CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0157 |
-0.0121 |
-1.2% |
1.0216 |
| High |
1.0370 |
1.0219 |
-0.0151 |
-1.5% |
1.0370 |
| Low |
1.0142 |
1.0039 |
-0.0103 |
-1.0% |
1.0039 |
| Close |
1.0165 |
1.0207 |
0.0042 |
0.4% |
1.0207 |
| Range |
0.0228 |
0.0180 |
-0.0048 |
-21.1% |
0.0331 |
| ATR |
0.0171 |
0.0172 |
0.0001 |
0.4% |
0.0000 |
| Volume |
151,423 |
131,038 |
-20,385 |
-13.5% |
566,127 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0631 |
1.0306 |
|
| R3 |
1.0515 |
1.0451 |
1.0257 |
|
| R2 |
1.0335 |
1.0335 |
1.0240 |
|
| R1 |
1.0271 |
1.0271 |
1.0224 |
1.0303 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0171 |
| S1 |
1.0091 |
1.0091 |
1.0191 |
1.0123 |
| S2 |
0.9975 |
0.9975 |
1.0174 |
|
| S3 |
0.9795 |
0.9911 |
1.0158 |
|
| S4 |
0.9615 |
0.9731 |
1.0108 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1034 |
1.0389 |
|
| R3 |
1.0867 |
1.0703 |
1.0298 |
|
| R2 |
1.0536 |
1.0536 |
1.0268 |
|
| R1 |
1.0372 |
1.0372 |
1.0237 |
1.0289 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0164 |
| S1 |
1.0041 |
1.0041 |
1.0177 |
0.9958 |
| S2 |
0.9874 |
0.9874 |
1.0146 |
|
| S3 |
0.9543 |
0.9710 |
1.0116 |
|
| S4 |
0.9212 |
0.9379 |
1.0025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0370 |
1.0039 |
0.0331 |
3.2% |
0.0139 |
1.4% |
51% |
False |
True |
113,225 |
| 10 |
1.0370 |
0.9775 |
0.0595 |
5.8% |
0.0173 |
1.7% |
73% |
False |
False |
122,283 |
| 20 |
1.0370 |
0.9633 |
0.0737 |
7.2% |
0.0161 |
1.6% |
78% |
False |
False |
110,532 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.3% |
0.0173 |
1.7% |
54% |
False |
False |
124,726 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0182 |
1.8% |
65% |
False |
False |
133,260 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0168 |
1.6% |
65% |
False |
False |
102,900 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0164 |
1.6% |
58% |
False |
False |
82,354 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0150 |
1.5% |
58% |
False |
False |
68,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0690 |
|
1.618 |
1.0510 |
|
1.000 |
1.0399 |
|
0.618 |
1.0330 |
|
HIGH |
1.0219 |
|
0.618 |
1.0150 |
|
0.500 |
1.0129 |
|
0.382 |
1.0108 |
|
LOW |
1.0039 |
|
0.618 |
0.9928 |
|
1.000 |
0.9859 |
|
1.618 |
0.9748 |
|
2.618 |
0.9568 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0206 |
| PP |
1.0155 |
1.0205 |
| S1 |
1.0129 |
1.0205 |
|