CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0383 |
1.0300 |
-0.0083 |
-0.8% |
1.0102 |
| High |
1.0383 |
1.0326 |
-0.0057 |
-0.5% |
1.0319 |
| Low |
1.0347 |
1.0286 |
-0.0061 |
-0.6% |
1.0102 |
| Close |
1.0370 |
1.0326 |
-0.0044 |
-0.4% |
1.0314 |
| Range |
0.0036 |
0.0040 |
0.0004 |
11.1% |
0.0217 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
38 |
31 |
-7 |
-18.4% |
426 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0419 |
1.0348 |
|
| R3 |
1.0393 |
1.0379 |
1.0337 |
|
| R2 |
1.0353 |
1.0353 |
1.0333 |
|
| R1 |
1.0339 |
1.0339 |
1.0330 |
1.0346 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0316 |
| S1 |
1.0299 |
1.0299 |
1.0322 |
1.0306 |
| S2 |
1.0273 |
1.0273 |
1.0319 |
|
| S3 |
1.0233 |
1.0259 |
1.0315 |
|
| S4 |
1.0193 |
1.0219 |
1.0304 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0896 |
1.0822 |
1.0433 |
|
| R3 |
1.0679 |
1.0605 |
1.0374 |
|
| R2 |
1.0462 |
1.0462 |
1.0354 |
|
| R1 |
1.0388 |
1.0388 |
1.0334 |
1.0425 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0264 |
| S1 |
1.0171 |
1.0171 |
1.0294 |
1.0208 |
| S2 |
1.0028 |
1.0028 |
1.0274 |
|
| S3 |
0.9811 |
0.9954 |
1.0254 |
|
| S4 |
0.9594 |
0.9737 |
1.0195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0383 |
1.0211 |
0.0172 |
1.7% |
0.0045 |
0.4% |
67% |
False |
False |
50 |
| 10 |
1.0383 |
1.0080 |
0.0303 |
2.9% |
0.0063 |
0.6% |
81% |
False |
False |
70 |
| 20 |
1.0383 |
0.9918 |
0.0465 |
4.5% |
0.0047 |
0.5% |
88% |
False |
False |
43 |
| 40 |
1.0383 |
0.9521 |
0.0862 |
8.3% |
0.0041 |
0.4% |
93% |
False |
False |
23 |
| 60 |
1.0454 |
0.9496 |
0.0958 |
9.3% |
0.0028 |
0.3% |
87% |
False |
False |
16 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0021 |
0.2% |
90% |
False |
False |
12 |
| 100 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0017 |
0.2% |
90% |
False |
False |
11 |
| 120 |
1.0454 |
0.9172 |
0.1282 |
12.4% |
0.0015 |
0.1% |
90% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0496 |
|
2.618 |
1.0431 |
|
1.618 |
1.0391 |
|
1.000 |
1.0366 |
|
0.618 |
1.0351 |
|
HIGH |
1.0326 |
|
0.618 |
1.0311 |
|
0.500 |
1.0306 |
|
0.382 |
1.0301 |
|
LOW |
1.0286 |
|
0.618 |
1.0261 |
|
1.000 |
1.0246 |
|
1.618 |
1.0221 |
|
2.618 |
1.0181 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0319 |
1.0322 |
| PP |
1.0313 |
1.0318 |
| S1 |
1.0306 |
1.0315 |
|