CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9968 |
0.9996 |
0.0028 |
0.3% |
1.0087 |
| High |
1.0119 |
1.0055 |
-0.0064 |
-0.6% |
1.0100 |
| Low |
0.9952 |
0.9967 |
0.0015 |
0.2% |
0.9761 |
| Close |
0.9978 |
1.0040 |
0.0062 |
0.6% |
0.9858 |
| Range |
0.0167 |
0.0088 |
-0.0079 |
-47.3% |
0.0339 |
| ATR |
0.0153 |
0.0148 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
103,948 |
58,667 |
-45,281 |
-43.6% |
259,643 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0250 |
1.0088 |
|
| R3 |
1.0197 |
1.0162 |
1.0064 |
|
| R2 |
1.0109 |
1.0109 |
1.0056 |
|
| R1 |
1.0074 |
1.0074 |
1.0048 |
1.0092 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0029 |
| S1 |
0.9986 |
0.9986 |
1.0032 |
1.0004 |
| S2 |
0.9933 |
0.9933 |
1.0024 |
|
| S3 |
0.9845 |
0.9898 |
1.0016 |
|
| S4 |
0.9757 |
0.9810 |
0.9992 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0923 |
1.0730 |
1.0044 |
|
| R3 |
1.0584 |
1.0391 |
0.9951 |
|
| R2 |
1.0245 |
1.0245 |
0.9920 |
|
| R1 |
1.0052 |
1.0052 |
0.9889 |
0.9979 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9870 |
| S1 |
0.9713 |
0.9713 |
0.9827 |
0.9640 |
| S2 |
0.9567 |
0.9567 |
0.9796 |
|
| S3 |
0.9228 |
0.9374 |
0.9765 |
|
| S4 |
0.8889 |
0.9035 |
0.9672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0119 |
0.9783 |
0.0336 |
3.3% |
0.0131 |
1.3% |
76% |
False |
False |
84,941 |
| 10 |
1.0119 |
0.9761 |
0.0358 |
3.6% |
0.0145 |
1.4% |
78% |
False |
False |
59,605 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.2% |
0.0153 |
1.5% |
68% |
False |
False |
32,355 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.2% |
0.0145 |
1.4% |
48% |
False |
False |
16,266 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0139 |
1.4% |
60% |
False |
False |
10,867 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0118 |
1.2% |
60% |
False |
False |
8,155 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0095 |
0.9% |
60% |
False |
False |
6,525 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0079 |
0.8% |
55% |
False |
False |
5,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0285 |
|
1.618 |
1.0197 |
|
1.000 |
1.0143 |
|
0.618 |
1.0109 |
|
HIGH |
1.0055 |
|
0.618 |
1.0021 |
|
0.500 |
1.0011 |
|
0.382 |
1.0001 |
|
LOW |
0.9967 |
|
0.618 |
0.9913 |
|
1.000 |
0.9879 |
|
1.618 |
0.9825 |
|
2.618 |
0.9737 |
|
4.250 |
0.9593 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0013 |
| PP |
1.0021 |
0.9985 |
| S1 |
1.0011 |
0.9958 |
|