CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9678 |
0.9777 |
0.0099 |
1.0% |
0.9835 |
| High |
0.9851 |
0.9950 |
0.0099 |
1.0% |
0.9856 |
| Low |
0.9678 |
0.9757 |
0.0079 |
0.8% |
0.9548 |
| Close |
0.9768 |
0.9905 |
0.0137 |
1.4% |
0.9585 |
| Range |
0.0173 |
0.0193 |
0.0020 |
11.6% |
0.0308 |
| ATR |
0.0149 |
0.0152 |
0.0003 |
2.1% |
0.0000 |
| Volume |
260 |
850 |
590 |
226.9% |
1,134 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0370 |
1.0011 |
|
| R3 |
1.0257 |
1.0177 |
0.9958 |
|
| R2 |
1.0064 |
1.0064 |
0.9940 |
|
| R1 |
0.9984 |
0.9984 |
0.9923 |
1.0024 |
| PP |
0.9871 |
0.9871 |
0.9871 |
0.9891 |
| S1 |
0.9791 |
0.9791 |
0.9887 |
0.9831 |
| S2 |
0.9678 |
0.9678 |
0.9870 |
|
| S3 |
0.9485 |
0.9598 |
0.9852 |
|
| S4 |
0.9292 |
0.9405 |
0.9799 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0587 |
1.0394 |
0.9754 |
|
| R3 |
1.0279 |
1.0086 |
0.9670 |
|
| R2 |
0.9971 |
0.9971 |
0.9641 |
|
| R1 |
0.9778 |
0.9778 |
0.9613 |
0.9721 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9634 |
| S1 |
0.9470 |
0.9470 |
0.9557 |
0.9413 |
| S2 |
0.9355 |
0.9355 |
0.9529 |
|
| S3 |
0.9047 |
0.9162 |
0.9500 |
|
| S4 |
0.8739 |
0.8854 |
0.9416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9950 |
0.9548 |
0.0402 |
4.1% |
0.0143 |
1.4% |
89% |
True |
False |
433 |
| 10 |
1.0072 |
0.9548 |
0.0524 |
5.3% |
0.0127 |
1.3% |
68% |
False |
False |
323 |
| 20 |
1.0394 |
0.9548 |
0.0846 |
8.5% |
0.0138 |
1.4% |
42% |
False |
False |
231 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.5% |
0.0135 |
1.4% |
50% |
False |
False |
158 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.5% |
0.0114 |
1.2% |
50% |
False |
False |
114 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.5% |
0.0086 |
0.9% |
50% |
False |
False |
86 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.8% |
0.0069 |
0.7% |
46% |
False |
False |
69 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.8% |
0.0057 |
0.6% |
46% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0455 |
|
1.618 |
1.0262 |
|
1.000 |
1.0143 |
|
0.618 |
1.0069 |
|
HIGH |
0.9950 |
|
0.618 |
0.9876 |
|
0.500 |
0.9854 |
|
0.382 |
0.9831 |
|
LOW |
0.9757 |
|
0.618 |
0.9638 |
|
1.000 |
0.9564 |
|
1.618 |
0.9445 |
|
2.618 |
0.9252 |
|
4.250 |
0.8937 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9853 |
| PP |
0.9871 |
0.9801 |
| S1 |
0.9854 |
0.9749 |
|