CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0038 |
0.9967 |
-0.0071 |
-0.7% |
1.0268 |
| High |
1.0082 |
1.0073 |
-0.0009 |
-0.1% |
1.0299 |
| Low |
0.9938 |
0.9930 |
-0.0008 |
-0.1% |
0.9930 |
| Close |
0.9947 |
0.9971 |
0.0024 |
0.2% |
0.9971 |
| Range |
0.0144 |
0.0143 |
-0.0001 |
-0.7% |
0.0369 |
| ATR |
0.0177 |
0.0175 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
141,975 |
113,404 |
-28,571 |
-20.1% |
542,892 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0339 |
1.0050 |
|
| R3 |
1.0277 |
1.0196 |
1.0010 |
|
| R2 |
1.0134 |
1.0134 |
0.9997 |
|
| R1 |
1.0053 |
1.0053 |
0.9984 |
1.0094 |
| PP |
0.9991 |
0.9991 |
0.9991 |
1.0012 |
| S1 |
0.9910 |
0.9910 |
0.9958 |
0.9951 |
| S2 |
0.9848 |
0.9848 |
0.9945 |
|
| S3 |
0.9705 |
0.9767 |
0.9932 |
|
| S4 |
0.9562 |
0.9624 |
0.9892 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.0941 |
1.0174 |
|
| R3 |
1.0805 |
1.0572 |
1.0072 |
|
| R2 |
1.0436 |
1.0436 |
1.0039 |
|
| R1 |
1.0203 |
1.0203 |
1.0005 |
1.0135 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0033 |
| S1 |
0.9834 |
0.9834 |
0.9937 |
0.9766 |
| S2 |
0.9698 |
0.9698 |
0.9903 |
|
| S3 |
0.9329 |
0.9465 |
0.9870 |
|
| S4 |
0.8960 |
0.9096 |
0.9768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0299 |
0.9930 |
0.0369 |
3.7% |
0.0142 |
1.4% |
11% |
False |
True |
108,578 |
| 10 |
1.0378 |
0.9930 |
0.0448 |
4.5% |
0.0160 |
1.6% |
9% |
False |
True |
109,747 |
| 20 |
1.0687 |
0.9930 |
0.0757 |
7.6% |
0.0173 |
1.7% |
5% |
False |
True |
126,527 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.9% |
0.0182 |
1.8% |
48% |
False |
False |
137,219 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.9% |
0.0175 |
1.8% |
48% |
False |
False |
110,736 |
| 80 |
1.0866 |
0.9302 |
0.1564 |
15.7% |
0.0169 |
1.7% |
43% |
False |
False |
83,102 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0152 |
1.5% |
43% |
False |
False |
66,500 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0136 |
1.4% |
43% |
False |
False |
55,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0681 |
|
2.618 |
1.0447 |
|
1.618 |
1.0304 |
|
1.000 |
1.0216 |
|
0.618 |
1.0161 |
|
HIGH |
1.0073 |
|
0.618 |
1.0018 |
|
0.500 |
1.0002 |
|
0.382 |
0.9985 |
|
LOW |
0.9930 |
|
0.618 |
0.9842 |
|
1.000 |
0.9787 |
|
1.618 |
0.9699 |
|
2.618 |
0.9556 |
|
4.250 |
0.9322 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0002 |
1.0038 |
| PP |
0.9991 |
1.0015 |
| S1 |
0.9981 |
0.9993 |
|