CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0348 |
0.0047 |
0.5% |
1.0127 |
| High |
1.0367 |
1.0366 |
-0.0001 |
0.0% |
1.0305 |
| Low |
1.0287 |
1.0303 |
0.0016 |
0.2% |
1.0065 |
| Close |
1.0347 |
1.0333 |
-0.0014 |
-0.1% |
1.0222 |
| Range |
0.0080 |
0.0063 |
-0.0017 |
-21.3% |
0.0240 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
121,716 |
94,175 |
-27,541 |
-22.6% |
493,158 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0491 |
1.0368 |
|
| R3 |
1.0460 |
1.0428 |
1.0350 |
|
| R2 |
1.0397 |
1.0397 |
1.0345 |
|
| R1 |
1.0365 |
1.0365 |
1.0339 |
1.0350 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0326 |
| S1 |
1.0302 |
1.0302 |
1.0327 |
1.0287 |
| S2 |
1.0271 |
1.0271 |
1.0321 |
|
| S3 |
1.0208 |
1.0239 |
1.0316 |
|
| S4 |
1.0145 |
1.0176 |
1.0298 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0810 |
1.0354 |
|
| R3 |
1.0677 |
1.0570 |
1.0288 |
|
| R2 |
1.0437 |
1.0437 |
1.0266 |
|
| R1 |
1.0330 |
1.0330 |
1.0244 |
1.0384 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0224 |
| S1 |
1.0090 |
1.0090 |
1.0200 |
1.0144 |
| S2 |
0.9957 |
0.9957 |
1.0178 |
|
| S3 |
0.9717 |
0.9850 |
1.0156 |
|
| S4 |
0.9477 |
0.9610 |
1.0090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0377 |
1.0158 |
0.0219 |
2.1% |
0.0114 |
1.1% |
80% |
False |
False |
89,935 |
| 10 |
1.0377 |
1.0065 |
0.0312 |
3.0% |
0.0107 |
1.0% |
86% |
False |
False |
92,247 |
| 20 |
1.0377 |
0.9796 |
0.0581 |
5.6% |
0.0113 |
1.1% |
92% |
False |
False |
76,818 |
| 40 |
1.0377 |
0.9548 |
0.0829 |
8.0% |
0.0131 |
1.3% |
95% |
False |
False |
48,292 |
| 60 |
1.0569 |
0.9548 |
0.1021 |
9.9% |
0.0133 |
1.3% |
77% |
False |
False |
32,246 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
12.9% |
0.0131 |
1.3% |
82% |
False |
False |
24,200 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
12.9% |
0.0112 |
1.1% |
82% |
False |
False |
19,363 |
| 120 |
1.0692 |
0.9233 |
0.1459 |
14.1% |
0.0094 |
0.9% |
75% |
False |
False |
16,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0634 |
|
2.618 |
1.0531 |
|
1.618 |
1.0468 |
|
1.000 |
1.0429 |
|
0.618 |
1.0405 |
|
HIGH |
1.0366 |
|
0.618 |
1.0342 |
|
0.500 |
1.0335 |
|
0.382 |
1.0327 |
|
LOW |
1.0303 |
|
0.618 |
1.0264 |
|
1.000 |
1.0240 |
|
1.618 |
1.0201 |
|
2.618 |
1.0138 |
|
4.250 |
1.0035 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0335 |
1.0315 |
| PP |
1.0334 |
1.0297 |
| S1 |
1.0334 |
1.0279 |
|