CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9688 |
0.9778 |
0.0090 |
0.9% |
0.9964 |
| High |
0.9760 |
0.9951 |
0.0191 |
2.0% |
0.9965 |
| Low |
0.9642 |
0.9775 |
0.0133 |
1.4% |
0.9633 |
| Close |
0.9677 |
0.9862 |
0.0185 |
1.9% |
0.9677 |
| Range |
0.0118 |
0.0176 |
0.0058 |
49.2% |
0.0332 |
| ATR |
0.0168 |
0.0175 |
0.0008 |
4.5% |
0.0000 |
| Volume |
0 |
114,903 |
114,903 |
|
364,139 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0302 |
0.9959 |
|
| R3 |
1.0215 |
1.0126 |
0.9910 |
|
| R2 |
1.0039 |
1.0039 |
0.9894 |
|
| R1 |
0.9950 |
0.9950 |
0.9878 |
0.9995 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9885 |
| S1 |
0.9774 |
0.9774 |
0.9846 |
0.9819 |
| S2 |
0.9687 |
0.9687 |
0.9830 |
|
| S3 |
0.9511 |
0.9598 |
0.9814 |
|
| S4 |
0.9335 |
0.9422 |
0.9765 |
|
|
| 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 |
0.9965 |
0.9633 |
0.0332 |
3.4% |
0.0153 |
1.5% |
69% |
False |
False |
95,808 |
| 10 |
1.0299 |
0.9633 |
0.0666 |
6.8% |
0.0147 |
1.5% |
34% |
False |
False |
102,193 |
| 20 |
1.0651 |
0.9633 |
0.1018 |
10.3% |
0.0169 |
1.7% |
22% |
False |
False |
115,552 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
14.0% |
0.0178 |
1.8% |
40% |
False |
False |
131,551 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
14.0% |
0.0179 |
1.8% |
40% |
False |
False |
118,680 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
14.0% |
0.0169 |
1.7% |
40% |
False |
False |
89,079 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.0% |
0.0156 |
1.6% |
36% |
False |
False |
71,284 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.0% |
0.0142 |
1.4% |
36% |
False |
False |
59,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0699 |
|
2.618 |
1.0412 |
|
1.618 |
1.0236 |
|
1.000 |
1.0127 |
|
0.618 |
1.0060 |
|
HIGH |
0.9951 |
|
0.618 |
0.9884 |
|
0.500 |
0.9863 |
|
0.382 |
0.9842 |
|
LOW |
0.9775 |
|
0.618 |
0.9666 |
|
1.000 |
0.9599 |
|
1.618 |
0.9490 |
|
2.618 |
0.9314 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9863 |
0.9839 |
| PP |
0.9863 |
0.9815 |
| S1 |
0.9862 |
0.9792 |
|