CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0268 |
0.0158 |
1.6% |
1.0356 |
| High |
1.0261 |
1.0299 |
0.0038 |
0.4% |
1.0378 |
| Low |
1.0062 |
1.0118 |
0.0056 |
0.6% |
1.0008 |
| Close |
1.0244 |
1.0128 |
-0.0116 |
-1.1% |
1.0244 |
| Range |
0.0199 |
0.0181 |
-0.0018 |
-9.0% |
0.0370 |
| ATR |
0.0187 |
0.0186 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
80,786 |
89,174 |
8,388 |
10.4% |
554,581 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0607 |
1.0228 |
|
| R3 |
1.0544 |
1.0426 |
1.0178 |
|
| R2 |
1.0363 |
1.0363 |
1.0161 |
|
| R1 |
1.0245 |
1.0245 |
1.0145 |
1.0214 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0166 |
| S1 |
1.0064 |
1.0064 |
1.0111 |
1.0033 |
| S2 |
1.0001 |
1.0001 |
1.0095 |
|
| S3 |
0.9820 |
0.9883 |
1.0078 |
|
| S4 |
0.9639 |
0.9702 |
1.0028 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1152 |
1.0448 |
|
| R3 |
1.0950 |
1.0782 |
1.0346 |
|
| R2 |
1.0580 |
1.0580 |
1.0312 |
|
| R1 |
1.0412 |
1.0412 |
1.0278 |
1.0311 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0160 |
| S1 |
1.0042 |
1.0042 |
1.0210 |
0.9941 |
| S2 |
0.9840 |
0.9840 |
1.0176 |
|
| S3 |
0.9470 |
0.9672 |
1.0142 |
|
| S4 |
0.9100 |
0.9302 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0008 |
0.0347 |
3.4% |
0.0184 |
1.8% |
35% |
False |
False |
110,852 |
| 10 |
1.0507 |
1.0008 |
0.0499 |
4.9% |
0.0188 |
1.9% |
24% |
False |
False |
124,998 |
| 20 |
1.0687 |
1.0008 |
0.0679 |
6.7% |
0.0182 |
1.8% |
18% |
False |
False |
134,806 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0195 |
1.9% |
60% |
False |
False |
143,800 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.7% |
0.0172 |
1.7% |
60% |
False |
False |
103,185 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0168 |
1.7% |
53% |
False |
False |
77,433 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0150 |
1.5% |
53% |
False |
False |
61,966 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0132 |
1.3% |
53% |
False |
False |
51,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.0773 |
|
1.618 |
1.0592 |
|
1.000 |
1.0480 |
|
0.618 |
1.0411 |
|
HIGH |
1.0299 |
|
0.618 |
1.0230 |
|
0.500 |
1.0209 |
|
0.382 |
1.0187 |
|
LOW |
1.0118 |
|
0.618 |
1.0006 |
|
1.000 |
0.9937 |
|
1.618 |
0.9825 |
|
2.618 |
0.9644 |
|
4.250 |
0.9349 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0209 |
1.0154 |
| PP |
1.0182 |
1.0145 |
| S1 |
1.0155 |
1.0137 |
|