CME Australian Dollar Future March 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 |
1.0460 |
1.0424 |
-0.0036 |
-0.3% |
1.0222 |
| High |
1.0468 |
1.0560 |
0.0092 |
0.9% |
1.0425 |
| Low |
1.0365 |
1.0385 |
0.0020 |
0.2% |
1.0181 |
| Close |
1.0421 |
1.0530 |
0.0109 |
1.0% |
1.0409 |
| Range |
0.0103 |
0.0175 |
0.0072 |
69.9% |
0.0244 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.5% |
0.0000 |
| Volume |
113,766 |
150,453 |
36,687 |
32.2% |
333,527 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0948 |
1.0626 |
|
| R3 |
1.0842 |
1.0773 |
1.0578 |
|
| R2 |
1.0667 |
1.0667 |
1.0562 |
|
| R1 |
1.0598 |
1.0598 |
1.0546 |
1.0633 |
| PP |
1.0492 |
1.0492 |
1.0492 |
1.0509 |
| S1 |
1.0423 |
1.0423 |
1.0514 |
1.0458 |
| S2 |
1.0317 |
1.0317 |
1.0498 |
|
| S3 |
1.0142 |
1.0248 |
1.0482 |
|
| S4 |
0.9967 |
1.0073 |
1.0434 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1070 |
1.0984 |
1.0543 |
|
| R3 |
1.0826 |
1.0740 |
1.0476 |
|
| R2 |
1.0582 |
1.0582 |
1.0454 |
|
| R1 |
1.0496 |
1.0496 |
1.0431 |
1.0539 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0360 |
| S1 |
1.0252 |
1.0252 |
1.0387 |
1.0295 |
| S2 |
1.0094 |
1.0094 |
1.0364 |
|
| S3 |
0.9850 |
1.0008 |
1.0342 |
|
| S4 |
0.9606 |
0.9764 |
1.0275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0560 |
1.0303 |
0.0257 |
2.4% |
0.0113 |
1.1% |
88% |
True |
False |
115,413 |
| 10 |
1.0560 |
1.0158 |
0.0402 |
3.8% |
0.0114 |
1.1% |
93% |
True |
False |
101,950 |
| 20 |
1.0560 |
0.9957 |
0.0603 |
5.7% |
0.0113 |
1.1% |
95% |
True |
False |
86,792 |
| 40 |
1.0560 |
0.9678 |
0.0882 |
8.4% |
0.0131 |
1.2% |
97% |
True |
False |
60,336 |
| 60 |
1.0560 |
0.9548 |
0.1012 |
9.6% |
0.0131 |
1.2% |
97% |
True |
False |
40,289 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0132 |
1.3% |
97% |
False |
False |
30,234 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0117 |
1.1% |
97% |
False |
False |
24,191 |
| 120 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0098 |
0.9% |
97% |
False |
False |
20,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1018 |
|
1.618 |
1.0843 |
|
1.000 |
1.0735 |
|
0.618 |
1.0668 |
|
HIGH |
1.0560 |
|
0.618 |
1.0493 |
|
0.500 |
1.0473 |
|
0.382 |
1.0452 |
|
LOW |
1.0385 |
|
0.618 |
1.0277 |
|
1.000 |
1.0210 |
|
1.618 |
1.0102 |
|
2.618 |
0.9927 |
|
4.250 |
0.9641 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0511 |
1.0508 |
| PP |
1.0492 |
1.0485 |
| S1 |
1.0473 |
1.0463 |
|