CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9521 |
0.9600 |
0.0079 |
0.8% |
0.9642 |
| High |
0.9521 |
0.9701 |
0.0180 |
1.9% |
0.9646 |
| Low |
0.9521 |
0.9600 |
0.0079 |
0.8% |
0.9496 |
| Close |
0.9521 |
0.9701 |
0.0180 |
1.9% |
0.9521 |
| Range |
0.0000 |
0.0101 |
0.0101 |
|
0.0150 |
| ATR |
0.0084 |
0.0091 |
0.0007 |
8.2% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
2 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9937 |
0.9757 |
|
| R3 |
0.9869 |
0.9836 |
0.9729 |
|
| R2 |
0.9768 |
0.9768 |
0.9720 |
|
| R1 |
0.9735 |
0.9735 |
0.9710 |
0.9752 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9676 |
| S1 |
0.9634 |
0.9634 |
0.9692 |
0.9651 |
| S2 |
0.9566 |
0.9566 |
0.9682 |
|
| S3 |
0.9465 |
0.9533 |
0.9673 |
|
| S4 |
0.9364 |
0.9432 |
0.9645 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9913 |
0.9604 |
|
| R3 |
0.9854 |
0.9763 |
0.9562 |
|
| R2 |
0.9704 |
0.9704 |
0.9549 |
|
| R1 |
0.9613 |
0.9613 |
0.9535 |
0.9584 |
| PP |
0.9554 |
0.9554 |
0.9554 |
0.9540 |
| S1 |
0.9463 |
0.9463 |
0.9507 |
0.9434 |
| S2 |
0.9404 |
0.9404 |
0.9494 |
|
| S3 |
0.9254 |
0.9313 |
0.9480 |
|
| S4 |
0.9104 |
0.9163 |
0.9439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9701 |
0.9496 |
0.0205 |
2.1% |
0.0022 |
0.2% |
100% |
True |
False |
|
| 10 |
0.9978 |
0.9496 |
0.0482 |
5.0% |
0.0011 |
0.1% |
43% |
False |
False |
2 |
| 20 |
1.0331 |
0.9496 |
0.0835 |
8.6% |
0.0006 |
0.1% |
25% |
False |
False |
3 |
| 40 |
1.0454 |
0.9172 |
0.1282 |
13.2% |
0.0003 |
0.0% |
41% |
False |
False |
2 |
| 60 |
1.0454 |
0.9172 |
0.1282 |
13.2% |
0.0003 |
0.0% |
41% |
False |
False |
3 |
| 80 |
1.0454 |
0.9172 |
0.1282 |
13.2% |
0.0004 |
0.0% |
41% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0130 |
|
2.618 |
0.9965 |
|
1.618 |
0.9864 |
|
1.000 |
0.9802 |
|
0.618 |
0.9763 |
|
HIGH |
0.9701 |
|
0.618 |
0.9662 |
|
0.500 |
0.9651 |
|
0.382 |
0.9639 |
|
LOW |
0.9600 |
|
0.618 |
0.9538 |
|
1.000 |
0.9499 |
|
1.618 |
0.9437 |
|
2.618 |
0.9336 |
|
4.250 |
0.9171 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9667 |
| PP |
0.9667 |
0.9633 |
| S1 |
0.9651 |
0.9599 |
|