH |
1.0505 |
|
0.618 |
1.0489 |
|
0.500 |
1.0484 |
|
0.382 |
1.0479 |
|
LOW |
1.0463 |
|
0.618 |
1.0437 |
|
1.000 |
1.0421 |
|
1.618 |
1.0395 |
|
2.618 |
1.0353 |
|
4.250 |
1.0285 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0491 |
1.0468 |
| PP |
1.0488 |
1.0441 |
| S1 |
1.0484 |
1.0415 |
|