CME Australian Dollar Future June 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 |
1.0211 |
1.0238 |
0.0027 |
0.3% |
1.0066 |
| High |
1.0252 |
1.0255 |
0.0003 |
0.0% |
1.0200 |
| Low |
1.0211 |
1.0218 |
0.0007 |
0.1% |
1.0064 |
| Close |
1.0252 |
1.0239 |
-0.0013 |
-0.1% |
1.0128 |
| Range |
0.0041 |
0.0037 |
-0.0004 |
-9.8% |
0.0136 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
35 |
3 |
-32 |
-91.4% |
223 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0331 |
1.0259 |
|
| R3 |
1.0311 |
1.0294 |
1.0249 |
|
| R2 |
1.0274 |
1.0274 |
1.0246 |
|
| R1 |
1.0257 |
1.0257 |
1.0242 |
1.0266 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0242 |
| S1 |
1.0220 |
1.0220 |
1.0236 |
1.0229 |
| S2 |
1.0200 |
1.0200 |
1.0232 |
|
| S3 |
1.0163 |
1.0183 |
1.0229 |
|
| S4 |
1.0126 |
1.0146 |
1.0219 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0469 |
1.0203 |
|
| R3 |
1.0403 |
1.0333 |
1.0165 |
|
| R2 |
1.0267 |
1.0267 |
1.0153 |
|
| R1 |
1.0197 |
1.0197 |
1.0140 |
1.0232 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0148 |
| S1 |
1.0061 |
1.0061 |
1.0116 |
1.0096 |
| S2 |
0.9995 |
0.9995 |
1.0103 |
|
| S3 |
0.9859 |
0.9925 |
1.0091 |
|
| S4 |
0.9723 |
0.9789 |
1.0053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0262 |
1.0080 |
0.0182 |
1.8% |
0.0079 |
0.8% |
87% |
False |
False |
78 |
| 10 |
1.0262 |
1.0062 |
0.0200 |
2.0% |
0.0055 |
0.5% |
89% |
False |
False |
55 |
| 20 |
1.0262 |
0.9790 |
0.0472 |
4.6% |
0.0049 |
0.5% |
95% |
False |
False |
34 |
| 40 |
1.0262 |
0.9496 |
0.0766 |
7.5% |
0.0038 |
0.4% |
97% |
False |
False |
17 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.4% |
0.0025 |
0.2% |
78% |
False |
False |
13 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.5% |
0.0019 |
0.2% |
83% |
False |
False |
10 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.5% |
0.0016 |
0.2% |
83% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0412 |
|
2.618 |
1.0352 |
|
1.618 |
1.0315 |
|
1.000 |
1.0292 |
|
0.618 |
1.0278 |
|
HIGH |
1.0255 |
|
0.618 |
1.0241 |
|
0.500 |
1.0237 |
|
0.382 |
1.0232 |
|
LOW |
1.0218 |
|
0.618 |
1.0195 |
|
1.000 |
1.0181 |
|
1.618 |
1.0158 |
|
2.618 |
1.0121 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0238 |
1.0220 |
| PP |
1.0237 |
1.0201 |
| S1 |
1.0237 |
1.0182 |
|