CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0059 |
-0.0116 |
-1.1% |
1.0130 |
| High |
1.0268 |
1.0115 |
-0.0153 |
-1.5% |
1.0268 |
| Low |
1.0036 |
0.9945 |
-0.0091 |
-0.9% |
0.9945 |
| Close |
1.0060 |
1.0107 |
0.0047 |
0.5% |
1.0107 |
| Range |
0.0232 |
0.0170 |
-0.0062 |
-26.7% |
0.0323 |
| ATR |
0.0154 |
0.0155 |
0.0001 |
0.7% |
0.0000 |
| Volume |
9,899 |
10,960 |
1,061 |
10.7% |
39,751 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0506 |
1.0201 |
|
| R3 |
1.0396 |
1.0336 |
1.0154 |
|
| R2 |
1.0226 |
1.0226 |
1.0138 |
|
| R1 |
1.0166 |
1.0166 |
1.0123 |
1.0196 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0071 |
| S1 |
0.9996 |
0.9996 |
1.0091 |
1.0026 |
| S2 |
0.9886 |
0.9886 |
1.0076 |
|
| S3 |
0.9716 |
0.9826 |
1.0060 |
|
| S4 |
0.9546 |
0.9656 |
1.0014 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.0914 |
1.0285 |
|
| R3 |
1.0753 |
1.0591 |
1.0196 |
|
| R2 |
1.0430 |
1.0430 |
1.0166 |
|
| R1 |
1.0268 |
1.0268 |
1.0137 |
1.0188 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0066 |
| S1 |
0.9945 |
0.9945 |
1.0077 |
0.9865 |
| S2 |
0.9784 |
0.9784 |
1.0048 |
|
| S3 |
0.9461 |
0.9622 |
1.0018 |
|
| S4 |
0.9138 |
0.9299 |
0.9929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0268 |
0.9945 |
0.0323 |
3.2% |
0.0135 |
1.3% |
50% |
False |
True |
7,950 |
| 10 |
1.0268 |
0.9678 |
0.0590 |
5.8% |
0.0166 |
1.6% |
73% |
False |
False |
6,160 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.1% |
0.0145 |
1.4% |
78% |
False |
False |
3,198 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.1% |
0.0143 |
1.4% |
55% |
False |
False |
1,655 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0136 |
1.3% |
65% |
False |
False |
1,121 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0102 |
1.0% |
65% |
False |
False |
842 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0082 |
0.8% |
60% |
False |
False |
674 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0068 |
0.7% |
60% |
False |
False |
562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0838 |
|
2.618 |
1.0560 |
|
1.618 |
1.0390 |
|
1.000 |
1.0285 |
|
0.618 |
1.0220 |
|
HIGH |
1.0115 |
|
0.618 |
1.0050 |
|
0.500 |
1.0030 |
|
0.382 |
1.0010 |
|
LOW |
0.9945 |
|
0.618 |
0.9840 |
|
1.000 |
0.9775 |
|
1.618 |
0.9670 |
|
2.618 |
0.9500 |
|
4.250 |
0.9223 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0107 |
| PP |
1.0056 |
1.0107 |
| S1 |
1.0030 |
1.0107 |
|