CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0463 |
1.0465 |
0.0002 |
0.0% |
1.0383 |
| High |
1.0505 |
1.0465 |
-0.0040 |
-0.4% |
1.0521 |
| Low |
1.0463 |
1.0382 |
-0.0081 |
-0.8% |
1.0286 |
| Close |
1.0495 |
1.0442 |
-0.0053 |
-0.5% |
1.0495 |
| Range |
0.0042 |
0.0083 |
0.0041 |
97.6% |
0.0235 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
3.1% |
0.0000 |
| Volume |
49 |
6 |
-43 |
-87.8% |
515 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0643 |
1.0488 |
|
| R3 |
1.0596 |
1.0560 |
1.0465 |
|
| R2 |
1.0513 |
1.0513 |
1.0457 |
|
| R1 |
1.0477 |
1.0477 |
1.0450 |
1.0454 |
| PP |
1.0430 |
1.0430 |
1.0430 |
1.0418 |
| S1 |
1.0394 |
1.0394 |
1.0434 |
1.0371 |
| S2 |
1.0347 |
1.0347 |
1.0427 |
|
| S3 |
1.0264 |
1.0311 |
1.0419 |
|
| S4 |
1.0181 |
1.0228 |
1.0396 |
|
|
| 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 |
2.3% |
0.0078 |
0.7% |
66% |
False |
False |
96 |
| 10 |
1.0521 |
1.0102 |
0.0419 |
4.0% |
0.0074 |
0.7% |
81% |
False |
False |
94 |
| 20 |
1.0521 |
0.9998 |
0.0523 |
5.0% |
0.0062 |
0.6% |
85% |
False |
False |
65 |
| 40 |
1.0521 |
0.9716 |
0.0805 |
7.7% |
0.0048 |
0.5% |
90% |
False |
False |
34 |
| 60 |
1.0521 |
0.9496 |
0.1025 |
9.8% |
0.0034 |
0.3% |
92% |
False |
False |
24 |
| 80 |
1.0521 |
0.9409 |
0.1112 |
10.6% |
0.0025 |
0.2% |
93% |
False |
False |
18 |
| 100 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0021 |
0.2% |
94% |
False |
False |
15 |
| 120 |
1.0521 |
0.9172 |
0.1349 |
12.9% |
0.0017 |
0.2% |
94% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0682 |
|
1.618 |
1.0599 |
|
1.000 |
1.0548 |
|
0.618 |
1.0516 |
|
HIGH |
1.0465 |
|
0.618 |
1.0433 |
|
0.500 |
1.0424 |
|
0.382 |
1.0414 |
|
LOW |
1.0382 |
|
0.618 |
1.0331 |
|
1.000 |
1.0299 |
|
1.618 |
1.0248 |
|
2.618 |
1.0165 |
|
4.250 |
1.0029 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0452 |
| PP |
1.0430 |
1.0448 |
| S1 |
1.0424 |
1.0445 |
|