CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0130 |
0.0032 |
0.3% |
0.9678 |
| High |
1.0205 |
1.0182 |
-0.0023 |
-0.2% |
1.0205 |
| Low |
1.0078 |
1.0082 |
0.0004 |
0.0% |
0.9678 |
| Close |
1.0112 |
1.0163 |
0.0051 |
0.5% |
1.0112 |
| Range |
0.0127 |
0.0100 |
-0.0027 |
-21.3% |
0.0527 |
| ATR |
0.0161 |
0.0157 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
7,405 |
8,145 |
740 |
10.0% |
21,857 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0403 |
1.0218 |
|
| R3 |
1.0342 |
1.0303 |
1.0191 |
|
| R2 |
1.0242 |
1.0242 |
1.0181 |
|
| R1 |
1.0203 |
1.0203 |
1.0172 |
1.0223 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0152 |
| S1 |
1.0103 |
1.0103 |
1.0154 |
1.0123 |
| S2 |
1.0042 |
1.0042 |
1.0145 |
|
| S3 |
0.9942 |
1.0003 |
1.0136 |
|
| S4 |
0.9842 |
0.9903 |
1.0108 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1373 |
1.0402 |
|
| R3 |
1.1052 |
1.0846 |
1.0257 |
|
| R2 |
1.0525 |
1.0525 |
1.0209 |
|
| R1 |
1.0319 |
1.0319 |
1.0160 |
1.0422 |
| PP |
0.9998 |
0.9998 |
0.9998 |
1.0050 |
| S1 |
0.9792 |
0.9792 |
1.0064 |
0.9895 |
| S2 |
0.9471 |
0.9471 |
1.0015 |
|
| S3 |
0.8944 |
0.9265 |
0.9967 |
|
| S4 |
0.8417 |
0.8738 |
0.9822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0205 |
0.9757 |
0.0448 |
4.4% |
0.0182 |
1.8% |
91% |
False |
False |
5,948 |
| 10 |
1.0205 |
0.9548 |
0.0657 |
6.5% |
0.0160 |
1.6% |
94% |
False |
False |
3,113 |
| 20 |
1.0250 |
0.9548 |
0.0702 |
6.9% |
0.0140 |
1.4% |
88% |
False |
False |
1,632 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.0% |
0.0140 |
1.4% |
60% |
False |
False |
872 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0126 |
1.2% |
70% |
False |
False |
595 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0095 |
0.9% |
70% |
False |
False |
447 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0076 |
0.7% |
64% |
False |
False |
358 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0063 |
0.6% |
64% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0444 |
|
1.618 |
1.0344 |
|
1.000 |
1.0282 |
|
0.618 |
1.0244 |
|
HIGH |
1.0182 |
|
0.618 |
1.0144 |
|
0.500 |
1.0132 |
|
0.382 |
1.0120 |
|
LOW |
1.0082 |
|
0.618 |
1.0020 |
|
1.000 |
0.9982 |
|
1.618 |
0.9920 |
|
2.618 |
0.9820 |
|
4.250 |
0.9657 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0148 |
| PP |
1.0142 |
1.0134 |
| S1 |
1.0132 |
1.0119 |
|