CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
0.9805 |
0.9812 |
0.0007 |
0.1% |
1.0268 |
High |
0.9869 |
0.9826 |
-0.0043 |
-0.4% |
1.0299 |
Low |
0.9782 |
0.9633 |
-0.0149 |
-1.5% |
0.9930 |
Close |
0.9808 |
0.9652 |
-0.0156 |
-1.6% |
0.9971 |
Range |
0.0087 |
0.0193 |
0.0106 |
121.8% |
0.0369 |
ATR |
0.0170 |
0.0172 |
0.0002 |
1.0% |
0.0000 |
Volume |
111,287 |
134,357 |
23,070 |
20.7% |
542,892 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0283 |
1.0160 |
0.9758 |
|
R3 |
1.0090 |
0.9967 |
0.9705 |
|
R2 |
0.9897 |
0.9897 |
0.9687 |
|
R1 |
0.9774 |
0.9774 |
0.9670 |
0.9739 |
PP |
0.9704 |
0.9704 |
0.9704 |
0.9686 |
S1 |
0.9581 |
0.9581 |
0.9634 |
0.9546 |
S2 |
0.9511 |
0.9511 |
0.9617 |
|
S3 |
0.9318 |
0.9388 |
0.9599 |
|
S4 |
0.9125 |
0.9195 |
0.9546 |
|
|
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 |
1.0082 |
0.9633 |
0.0449 |
4.7% |
0.0151 |
1.6% |
4% |
False |
True |
123,903 |
10 |
1.0299 |
0.9633 |
0.0666 |
6.9% |
0.0153 |
1.6% |
3% |
False |
True |
112,834 |
20 |
1.0687 |
0.9633 |
0.1054 |
10.9% |
0.0176 |
1.8% |
2% |
False |
True |
123,815 |
40 |
1.0687 |
0.9302 |
0.1385 |
14.3% |
0.0179 |
1.9% |
25% |
False |
False |
135,420 |
60 |
1.0687 |
0.9302 |
0.1385 |
14.3% |
0.0177 |
1.8% |
25% |
False |
False |
116,787 |
80 |
1.0687 |
0.9302 |
0.1385 |
14.3% |
0.0170 |
1.8% |
25% |
False |
False |
87,648 |
100 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0154 |
1.6% |
22% |
False |
False |
70,136 |
120 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0140 |
1.4% |
22% |
False |
False |
58,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0646 |
2.618 |
1.0331 |
1.618 |
1.0138 |
1.000 |
1.0019 |
0.618 |
0.9945 |
HIGH |
0.9826 |
0.618 |
0.9752 |
0.500 |
0.9730 |
0.382 |
0.9707 |
LOW |
0.9633 |
0.618 |
0.9514 |
1.000 |
0.9440 |
1.618 |
0.9321 |
2.618 |
0.9128 |
4.250 |
0.8813 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9730 |
0.9799 |
PP |
0.9704 |
0.9750 |
S1 |
0.9678 |
0.9701 |
|