CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0131 |
-0.0030 |
-0.3% |
1.0356 |
| High |
1.0186 |
1.0145 |
-0.0041 |
-0.4% |
1.0378 |
| Low |
1.0071 |
1.0020 |
-0.0051 |
-0.5% |
1.0008 |
| Close |
1.0151 |
1.0110 |
-0.0041 |
-0.4% |
1.0244 |
| Range |
0.0115 |
0.0125 |
0.0010 |
8.7% |
0.0370 |
| ATR |
0.0181 |
0.0178 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
89,281 |
109,058 |
19,777 |
22.2% |
554,581 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0413 |
1.0179 |
|
| R3 |
1.0342 |
1.0288 |
1.0144 |
|
| R2 |
1.0217 |
1.0217 |
1.0133 |
|
| R1 |
1.0163 |
1.0163 |
1.0121 |
1.0128 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0074 |
| S1 |
1.0038 |
1.0038 |
1.0099 |
1.0003 |
| S2 |
0.9967 |
0.9967 |
1.0087 |
|
| S3 |
0.9842 |
0.9913 |
1.0076 |
|
| S4 |
0.9717 |
0.9788 |
1.0041 |
|
|
| 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 |
1.0299 |
1.0008 |
0.0291 |
2.9% |
0.0155 |
1.5% |
35% |
False |
False |
101,765 |
| 10 |
1.0393 |
1.0008 |
0.0385 |
3.8% |
0.0168 |
1.7% |
26% |
False |
False |
113,595 |
| 20 |
1.0687 |
1.0008 |
0.0679 |
6.7% |
0.0176 |
1.7% |
15% |
False |
False |
130,588 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0191 |
1.9% |
58% |
False |
False |
142,113 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0172 |
1.7% |
58% |
False |
False |
106,485 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0168 |
1.7% |
51% |
False |
False |
79,911 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0151 |
1.5% |
51% |
False |
False |
63,947 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0134 |
1.3% |
51% |
False |
False |
53,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0676 |
|
2.618 |
1.0472 |
|
1.618 |
1.0347 |
|
1.000 |
1.0270 |
|
0.618 |
1.0222 |
|
HIGH |
1.0145 |
|
0.618 |
1.0097 |
|
0.500 |
1.0083 |
|
0.382 |
1.0068 |
|
LOW |
1.0020 |
|
0.618 |
0.9943 |
|
1.000 |
0.9895 |
|
1.618 |
0.9818 |
|
2.618 |
0.9693 |
|
4.250 |
0.9489 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0160 |
| PP |
1.0092 |
1.0143 |
| S1 |
1.0083 |
1.0127 |
|