CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0356 |
0.0006 |
0.1% |
1.0647 |
| High |
1.0387 |
1.0378 |
-0.0009 |
-0.1% |
1.0651 |
| Low |
1.0262 |
1.0224 |
-0.0038 |
-0.4% |
1.0150 |
| Close |
1.0343 |
1.0327 |
-0.0016 |
-0.2% |
1.0343 |
| Range |
0.0125 |
0.0154 |
0.0029 |
23.2% |
0.0501 |
| ATR |
0.0190 |
0.0187 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
108,692 |
89,495 |
-19,197 |
-17.7% |
734,541 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0703 |
1.0412 |
|
| R3 |
1.0618 |
1.0549 |
1.0369 |
|
| R2 |
1.0464 |
1.0464 |
1.0355 |
|
| R1 |
1.0395 |
1.0395 |
1.0341 |
1.0353 |
| PP |
1.0310 |
1.0310 |
1.0310 |
1.0288 |
| S1 |
1.0241 |
1.0241 |
1.0313 |
1.0199 |
| S2 |
1.0156 |
1.0156 |
1.0299 |
|
| S3 |
1.0002 |
1.0087 |
1.0285 |
|
| S4 |
0.9848 |
0.9933 |
1.0242 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1884 |
1.1615 |
1.0619 |
|
| R3 |
1.1383 |
1.1114 |
1.0481 |
|
| R2 |
1.0882 |
1.0882 |
1.0435 |
|
| R1 |
1.0613 |
1.0613 |
1.0389 |
1.0497 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0324 |
| S1 |
1.0112 |
1.0112 |
1.0297 |
0.9996 |
| S2 |
0.9880 |
0.9880 |
1.0251 |
|
| S3 |
0.9379 |
0.9611 |
1.0205 |
|
| S4 |
0.8878 |
0.9110 |
1.0067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0507 |
1.0150 |
0.0357 |
3.5% |
0.0193 |
1.9% |
50% |
False |
False |
139,144 |
| 10 |
1.0687 |
1.0150 |
0.0537 |
5.2% |
0.0182 |
1.8% |
33% |
False |
False |
141,048 |
| 20 |
1.0687 |
0.9784 |
0.0903 |
8.7% |
0.0186 |
1.8% |
60% |
False |
False |
140,313 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0191 |
1.8% |
74% |
False |
False |
139,004 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0167 |
1.6% |
74% |
False |
False |
93,956 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0161 |
1.6% |
65% |
False |
False |
70,512 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0144 |
1.4% |
65% |
False |
False |
56,427 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0124 |
1.2% |
65% |
False |
False |
47,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0781 |
|
1.618 |
1.0627 |
|
1.000 |
1.0532 |
|
0.618 |
1.0473 |
|
HIGH |
1.0378 |
|
0.618 |
1.0319 |
|
0.500 |
1.0301 |
|
0.382 |
1.0283 |
|
LOW |
1.0224 |
|
0.618 |
1.0129 |
|
1.000 |
1.0070 |
|
1.618 |
0.9975 |
|
2.618 |
0.9821 |
|
4.250 |
0.9570 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0318 |
1.0309 |
| PP |
1.0310 |
1.0290 |
| S1 |
1.0301 |
1.0272 |
|