CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0110 |
0.0030 |
0.3% |
1.0356 |
| High |
1.0164 |
1.0261 |
0.0097 |
1.0% |
1.0378 |
| Low |
1.0008 |
1.0062 |
0.0054 |
0.5% |
1.0008 |
| Close |
1.0085 |
1.0244 |
0.0159 |
1.6% |
1.0244 |
| Range |
0.0156 |
0.0199 |
0.0043 |
27.6% |
0.0370 |
| ATR |
0.0186 |
0.0187 |
0.0001 |
0.5% |
0.0000 |
| Volume |
140,527 |
80,786 |
-59,741 |
-42.5% |
554,581 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0786 |
1.0714 |
1.0353 |
|
| R3 |
1.0587 |
1.0515 |
1.0299 |
|
| R2 |
1.0388 |
1.0388 |
1.0280 |
|
| R1 |
1.0316 |
1.0316 |
1.0262 |
1.0352 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0207 |
| S1 |
1.0117 |
1.0117 |
1.0226 |
1.0153 |
| S2 |
0.9990 |
0.9990 |
1.0208 |
|
| S3 |
0.9791 |
0.9918 |
1.0189 |
|
| S4 |
0.9592 |
0.9719 |
1.0135 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1152 |
1.0448 |
|
| R3 |
1.0950 |
1.0782 |
1.0346 |
|
| R2 |
1.0580 |
1.0580 |
1.0312 |
|
| R1 |
1.0412 |
1.0412 |
1.0278 |
1.0311 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0160 |
| S1 |
1.0042 |
1.0042 |
1.0210 |
0.9941 |
| S2 |
0.9840 |
0.9840 |
1.0176 |
|
| S3 |
0.9470 |
0.9672 |
1.0142 |
|
| S4 |
0.9100 |
0.9302 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0378 |
1.0008 |
0.0370 |
3.6% |
0.0178 |
1.7% |
64% |
False |
False |
110,916 |
| 10 |
1.0651 |
1.0008 |
0.0643 |
6.3% |
0.0191 |
1.9% |
37% |
False |
False |
128,912 |
| 20 |
1.0687 |
1.0008 |
0.0679 |
6.6% |
0.0184 |
1.8% |
35% |
False |
False |
136,508 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0195 |
1.9% |
68% |
False |
False |
144,338 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0172 |
1.7% |
68% |
False |
False |
101,701 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0166 |
1.6% |
60% |
False |
False |
76,319 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0149 |
1.5% |
60% |
False |
False |
61,075 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0131 |
1.3% |
60% |
False |
False |
50,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1107 |
|
2.618 |
1.0782 |
|
1.618 |
1.0583 |
|
1.000 |
1.0460 |
|
0.618 |
1.0384 |
|
HIGH |
1.0261 |
|
0.618 |
1.0185 |
|
0.500 |
1.0162 |
|
0.382 |
1.0138 |
|
LOW |
1.0062 |
|
0.618 |
0.9939 |
|
1.000 |
0.9863 |
|
1.618 |
0.9740 |
|
2.618 |
0.9541 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0217 |
1.0223 |
| PP |
1.0189 |
1.0202 |
| S1 |
1.0162 |
1.0181 |
|