CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0339 |
0.0011 |
0.1% |
1.0647 |
| High |
1.0355 |
1.0353 |
-0.0002 |
0.0% |
1.0651 |
| Low |
1.0232 |
1.0094 |
-0.0138 |
-1.3% |
1.0150 |
| Close |
1.0341 |
1.0102 |
-0.0239 |
-2.3% |
1.0343 |
| Range |
0.0123 |
0.0259 |
0.0136 |
110.6% |
0.0501 |
| ATR |
0.0183 |
0.0188 |
0.0005 |
3.0% |
0.0000 |
| Volume |
91,719 |
152,054 |
60,335 |
65.8% |
734,541 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0790 |
1.0244 |
|
| R3 |
1.0701 |
1.0531 |
1.0173 |
|
| R2 |
1.0442 |
1.0442 |
1.0149 |
|
| R1 |
1.0272 |
1.0272 |
1.0126 |
1.0228 |
| PP |
1.0183 |
1.0183 |
1.0183 |
1.0161 |
| S1 |
1.0013 |
1.0013 |
1.0078 |
0.9969 |
| S2 |
0.9924 |
0.9924 |
1.0055 |
|
| S3 |
0.9665 |
0.9754 |
1.0031 |
|
| S4 |
0.9406 |
0.9495 |
0.9960 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1884 |
1.1615 |
1.0619 |
|
| R3 |
1.1383 |
1.1114 |
1.0481 |
|
| R2 |
1.0882 |
1.0882 |
1.0435 |
|
| R1 |
1.0613 |
1.0613 |
1.0389 |
1.0497 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0324 |
| S1 |
1.0112 |
1.0112 |
1.0297 |
0.9996 |
| S2 |
0.9880 |
0.9880 |
1.0251 |
|
| S3 |
0.9379 |
0.9611 |
1.0205 |
|
| S4 |
0.8878 |
0.9110 |
1.0067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0393 |
1.0094 |
0.0299 |
3.0% |
0.0181 |
1.8% |
3% |
False |
True |
125,426 |
| 10 |
1.0687 |
1.0094 |
0.0593 |
5.9% |
0.0199 |
2.0% |
1% |
False |
True |
134,796 |
| 20 |
1.0687 |
1.0021 |
0.0666 |
6.6% |
0.0183 |
1.8% |
12% |
False |
False |
139,084 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0192 |
1.9% |
58% |
False |
False |
143,307 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0170 |
1.7% |
58% |
False |
False |
98,016 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0164 |
1.6% |
51% |
False |
False |
73,555 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0147 |
1.5% |
51% |
False |
False |
58,863 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0128 |
1.3% |
51% |
False |
False |
49,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1031 |
|
1.618 |
1.0772 |
|
1.000 |
1.0612 |
|
0.618 |
1.0513 |
|
HIGH |
1.0353 |
|
0.618 |
1.0254 |
|
0.500 |
1.0224 |
|
0.382 |
1.0193 |
|
LOW |
1.0094 |
|
0.618 |
0.9934 |
|
1.000 |
0.9835 |
|
1.618 |
0.9675 |
|
2.618 |
0.9416 |
|
4.250 |
0.8993 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0236 |
| PP |
1.0183 |
1.0191 |
| S1 |
1.0143 |
1.0147 |
|