CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
0.9964 |
-0.0003 |
0.0% |
1.0268 |
| High |
1.0073 |
0.9965 |
-0.0108 |
-1.1% |
1.0299 |
| Low |
0.9930 |
0.9776 |
-0.0154 |
-1.6% |
0.9930 |
| Close |
0.9971 |
0.9800 |
-0.0171 |
-1.7% |
0.9971 |
| Range |
0.0143 |
0.0189 |
0.0046 |
32.2% |
0.0369 |
| ATR |
0.0175 |
0.0176 |
0.0001 |
0.8% |
0.0000 |
| Volume |
113,404 |
118,495 |
5,091 |
4.5% |
542,892 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0296 |
0.9904 |
|
| R3 |
1.0225 |
1.0107 |
0.9852 |
|
| R2 |
1.0036 |
1.0036 |
0.9835 |
|
| R1 |
0.9918 |
0.9918 |
0.9817 |
0.9883 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9829 |
| S1 |
0.9729 |
0.9729 |
0.9783 |
0.9694 |
| S2 |
0.9658 |
0.9658 |
0.9765 |
|
| S3 |
0.9469 |
0.9540 |
0.9748 |
|
| S4 |
0.9280 |
0.9351 |
0.9696 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.0941 |
1.0174 |
|
| R3 |
1.0805 |
1.0572 |
1.0072 |
|
| R2 |
1.0436 |
1.0436 |
1.0039 |
|
| R1 |
1.0203 |
1.0203 |
1.0005 |
1.0135 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0033 |
| S1 |
0.9834 |
0.9834 |
0.9937 |
0.9766 |
| S2 |
0.9698 |
0.9698 |
0.9903 |
|
| S3 |
0.9329 |
0.9465 |
0.9870 |
|
| S4 |
0.8960 |
0.9096 |
0.9768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0186 |
0.9776 |
0.0410 |
4.2% |
0.0143 |
1.5% |
6% |
False |
True |
114,442 |
| 10 |
1.0355 |
0.9776 |
0.0579 |
5.9% |
0.0163 |
1.7% |
4% |
False |
True |
112,647 |
| 20 |
1.0687 |
0.9776 |
0.0911 |
9.3% |
0.0173 |
1.8% |
3% |
False |
True |
126,847 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
14.1% |
0.0182 |
1.9% |
36% |
False |
False |
136,203 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
14.1% |
0.0175 |
1.8% |
36% |
False |
False |
112,710 |
| 80 |
1.0866 |
0.9302 |
0.1564 |
16.0% |
0.0170 |
1.7% |
32% |
False |
False |
84,582 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.1% |
0.0153 |
1.6% |
32% |
False |
False |
67,681 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.1% |
0.0138 |
1.4% |
32% |
False |
False |
56,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0460 |
|
1.618 |
1.0271 |
|
1.000 |
1.0154 |
|
0.618 |
1.0082 |
|
HIGH |
0.9965 |
|
0.618 |
0.9893 |
|
0.500 |
0.9871 |
|
0.382 |
0.9848 |
|
LOW |
0.9776 |
|
0.618 |
0.9659 |
|
1.000 |
0.9587 |
|
1.618 |
0.9470 |
|
2.618 |
0.9281 |
|
4.250 |
0.8973 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9871 |
0.9929 |
| PP |
0.9847 |
0.9886 |
| S1 |
0.9824 |
0.9843 |
|