CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0201 |
1.0216 |
0.0015 |
0.1% |
0.9778 |
| High |
1.0308 |
1.0288 |
-0.0020 |
-0.2% |
1.0315 |
| Low |
1.0178 |
1.0183 |
0.0005 |
0.0% |
0.9775 |
| Close |
1.0213 |
1.0264 |
0.0051 |
0.5% |
1.0213 |
| Range |
0.0130 |
0.0105 |
-0.0025 |
-19.2% |
0.0540 |
| ATR |
0.0184 |
0.0178 |
-0.0006 |
-3.1% |
0.0000 |
| Volume |
109,589 |
102,491 |
-7,098 |
-6.5% |
656,703 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0517 |
1.0322 |
|
| R3 |
1.0455 |
1.0412 |
1.0293 |
|
| R2 |
1.0350 |
1.0350 |
1.0283 |
|
| R1 |
1.0307 |
1.0307 |
1.0274 |
1.0329 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0256 |
| S1 |
1.0202 |
1.0202 |
1.0254 |
1.0224 |
| S2 |
1.0140 |
1.0140 |
1.0245 |
|
| S3 |
1.0035 |
1.0097 |
1.0235 |
|
| S4 |
0.9930 |
0.9992 |
1.0206 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1507 |
1.0510 |
|
| R3 |
1.1181 |
1.0967 |
1.0362 |
|
| R2 |
1.0641 |
1.0641 |
1.0312 |
|
| R1 |
1.0427 |
1.0427 |
1.0263 |
1.0534 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0155 |
| S1 |
0.9887 |
0.9887 |
1.0164 |
0.9994 |
| S2 |
0.9561 |
0.9561 |
1.0114 |
|
| S3 |
0.9021 |
0.9347 |
1.0065 |
|
| S4 |
0.8481 |
0.8807 |
0.9916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0315 |
0.9840 |
0.0475 |
4.6% |
0.0193 |
1.9% |
89% |
False |
False |
128,858 |
| 10 |
1.0315 |
0.9633 |
0.0682 |
6.6% |
0.0173 |
1.7% |
93% |
False |
False |
112,333 |
| 20 |
1.0378 |
0.9633 |
0.0745 |
7.3% |
0.0166 |
1.6% |
85% |
False |
False |
111,040 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.3% |
0.0179 |
1.7% |
60% |
False |
False |
125,864 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0183 |
1.8% |
69% |
False |
False |
128,580 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0165 |
1.6% |
69% |
False |
False |
97,110 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0161 |
1.6% |
61% |
False |
False |
77,725 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0148 |
1.4% |
61% |
False |
False |
64,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0734 |
|
2.618 |
1.0563 |
|
1.618 |
1.0458 |
|
1.000 |
1.0393 |
|
0.618 |
1.0353 |
|
HIGH |
1.0288 |
|
0.618 |
1.0248 |
|
0.500 |
1.0236 |
|
0.382 |
1.0223 |
|
LOW |
1.0183 |
|
0.618 |
1.0118 |
|
1.000 |
1.0078 |
|
1.618 |
1.0013 |
|
2.618 |
0.9908 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0255 |
1.0249 |
| PP |
1.0245 |
1.0235 |
| S1 |
1.0236 |
1.0220 |
|