CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
1.0251 |
0.0238 |
2.4% |
0.9964 |
| High |
1.0315 |
1.0251 |
-0.0064 |
-0.6% |
0.9965 |
| Low |
0.9921 |
1.0132 |
0.0211 |
2.1% |
0.9633 |
| Close |
1.0239 |
1.0220 |
-0.0019 |
-0.2% |
0.9677 |
| Range |
0.0394 |
0.0119 |
-0.0275 |
-69.8% |
0.0332 |
| ATR |
0.0194 |
0.0188 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
188,630 |
118,458 |
-70,172 |
-37.2% |
364,139 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0508 |
1.0285 |
|
| R3 |
1.0439 |
1.0389 |
1.0253 |
|
| R2 |
1.0320 |
1.0320 |
1.0242 |
|
| R1 |
1.0270 |
1.0270 |
1.0231 |
1.0236 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0184 |
| S1 |
1.0151 |
1.0151 |
1.0209 |
1.0117 |
| S2 |
1.0082 |
1.0082 |
1.0198 |
|
| S3 |
0.9963 |
1.0032 |
1.0187 |
|
| S4 |
0.9844 |
0.9913 |
1.0155 |
|
|
| 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 |
1.0315 |
0.9642 |
0.0673 |
6.6% |
0.0204 |
2.0% |
86% |
False |
False |
109,422 |
| 10 |
1.0315 |
0.9633 |
0.0682 |
6.7% |
0.0178 |
1.7% |
86% |
False |
False |
116,663 |
| 20 |
1.0393 |
0.9633 |
0.0760 |
7.4% |
0.0173 |
1.7% |
77% |
False |
False |
115,129 |
| 40 |
1.0687 |
0.9539 |
0.1148 |
11.2% |
0.0180 |
1.8% |
59% |
False |
False |
129,187 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0184 |
1.8% |
66% |
False |
False |
125,474 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0168 |
1.6% |
66% |
False |
False |
94,471 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0161 |
1.6% |
58% |
False |
False |
75,605 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0148 |
1.4% |
58% |
False |
False |
63,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0757 |
|
2.618 |
1.0563 |
|
1.618 |
1.0444 |
|
1.000 |
1.0370 |
|
0.618 |
1.0325 |
|
HIGH |
1.0251 |
|
0.618 |
1.0206 |
|
0.500 |
1.0192 |
|
0.382 |
1.0177 |
|
LOW |
1.0132 |
|
0.618 |
1.0058 |
|
1.000 |
1.0013 |
|
1.618 |
0.9939 |
|
2.618 |
0.9820 |
|
4.250 |
0.9626 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0173 |
| PP |
1.0201 |
1.0125 |
| S1 |
1.0192 |
1.0078 |
|