CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0146 |
0.0016 |
0.2% |
0.9678 |
| High |
1.0182 |
1.0151 |
-0.0031 |
-0.3% |
1.0205 |
| Low |
1.0082 |
1.0043 |
-0.0039 |
-0.4% |
0.9678 |
| Close |
1.0163 |
1.0146 |
-0.0017 |
-0.2% |
1.0112 |
| Range |
0.0100 |
0.0108 |
0.0008 |
8.0% |
0.0527 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
8,145 |
1,934 |
-6,211 |
-76.3% |
21,857 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0400 |
1.0205 |
|
| R3 |
1.0329 |
1.0292 |
1.0176 |
|
| R2 |
1.0221 |
1.0221 |
1.0166 |
|
| R1 |
1.0184 |
1.0184 |
1.0156 |
1.0200 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0122 |
| S1 |
1.0076 |
1.0076 |
1.0136 |
1.0092 |
| S2 |
1.0005 |
1.0005 |
1.0126 |
|
| S3 |
0.9897 |
0.9968 |
1.0116 |
|
| S4 |
0.9789 |
0.9860 |
1.0087 |
|
|
| 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 |
0.9828 |
0.0377 |
3.7% |
0.0165 |
1.6% |
84% |
False |
False |
6,165 |
| 10 |
1.0205 |
0.9548 |
0.0657 |
6.5% |
0.0154 |
1.5% |
91% |
False |
False |
3,299 |
| 20 |
1.0250 |
0.9548 |
0.0702 |
6.9% |
0.0140 |
1.4% |
85% |
False |
False |
1,728 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.1% |
0.0142 |
1.4% |
59% |
False |
False |
916 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0128 |
1.3% |
68% |
False |
False |
627 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0096 |
0.9% |
68% |
False |
False |
471 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0077 |
0.8% |
62% |
False |
False |
378 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0064 |
0.6% |
62% |
False |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0610 |
|
2.618 |
1.0434 |
|
1.618 |
1.0326 |
|
1.000 |
1.0259 |
|
0.618 |
1.0218 |
|
HIGH |
1.0151 |
|
0.618 |
1.0110 |
|
0.500 |
1.0097 |
|
0.382 |
1.0084 |
|
LOW |
1.0043 |
|
0.618 |
0.9976 |
|
1.000 |
0.9935 |
|
1.618 |
0.9868 |
|
2.618 |
0.9760 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0139 |
| PP |
1.0113 |
1.0131 |
| S1 |
1.0097 |
1.0124 |
|