CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0246 |
0.0030 |
0.3% |
0.9778 |
| High |
1.0288 |
1.0253 |
-0.0035 |
-0.3% |
1.0315 |
| Low |
1.0183 |
1.0141 |
-0.0042 |
-0.4% |
0.9775 |
| Close |
1.0264 |
1.0246 |
-0.0018 |
-0.2% |
1.0213 |
| Range |
0.0105 |
0.0112 |
0.0007 |
6.7% |
0.0540 |
| ATR |
0.0178 |
0.0174 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
102,491 |
92,895 |
-9,596 |
-9.4% |
656,703 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0549 |
1.0510 |
1.0308 |
|
| R3 |
1.0437 |
1.0398 |
1.0277 |
|
| R2 |
1.0325 |
1.0325 |
1.0267 |
|
| R1 |
1.0286 |
1.0286 |
1.0256 |
1.0302 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0222 |
| S1 |
1.0174 |
1.0174 |
1.0236 |
1.0190 |
| S2 |
1.0101 |
1.0101 |
1.0225 |
|
| S3 |
0.9989 |
1.0062 |
1.0215 |
|
| S4 |
0.9877 |
0.9950 |
1.0184 |
|
|
| 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 |
0.9921 |
0.0394 |
3.8% |
0.0172 |
1.7% |
82% |
False |
False |
122,412 |
| 10 |
1.0315 |
0.9633 |
0.0682 |
6.7% |
0.0165 |
1.6% |
90% |
False |
False |
109,773 |
| 20 |
1.0355 |
0.9633 |
0.0722 |
7.0% |
0.0164 |
1.6% |
85% |
False |
False |
111,210 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.3% |
0.0175 |
1.7% |
58% |
False |
False |
125,761 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0182 |
1.8% |
68% |
False |
False |
129,739 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0166 |
1.6% |
68% |
False |
False |
98,269 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0162 |
1.6% |
60% |
False |
False |
78,652 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0148 |
1.4% |
60% |
False |
False |
65,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0729 |
|
2.618 |
1.0546 |
|
1.618 |
1.0434 |
|
1.000 |
1.0365 |
|
0.618 |
1.0322 |
|
HIGH |
1.0253 |
|
0.618 |
1.0210 |
|
0.500 |
1.0197 |
|
0.382 |
1.0184 |
|
LOW |
1.0141 |
|
0.618 |
1.0072 |
|
1.000 |
1.0029 |
|
1.618 |
0.9960 |
|
2.618 |
0.9848 |
|
4.250 |
0.9665 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0239 |
| PP |
1.0213 |
1.0232 |
| S1 |
1.0197 |
1.0225 |
|