CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0356 |
1.0328 |
-0.0028 |
-0.3% |
1.0647 |
| High |
1.0378 |
1.0355 |
-0.0023 |
-0.2% |
1.0651 |
| Low |
1.0224 |
1.0232 |
0.0008 |
0.1% |
1.0150 |
| Close |
1.0327 |
1.0341 |
0.0014 |
0.1% |
1.0343 |
| Range |
0.0154 |
0.0123 |
-0.0031 |
-20.1% |
0.0501 |
| ATR |
0.0187 |
0.0183 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
89,495 |
91,719 |
2,224 |
2.5% |
734,541 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0633 |
1.0409 |
|
| R3 |
1.0555 |
1.0510 |
1.0375 |
|
| R2 |
1.0432 |
1.0432 |
1.0364 |
|
| R1 |
1.0387 |
1.0387 |
1.0352 |
1.0410 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0321 |
| S1 |
1.0264 |
1.0264 |
1.0330 |
1.0287 |
| S2 |
1.0186 |
1.0186 |
1.0318 |
|
| S3 |
1.0063 |
1.0141 |
1.0307 |
|
| S4 |
0.9940 |
1.0018 |
1.0273 |
|
|
| 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 |
1.0393 |
1.0150 |
0.0243 |
2.3% |
0.0159 |
1.5% |
79% |
False |
False |
121,578 |
| 10 |
1.0687 |
1.0150 |
0.0537 |
5.2% |
0.0184 |
1.8% |
36% |
False |
False |
134,347 |
| 20 |
1.0687 |
0.9784 |
0.0903 |
8.7% |
0.0187 |
1.8% |
62% |
False |
False |
139,205 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0191 |
1.8% |
75% |
False |
False |
140,591 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0167 |
1.6% |
75% |
False |
False |
95,483 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0162 |
1.6% |
66% |
False |
False |
71,657 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0145 |
1.4% |
66% |
False |
False |
57,343 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0125 |
1.2% |
66% |
False |
False |
47,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0878 |
|
2.618 |
1.0677 |
|
1.618 |
1.0554 |
|
1.000 |
1.0478 |
|
0.618 |
1.0431 |
|
HIGH |
1.0355 |
|
0.618 |
1.0308 |
|
0.500 |
1.0294 |
|
0.382 |
1.0279 |
|
LOW |
1.0232 |
|
0.618 |
1.0156 |
|
1.000 |
1.0109 |
|
1.618 |
1.0033 |
|
2.618 |
0.9910 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0329 |
| PP |
1.0309 |
1.0317 |
| S1 |
1.0294 |
1.0306 |
|