CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0121 |
-0.0047 |
-0.5% |
1.0001 |
| High |
1.0193 |
1.0121 |
-0.0072 |
-0.7% |
1.0088 |
| Low |
1.0144 |
1.0070 |
-0.0074 |
-0.7% |
0.9918 |
| Close |
1.0192 |
1.0096 |
-0.0096 |
-0.9% |
1.0088 |
| Range |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0170 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.8% |
0.0000 |
| Volume |
76 |
40 |
-36 |
-47.4% |
8 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0223 |
1.0124 |
|
| R3 |
1.0198 |
1.0172 |
1.0110 |
|
| R2 |
1.0147 |
1.0147 |
1.0105 |
|
| R1 |
1.0121 |
1.0121 |
1.0101 |
1.0109 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0089 |
| S1 |
1.0070 |
1.0070 |
1.0091 |
1.0058 |
| S2 |
1.0045 |
1.0045 |
1.0087 |
|
| S3 |
0.9994 |
1.0019 |
1.0082 |
|
| S4 |
0.9943 |
0.9968 |
1.0068 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0485 |
1.0182 |
|
| R3 |
1.0371 |
1.0315 |
1.0135 |
|
| R2 |
1.0201 |
1.0201 |
1.0119 |
|
| R1 |
1.0145 |
1.0145 |
1.0104 |
1.0173 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0046 |
| S1 |
0.9975 |
0.9975 |
1.0072 |
1.0003 |
| S2 |
0.9861 |
0.9861 |
1.0057 |
|
| S3 |
0.9691 |
0.9805 |
1.0041 |
|
| S4 |
0.9521 |
0.9635 |
0.9995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0211 |
0.9958 |
0.0253 |
2.5% |
0.0048 |
0.5% |
55% |
False |
False |
24 |
| 10 |
1.0211 |
0.9900 |
0.0311 |
3.1% |
0.0036 |
0.4% |
63% |
False |
False |
17 |
| 20 |
1.0211 |
0.9716 |
0.0495 |
4.9% |
0.0042 |
0.4% |
77% |
False |
False |
9 |
| 40 |
1.0211 |
0.9496 |
0.0715 |
7.1% |
0.0025 |
0.3% |
84% |
False |
False |
6 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.5% |
0.0017 |
0.2% |
63% |
False |
False |
4 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0013 |
0.1% |
72% |
False |
False |
5 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0011 |
0.1% |
72% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0338 |
|
2.618 |
1.0255 |
|
1.618 |
1.0204 |
|
1.000 |
1.0172 |
|
0.618 |
1.0153 |
|
HIGH |
1.0121 |
|
0.618 |
1.0102 |
|
0.500 |
1.0096 |
|
0.382 |
1.0089 |
|
LOW |
1.0070 |
|
0.618 |
1.0038 |
|
1.000 |
1.0019 |
|
1.618 |
0.9987 |
|
2.618 |
0.9936 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0141 |
| PP |
1.0096 |
1.0126 |
| S1 |
1.0096 |
1.0111 |
|