CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9913 |
1.0145 |
0.0232 |
2.3% |
0.9835 |
| High |
1.0205 |
1.0145 |
-0.0060 |
-0.6% |
0.9856 |
| Low |
0.9828 |
1.0033 |
0.0205 |
2.1% |
0.9548 |
| Close |
1.0139 |
1.0119 |
-0.0020 |
-0.2% |
0.9585 |
| Range |
0.0377 |
0.0112 |
-0.0265 |
-70.3% |
0.0308 |
| ATR |
0.0168 |
0.0164 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
6,757 |
6,585 |
-172 |
-2.5% |
1,134 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0389 |
1.0181 |
|
| R3 |
1.0323 |
1.0277 |
1.0150 |
|
| R2 |
1.0211 |
1.0211 |
1.0140 |
|
| R1 |
1.0165 |
1.0165 |
1.0129 |
1.0132 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0083 |
| S1 |
1.0053 |
1.0053 |
1.0109 |
1.0020 |
| S2 |
0.9987 |
0.9987 |
1.0098 |
|
| S3 |
0.9875 |
0.9941 |
1.0088 |
|
| S4 |
0.9763 |
0.9829 |
1.0057 |
|
|
| 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 |
1.0205 |
0.9548 |
0.0657 |
6.5% |
0.0194 |
1.9% |
87% |
False |
False |
2,972 |
| 10 |
1.0205 |
0.9548 |
0.0657 |
6.5% |
0.0159 |
1.6% |
87% |
False |
False |
1,632 |
| 20 |
1.0290 |
0.9548 |
0.0742 |
7.3% |
0.0144 |
1.4% |
77% |
False |
False |
875 |
| 40 |
1.0569 |
0.9467 |
0.1102 |
10.9% |
0.0140 |
1.4% |
59% |
False |
False |
487 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0123 |
1.2% |
66% |
False |
False |
336 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0092 |
0.9% |
66% |
False |
False |
253 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0074 |
0.7% |
61% |
False |
False |
203 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0061 |
0.6% |
61% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0438 |
|
1.618 |
1.0326 |
|
1.000 |
1.0257 |
|
0.618 |
1.0214 |
|
HIGH |
1.0145 |
|
0.618 |
1.0102 |
|
0.500 |
1.0089 |
|
0.382 |
1.0076 |
|
LOW |
1.0033 |
|
0.618 |
0.9964 |
|
1.000 |
0.9921 |
|
1.618 |
0.9852 |
|
2.618 |
0.9740 |
|
4.250 |
0.9557 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0073 |
| PP |
1.0099 |
1.0027 |
| S1 |
1.0089 |
0.9981 |
|