CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0001 |
-0.0054 |
-0.5% |
1.0216 |
| High |
1.0157 |
1.0039 |
-0.0118 |
-1.2% |
1.0370 |
| Low |
0.9972 |
0.9878 |
-0.0094 |
-0.9% |
1.0039 |
| Close |
1.0018 |
0.9887 |
-0.0131 |
-1.3% |
1.0207 |
| Range |
0.0185 |
0.0161 |
-0.0024 |
-13.0% |
0.0331 |
| ATR |
0.0172 |
0.0172 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
146,436 |
123,919 |
-22,517 |
-15.4% |
566,127 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0313 |
0.9976 |
|
| R3 |
1.0257 |
1.0152 |
0.9931 |
|
| R2 |
1.0096 |
1.0096 |
0.9917 |
|
| R1 |
0.9991 |
0.9991 |
0.9902 |
0.9963 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9921 |
| S1 |
0.9830 |
0.9830 |
0.9872 |
0.9802 |
| S2 |
0.9774 |
0.9774 |
0.9857 |
|
| S3 |
0.9613 |
0.9669 |
0.9843 |
|
| S4 |
0.9452 |
0.9508 |
0.9798 |
|
|
| 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 |
0.9878 |
0.0492 |
5.0% |
0.0182 |
1.8% |
2% |
False |
True |
130,692 |
| 10 |
1.0370 |
0.9878 |
0.0492 |
5.0% |
0.0145 |
1.5% |
2% |
False |
True |
116,517 |
| 20 |
1.0370 |
0.9633 |
0.0737 |
7.5% |
0.0162 |
1.6% |
34% |
False |
False |
116,120 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.7% |
0.0169 |
1.7% |
24% |
False |
False |
123,719 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
14.0% |
0.0183 |
1.9% |
42% |
False |
False |
134,099 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
14.0% |
0.0170 |
1.7% |
42% |
False |
False |
107,534 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0167 |
1.7% |
37% |
False |
False |
86,063 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0152 |
1.5% |
37% |
False |
False |
71,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0723 |
|
2.618 |
1.0460 |
|
1.618 |
1.0299 |
|
1.000 |
1.0200 |
|
0.618 |
1.0138 |
|
HIGH |
1.0039 |
|
0.618 |
0.9977 |
|
0.500 |
0.9959 |
|
0.382 |
0.9940 |
|
LOW |
0.9878 |
|
0.618 |
0.9779 |
|
1.000 |
0.9717 |
|
1.618 |
0.9618 |
|
2.618 |
0.9457 |
|
4.250 |
0.9194 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9959 |
1.0040 |
| PP |
0.9935 |
0.9989 |
| S1 |
0.9911 |
0.9938 |
|