CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9964 |
0.9805 |
-0.0159 |
-1.6% |
1.0268 |
| High |
0.9965 |
0.9869 |
-0.0096 |
-1.0% |
1.0299 |
| Low |
0.9776 |
0.9782 |
0.0006 |
0.1% |
0.9930 |
| Close |
0.9800 |
0.9808 |
0.0008 |
0.1% |
0.9971 |
| Range |
0.0189 |
0.0087 |
-0.0102 |
-54.0% |
0.0369 |
| ATR |
0.0176 |
0.0170 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
118,495 |
111,287 |
-7,208 |
-6.1% |
542,892 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0031 |
0.9856 |
|
| R3 |
0.9994 |
0.9944 |
0.9832 |
|
| R2 |
0.9907 |
0.9907 |
0.9824 |
|
| R1 |
0.9857 |
0.9857 |
0.9816 |
0.9882 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9832 |
| S1 |
0.9770 |
0.9770 |
0.9800 |
0.9795 |
| S2 |
0.9733 |
0.9733 |
0.9792 |
|
| S3 |
0.9646 |
0.9683 |
0.9784 |
|
| S4 |
0.9559 |
0.9596 |
0.9760 |
|
|
| 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 |
1.0145 |
0.9776 |
0.0369 |
3.8% |
0.0138 |
1.4% |
9% |
False |
False |
118,843 |
| 10 |
1.0353 |
0.9776 |
0.0577 |
5.9% |
0.0160 |
1.6% |
6% |
False |
False |
114,604 |
| 20 |
1.0687 |
0.9776 |
0.0911 |
9.3% |
0.0172 |
1.8% |
4% |
False |
False |
124,475 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
14.1% |
0.0179 |
1.8% |
37% |
False |
False |
135,420 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
14.1% |
0.0175 |
1.8% |
37% |
False |
False |
114,555 |
| 80 |
1.0797 |
0.9302 |
0.1495 |
15.2% |
0.0170 |
1.7% |
34% |
False |
False |
85,971 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.0% |
0.0153 |
1.6% |
32% |
False |
False |
68,793 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.0% |
0.0138 |
1.4% |
32% |
False |
False |
57,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0239 |
|
2.618 |
1.0097 |
|
1.618 |
1.0010 |
|
1.000 |
0.9956 |
|
0.618 |
0.9923 |
|
HIGH |
0.9869 |
|
0.618 |
0.9836 |
|
0.500 |
0.9826 |
|
0.382 |
0.9815 |
|
LOW |
0.9782 |
|
0.618 |
0.9728 |
|
1.000 |
0.9695 |
|
1.618 |
0.9641 |
|
2.618 |
0.9554 |
|
4.250 |
0.9412 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9826 |
0.9925 |
| PP |
0.9820 |
0.9886 |
| S1 |
0.9814 |
0.9847 |
|