CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0482 |
0.0017 |
0.2% |
1.0383 |
| High |
1.0465 |
1.0525 |
0.0060 |
0.6% |
1.0521 |
| Low |
1.0382 |
1.0455 |
0.0073 |
0.7% |
1.0286 |
| Close |
1.0442 |
1.0463 |
0.0021 |
0.2% |
1.0495 |
| Range |
0.0083 |
0.0070 |
-0.0013 |
-15.7% |
0.0235 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.2% |
0.0000 |
| Volume |
6 |
44 |
38 |
633.3% |
515 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0647 |
1.0502 |
|
| R3 |
1.0621 |
1.0577 |
1.0482 |
|
| R2 |
1.0551 |
1.0551 |
1.0476 |
|
| R1 |
1.0507 |
1.0507 |
1.0469 |
1.0494 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0475 |
| S1 |
1.0437 |
1.0437 |
1.0457 |
1.0424 |
| S2 |
1.0411 |
1.0411 |
1.0450 |
|
| S3 |
1.0341 |
1.0367 |
1.0444 |
|
| S4 |
1.0271 |
1.0297 |
1.0425 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1139 |
1.1052 |
1.0624 |
|
| R3 |
1.0904 |
1.0817 |
1.0560 |
|
| R2 |
1.0669 |
1.0669 |
1.0538 |
|
| R1 |
1.0582 |
1.0582 |
1.0517 |
1.0626 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0456 |
| S1 |
1.0347 |
1.0347 |
1.0473 |
1.0391 |
| S2 |
1.0199 |
1.0199 |
1.0452 |
|
| S3 |
0.9964 |
1.0112 |
1.0430 |
|
| S4 |
0.9729 |
0.9877 |
1.0366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0525 |
1.0308 |
0.0217 |
2.1% |
0.0084 |
0.8% |
71% |
True |
False |
99 |
| 10 |
1.0525 |
1.0211 |
0.0314 |
3.0% |
0.0065 |
0.6% |
80% |
True |
False |
74 |
| 20 |
1.0525 |
1.0062 |
0.0463 |
4.4% |
0.0061 |
0.6% |
87% |
True |
False |
67 |
| 40 |
1.0525 |
0.9716 |
0.0809 |
7.7% |
0.0049 |
0.5% |
92% |
True |
False |
35 |
| 60 |
1.0525 |
0.9496 |
0.1029 |
9.8% |
0.0035 |
0.3% |
94% |
True |
False |
24 |
| 80 |
1.0525 |
0.9496 |
0.1029 |
9.8% |
0.0026 |
0.3% |
94% |
True |
False |
18 |
| 100 |
1.0525 |
0.9172 |
0.1353 |
12.9% |
0.0021 |
0.2% |
95% |
True |
False |
16 |
| 120 |
1.0525 |
0.9172 |
0.1353 |
12.9% |
0.0018 |
0.2% |
95% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0823 |
|
2.618 |
1.0708 |
|
1.618 |
1.0638 |
|
1.000 |
1.0595 |
|
0.618 |
1.0568 |
|
HIGH |
1.0525 |
|
0.618 |
1.0498 |
|
0.500 |
1.0490 |
|
0.382 |
1.0482 |
|
LOW |
1.0455 |
|
0.618 |
1.0412 |
|
1.000 |
1.0385 |
|
1.618 |
1.0342 |
|
2.618 |
1.0272 |
|
4.250 |
1.0158 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0490 |
1.0460 |
| PP |
1.0481 |
1.0457 |
| S1 |
1.0472 |
1.0454 |
|