CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0201 |
-0.0050 |
-0.5% |
0.9778 |
| High |
1.0251 |
1.0308 |
0.0057 |
0.6% |
1.0315 |
| Low |
1.0132 |
1.0178 |
0.0046 |
0.5% |
0.9775 |
| Close |
1.0220 |
1.0213 |
-0.0007 |
-0.1% |
1.0213 |
| Range |
0.0119 |
0.0130 |
0.0011 |
9.2% |
0.0540 |
| ATR |
0.0188 |
0.0184 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
118,458 |
109,589 |
-8,869 |
-7.5% |
656,703 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0548 |
1.0285 |
|
| R3 |
1.0493 |
1.0418 |
1.0249 |
|
| R2 |
1.0363 |
1.0363 |
1.0237 |
|
| R1 |
1.0288 |
1.0288 |
1.0225 |
1.0326 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0252 |
| S1 |
1.0158 |
1.0158 |
1.0201 |
1.0196 |
| S2 |
1.0103 |
1.0103 |
1.0189 |
|
| S3 |
0.9973 |
1.0028 |
1.0177 |
|
| S4 |
0.9843 |
0.9898 |
1.0142 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1507 |
1.0510 |
|
| R3 |
1.1181 |
1.0967 |
1.0362 |
|
| R2 |
1.0641 |
1.0641 |
1.0312 |
|
| R1 |
1.0427 |
1.0427 |
1.0263 |
1.0534 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0155 |
| S1 |
0.9887 |
0.9887 |
1.0164 |
0.9994 |
| S2 |
0.9561 |
0.9561 |
1.0114 |
|
| S3 |
0.9021 |
0.9347 |
1.0065 |
|
| S4 |
0.8481 |
0.8807 |
0.9916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0315 |
0.9775 |
0.0540 |
5.3% |
0.0207 |
2.0% |
81% |
False |
False |
131,340 |
| 10 |
1.0315 |
0.9633 |
0.0682 |
6.7% |
0.0176 |
1.7% |
85% |
False |
False |
113,424 |
| 20 |
1.0387 |
0.9633 |
0.0754 |
7.4% |
0.0167 |
1.6% |
77% |
False |
False |
111,350 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.3% |
0.0180 |
1.8% |
55% |
False |
False |
127,232 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0185 |
1.8% |
66% |
False |
False |
127,154 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0167 |
1.6% |
66% |
False |
False |
95,831 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0161 |
1.6% |
58% |
False |
False |
76,701 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0148 |
1.4% |
58% |
False |
False |
63,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0861 |
|
2.618 |
1.0648 |
|
1.618 |
1.0518 |
|
1.000 |
1.0438 |
|
0.618 |
1.0388 |
|
HIGH |
1.0308 |
|
0.618 |
1.0258 |
|
0.500 |
1.0243 |
|
0.382 |
1.0228 |
|
LOW |
1.0178 |
|
0.618 |
1.0098 |
|
1.000 |
1.0048 |
|
1.618 |
0.9968 |
|
2.618 |
0.9838 |
|
4.250 |
0.9626 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0181 |
| PP |
1.0233 |
1.0150 |
| S1 |
1.0223 |
1.0118 |
|