CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0339 |
1.0080 |
-0.0259 |
-2.5% |
1.0647 |
| High |
1.0353 |
1.0164 |
-0.0189 |
-1.8% |
1.0651 |
| Low |
1.0094 |
1.0008 |
-0.0086 |
-0.9% |
1.0150 |
| Close |
1.0102 |
1.0085 |
-0.0017 |
-0.2% |
1.0343 |
| Range |
0.0259 |
0.0156 |
-0.0103 |
-39.8% |
0.0501 |
| ATR |
0.0188 |
0.0186 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
152,054 |
140,527 |
-11,527 |
-7.6% |
734,541 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0475 |
1.0171 |
|
| R3 |
1.0398 |
1.0319 |
1.0128 |
|
| R2 |
1.0242 |
1.0242 |
1.0114 |
|
| R1 |
1.0163 |
1.0163 |
1.0099 |
1.0203 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0105 |
| S1 |
1.0007 |
1.0007 |
1.0071 |
1.0047 |
| S2 |
0.9930 |
0.9930 |
1.0056 |
|
| S3 |
0.9774 |
0.9851 |
1.0042 |
|
| S4 |
0.9618 |
0.9695 |
0.9999 |
|
|
| 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 |
1.0387 |
1.0008 |
0.0379 |
3.8% |
0.0163 |
1.6% |
20% |
False |
True |
116,497 |
| 10 |
1.0667 |
1.0008 |
0.0659 |
6.5% |
0.0179 |
1.8% |
12% |
False |
True |
131,194 |
| 20 |
1.0687 |
1.0008 |
0.0679 |
6.7% |
0.0184 |
1.8% |
11% |
False |
True |
138,920 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0192 |
1.9% |
57% |
False |
False |
144,625 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0171 |
1.7% |
57% |
False |
False |
100,356 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0165 |
1.6% |
50% |
False |
False |
75,310 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0148 |
1.5% |
50% |
False |
False |
60,267 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0129 |
1.3% |
50% |
False |
False |
50,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0827 |
|
2.618 |
1.0572 |
|
1.618 |
1.0416 |
|
1.000 |
1.0320 |
|
0.618 |
1.0260 |
|
HIGH |
1.0164 |
|
0.618 |
1.0104 |
|
0.500 |
1.0086 |
|
0.382 |
1.0068 |
|
LOW |
1.0008 |
|
0.618 |
0.9912 |
|
1.000 |
0.9852 |
|
1.618 |
0.9756 |
|
2.618 |
0.9600 |
|
4.250 |
0.9345 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0086 |
1.0182 |
| PP |
1.0086 |
1.0149 |
| S1 |
1.0085 |
1.0117 |
|