CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9895 |
0.9931 |
0.0036 |
0.4% |
1.0182 |
| High |
0.9988 |
1.0028 |
0.0040 |
0.4% |
1.0201 |
| Low |
0.9858 |
0.9914 |
0.0056 |
0.6% |
0.9858 |
| Close |
0.9914 |
0.9958 |
0.0044 |
0.4% |
0.9958 |
| Range |
0.0130 |
0.0114 |
-0.0016 |
-12.3% |
0.0343 |
| ATR |
0.0169 |
0.0165 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
95,193 |
16,557 |
-78,636 |
-82.6% |
482,750 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0247 |
1.0021 |
|
| R3 |
1.0195 |
1.0133 |
0.9989 |
|
| R2 |
1.0081 |
1.0081 |
0.9979 |
|
| R1 |
1.0019 |
1.0019 |
0.9968 |
1.0050 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9982 |
| S1 |
0.9905 |
0.9905 |
0.9948 |
0.9936 |
| S2 |
0.9853 |
0.9853 |
0.9937 |
|
| S3 |
0.9739 |
0.9791 |
0.9927 |
|
| S4 |
0.9625 |
0.9677 |
0.9895 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.0839 |
1.0147 |
|
| R3 |
1.0692 |
1.0496 |
1.0052 |
|
| R2 |
1.0349 |
1.0349 |
1.0021 |
|
| R1 |
1.0153 |
1.0153 |
0.9989 |
1.0080 |
| PP |
1.0006 |
1.0006 |
1.0006 |
0.9969 |
| S1 |
0.9810 |
0.9810 |
0.9927 |
0.9737 |
| S2 |
0.9663 |
0.9663 |
0.9895 |
|
| S3 |
0.9320 |
0.9467 |
0.9864 |
|
| S4 |
0.8977 |
0.9124 |
0.9769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0201 |
0.9858 |
0.0343 |
3.4% |
0.0150 |
1.5% |
29% |
False |
False |
96,550 |
| 10 |
1.0370 |
0.9858 |
0.0512 |
5.1% |
0.0145 |
1.5% |
20% |
False |
False |
104,887 |
| 20 |
1.0370 |
0.9633 |
0.0737 |
7.4% |
0.0160 |
1.6% |
44% |
False |
False |
109,156 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.6% |
0.0168 |
1.7% |
31% |
False |
False |
118,434 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.9% |
0.0176 |
1.8% |
47% |
False |
False |
129,537 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.9% |
0.0170 |
1.7% |
47% |
False |
False |
108,925 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0167 |
1.7% |
42% |
False |
False |
87,180 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0153 |
1.5% |
42% |
False |
False |
72,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0326 |
|
1.618 |
1.0212 |
|
1.000 |
1.0142 |
|
0.618 |
1.0098 |
|
HIGH |
1.0028 |
|
0.618 |
0.9984 |
|
0.500 |
0.9971 |
|
0.382 |
0.9958 |
|
LOW |
0.9914 |
|
0.618 |
0.9844 |
|
1.000 |
0.9800 |
|
1.618 |
0.9730 |
|
2.618 |
0.9616 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9971 |
0.9955 |
| PP |
0.9967 |
0.9952 |
| S1 |
0.9962 |
0.9949 |
|