CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9778 |
0.9876 |
0.0098 |
1.0% |
0.9964 |
| High |
0.9951 |
1.0055 |
0.0104 |
1.0% |
0.9965 |
| Low |
0.9775 |
0.9840 |
0.0065 |
0.7% |
0.9633 |
| Close |
0.9862 |
1.0001 |
0.0139 |
1.4% |
0.9677 |
| Range |
0.0176 |
0.0215 |
0.0039 |
22.2% |
0.0332 |
| ATR |
0.0175 |
0.0178 |
0.0003 |
1.6% |
0.0000 |
| Volume |
114,903 |
125,123 |
10,220 |
8.9% |
364,139 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0521 |
1.0119 |
|
| R3 |
1.0395 |
1.0306 |
1.0060 |
|
| R2 |
1.0180 |
1.0180 |
1.0040 |
|
| R1 |
1.0091 |
1.0091 |
1.0021 |
1.0136 |
| PP |
0.9965 |
0.9965 |
0.9965 |
0.9988 |
| S1 |
0.9876 |
0.9876 |
0.9981 |
0.9921 |
| S2 |
0.9750 |
0.9750 |
0.9962 |
|
| S3 |
0.9535 |
0.9661 |
0.9942 |
|
| S4 |
0.9320 |
0.9446 |
0.9883 |
|
|
| 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 |
1.0055 |
0.9633 |
0.0422 |
4.2% |
0.0158 |
1.6% |
87% |
True |
False |
97,134 |
| 10 |
1.0186 |
0.9633 |
0.0553 |
5.5% |
0.0151 |
1.5% |
67% |
False |
False |
105,788 |
| 20 |
1.0507 |
0.9633 |
0.0874 |
8.7% |
0.0169 |
1.7% |
42% |
False |
False |
115,393 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.8% |
0.0179 |
1.8% |
50% |
False |
False |
130,988 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.8% |
0.0181 |
1.8% |
50% |
False |
False |
120,751 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.8% |
0.0170 |
1.7% |
50% |
False |
False |
90,641 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.7% |
0.0158 |
1.6% |
44% |
False |
False |
72,535 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.7% |
0.0144 |
1.4% |
44% |
False |
False |
60,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0618 |
|
1.618 |
1.0403 |
|
1.000 |
1.0270 |
|
0.618 |
1.0188 |
|
HIGH |
1.0055 |
|
0.618 |
0.9973 |
|
0.500 |
0.9948 |
|
0.382 |
0.9922 |
|
LOW |
0.9840 |
|
0.618 |
0.9707 |
|
1.000 |
0.9625 |
|
1.618 |
0.9492 |
|
2.618 |
0.9277 |
|
4.250 |
0.8926 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9983 |
0.9950 |
| PP |
0.9965 |
0.9899 |
| S1 |
0.9948 |
0.9849 |
|