CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9812 |
0.9688 |
-0.0124 |
-1.3% |
0.9964 |
| High |
0.9826 |
0.9760 |
-0.0066 |
-0.7% |
0.9965 |
| Low |
0.9633 |
0.9642 |
0.0009 |
0.1% |
0.9633 |
| Close |
0.9652 |
0.9677 |
0.0025 |
0.3% |
0.9677 |
| Range |
0.0193 |
0.0118 |
-0.0075 |
-38.9% |
0.0332 |
| ATR |
0.0172 |
0.0168 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
134,357 |
0 |
-134,357 |
-100.0% |
364,139 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0047 |
0.9980 |
0.9742 |
|
| R3 |
0.9929 |
0.9862 |
0.9709 |
|
| R2 |
0.9811 |
0.9811 |
0.9699 |
|
| R1 |
0.9744 |
0.9744 |
0.9688 |
0.9719 |
| PP |
0.9693 |
0.9693 |
0.9693 |
0.9680 |
| S1 |
0.9626 |
0.9626 |
0.9666 |
0.9601 |
| S2 |
0.9575 |
0.9575 |
0.9655 |
|
| S3 |
0.9457 |
0.9508 |
0.9645 |
|
| S4 |
0.9339 |
0.9390 |
0.9612 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0548 |
0.9860 |
|
| R3 |
1.0422 |
1.0216 |
0.9768 |
|
| R2 |
1.0090 |
1.0090 |
0.9738 |
|
| R1 |
0.9884 |
0.9884 |
0.9707 |
0.9821 |
| PP |
0.9758 |
0.9758 |
0.9758 |
0.9727 |
| S1 |
0.9552 |
0.9552 |
0.9647 |
0.9489 |
| S2 |
0.9426 |
0.9426 |
0.9616 |
|
| S3 |
0.9094 |
0.9220 |
0.9586 |
|
| S4 |
0.8762 |
0.8888 |
0.9494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0073 |
0.9633 |
0.0440 |
4.5% |
0.0146 |
1.5% |
10% |
False |
False |
95,508 |
| 10 |
1.0299 |
0.9633 |
0.0666 |
6.9% |
0.0149 |
1.5% |
7% |
False |
False |
98,781 |
| 20 |
1.0667 |
0.9633 |
0.1034 |
10.7% |
0.0164 |
1.7% |
4% |
False |
False |
114,988 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
14.3% |
0.0177 |
1.8% |
27% |
False |
False |
131,957 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
14.3% |
0.0178 |
1.8% |
27% |
False |
False |
116,781 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
14.3% |
0.0170 |
1.8% |
27% |
False |
False |
87,644 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0155 |
1.6% |
24% |
False |
False |
70,135 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0141 |
1.5% |
24% |
False |
False |
58,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0262 |
|
2.618 |
1.0069 |
|
1.618 |
0.9951 |
|
1.000 |
0.9878 |
|
0.618 |
0.9833 |
|
HIGH |
0.9760 |
|
0.618 |
0.9715 |
|
0.500 |
0.9701 |
|
0.382 |
0.9687 |
|
LOW |
0.9642 |
|
0.618 |
0.9569 |
|
1.000 |
0.9524 |
|
1.618 |
0.9451 |
|
2.618 |
0.9333 |
|
4.250 |
0.9141 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9751 |
| PP |
0.9693 |
0.9726 |
| S1 |
0.9685 |
0.9702 |
|