CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0161 |
-0.0107 |
-1.0% |
1.0356 |
| High |
1.0299 |
1.0186 |
-0.0113 |
-1.1% |
1.0378 |
| Low |
1.0118 |
1.0071 |
-0.0047 |
-0.5% |
1.0008 |
| Close |
1.0128 |
1.0151 |
0.0023 |
0.2% |
1.0244 |
| Range |
0.0181 |
0.0115 |
-0.0066 |
-36.5% |
0.0370 |
| ATR |
0.0186 |
0.0181 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
89,174 |
89,281 |
107 |
0.1% |
554,581 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0431 |
1.0214 |
|
| R3 |
1.0366 |
1.0316 |
1.0183 |
|
| R2 |
1.0251 |
1.0251 |
1.0172 |
|
| R1 |
1.0201 |
1.0201 |
1.0162 |
1.0169 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0120 |
| S1 |
1.0086 |
1.0086 |
1.0140 |
1.0054 |
| S2 |
1.0021 |
1.0021 |
1.0130 |
|
| S3 |
0.9906 |
0.9971 |
1.0119 |
|
| S4 |
0.9791 |
0.9856 |
1.0088 |
|
|
| 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 |
1.0353 |
1.0008 |
0.0345 |
3.4% |
0.0182 |
1.8% |
41% |
False |
False |
110,364 |
| 10 |
1.0393 |
1.0008 |
0.0385 |
3.8% |
0.0170 |
1.7% |
37% |
False |
False |
115,971 |
| 20 |
1.0687 |
1.0008 |
0.0679 |
6.7% |
0.0177 |
1.7% |
21% |
False |
False |
131,318 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0194 |
1.9% |
61% |
False |
False |
143,089 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0172 |
1.7% |
61% |
False |
False |
104,672 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0168 |
1.7% |
54% |
False |
False |
78,548 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0150 |
1.5% |
54% |
False |
False |
62,858 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0133 |
1.3% |
54% |
False |
False |
52,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0487 |
|
1.618 |
1.0372 |
|
1.000 |
1.0301 |
|
0.618 |
1.0257 |
|
HIGH |
1.0186 |
|
0.618 |
1.0142 |
|
0.500 |
1.0129 |
|
0.382 |
1.0115 |
|
LOW |
1.0071 |
|
0.618 |
1.0000 |
|
1.000 |
0.9956 |
|
1.618 |
0.9885 |
|
2.618 |
0.9770 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0181 |
| PP |
1.0136 |
1.0171 |
| S1 |
1.0129 |
1.0161 |
|