CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9876 |
1.0013 |
0.0137 |
1.4% |
0.9964 |
| High |
1.0055 |
1.0315 |
0.0260 |
2.6% |
0.9965 |
| Low |
0.9840 |
0.9921 |
0.0081 |
0.8% |
0.9633 |
| Close |
1.0001 |
1.0239 |
0.0238 |
2.4% |
0.9677 |
| Range |
0.0215 |
0.0394 |
0.0179 |
83.3% |
0.0332 |
| ATR |
0.0178 |
0.0194 |
0.0015 |
8.7% |
0.0000 |
| Volume |
125,123 |
188,630 |
63,507 |
50.8% |
364,139 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1184 |
1.0456 |
|
| R3 |
1.0946 |
1.0790 |
1.0347 |
|
| R2 |
1.0552 |
1.0552 |
1.0311 |
|
| R1 |
1.0396 |
1.0396 |
1.0275 |
1.0474 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0198 |
| S1 |
1.0002 |
1.0002 |
1.0203 |
1.0080 |
| S2 |
0.9764 |
0.9764 |
1.0167 |
|
| S3 |
0.9370 |
0.9608 |
1.0131 |
|
| S4 |
0.8976 |
0.9214 |
1.0022 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0548 |
0.9860 |
|
| R3 |
1.0422 |
1.0216 |
0.9768 |
|
| R2 |
1.0090 |
1.0090 |
0.9738 |
|
| R1 |
0.9884 |
0.9884 |
0.9707 |
0.9821 |
| PP |
0.9758 |
0.9758 |
0.9758 |
0.9727 |
| S1 |
0.9552 |
0.9552 |
0.9647 |
0.9489 |
| S2 |
0.9426 |
0.9426 |
0.9616 |
|
| S3 |
0.9094 |
0.9220 |
0.9586 |
|
| S4 |
0.8762 |
0.8888 |
0.9494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0315 |
0.9633 |
0.0682 |
6.7% |
0.0219 |
2.1% |
89% |
True |
False |
112,602 |
| 10 |
1.0315 |
0.9633 |
0.0682 |
6.7% |
0.0178 |
1.7% |
89% |
True |
False |
115,723 |
| 20 |
1.0393 |
0.9633 |
0.0760 |
7.4% |
0.0174 |
1.7% |
80% |
False |
False |
115,847 |
| 40 |
1.0687 |
0.9322 |
0.1365 |
13.3% |
0.0184 |
1.8% |
67% |
False |
False |
130,144 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0185 |
1.8% |
68% |
False |
False |
123,623 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0172 |
1.7% |
68% |
False |
False |
92,992 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0161 |
1.6% |
60% |
False |
False |
74,421 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0147 |
1.4% |
60% |
False |
False |
62,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1990 |
|
2.618 |
1.1346 |
|
1.618 |
1.0952 |
|
1.000 |
1.0709 |
|
0.618 |
1.0558 |
|
HIGH |
1.0315 |
|
0.618 |
1.0164 |
|
0.500 |
1.0118 |
|
0.382 |
1.0072 |
|
LOW |
0.9921 |
|
0.618 |
0.9678 |
|
1.000 |
0.9527 |
|
1.618 |
0.9284 |
|
2.618 |
0.8890 |
|
4.250 |
0.8247 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0199 |
1.0174 |
| PP |
1.0158 |
1.0110 |
| S1 |
1.0118 |
1.0045 |
|