CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0055 |
-0.0127 |
-1.2% |
1.0216 |
| High |
1.0201 |
1.0157 |
-0.0044 |
-0.4% |
1.0370 |
| Low |
1.0043 |
0.9972 |
-0.0071 |
-0.7% |
1.0039 |
| Close |
1.0056 |
1.0018 |
-0.0038 |
-0.4% |
1.0207 |
| Range |
0.0158 |
0.0185 |
0.0027 |
17.1% |
0.0331 |
| ATR |
0.0172 |
0.0172 |
0.0001 |
0.6% |
0.0000 |
| Volume |
100,645 |
146,436 |
45,791 |
45.5% |
566,127 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0604 |
1.0496 |
1.0120 |
|
| R3 |
1.0419 |
1.0311 |
1.0069 |
|
| R2 |
1.0234 |
1.0234 |
1.0052 |
|
| R1 |
1.0126 |
1.0126 |
1.0035 |
1.0088 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0030 |
| S1 |
0.9941 |
0.9941 |
1.0001 |
0.9903 |
| S2 |
0.9864 |
0.9864 |
0.9984 |
|
| S3 |
0.9679 |
0.9756 |
0.9967 |
|
| S4 |
0.9494 |
0.9571 |
0.9916 |
|
|
| 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 |
0.9972 |
0.0398 |
4.0% |
0.0165 |
1.6% |
12% |
False |
True |
123,564 |
| 10 |
1.0370 |
0.9921 |
0.0449 |
4.5% |
0.0168 |
1.7% |
22% |
False |
False |
122,988 |
| 20 |
1.0370 |
0.9633 |
0.0737 |
7.4% |
0.0159 |
1.6% |
52% |
False |
False |
114,388 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.5% |
0.0171 |
1.7% |
37% |
False |
False |
124,597 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.8% |
0.0183 |
1.8% |
52% |
False |
False |
133,996 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.8% |
0.0169 |
1.7% |
52% |
False |
False |
105,986 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.7% |
0.0166 |
1.7% |
46% |
False |
False |
84,824 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.7% |
0.0151 |
1.5% |
46% |
False |
False |
70,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0641 |
|
1.618 |
1.0456 |
|
1.000 |
1.0342 |
|
0.618 |
1.0271 |
|
HIGH |
1.0157 |
|
0.618 |
1.0086 |
|
0.500 |
1.0065 |
|
0.382 |
1.0043 |
|
LOW |
0.9972 |
|
0.618 |
0.9858 |
|
1.000 |
0.9787 |
|
1.618 |
0.9673 |
|
2.618 |
0.9488 |
|
4.250 |
0.9186 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0065 |
1.0096 |
| PP |
1.0049 |
1.0070 |
| S1 |
1.0034 |
1.0044 |
|