CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0226 |
-0.0020 |
-0.2% |
0.9778 |
| High |
1.0253 |
1.0292 |
0.0039 |
0.4% |
1.0315 |
| Low |
1.0141 |
1.0220 |
0.0079 |
0.8% |
0.9775 |
| Close |
1.0246 |
1.0266 |
0.0020 |
0.2% |
1.0213 |
| Range |
0.0112 |
0.0072 |
-0.0040 |
-35.7% |
0.0540 |
| ATR |
0.0174 |
0.0167 |
-0.0007 |
-4.2% |
0.0000 |
| Volume |
92,895 |
88,280 |
-4,615 |
-5.0% |
656,703 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0443 |
1.0306 |
|
| R3 |
1.0403 |
1.0371 |
1.0286 |
|
| R2 |
1.0331 |
1.0331 |
1.0279 |
|
| R1 |
1.0299 |
1.0299 |
1.0273 |
1.0315 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0268 |
| S1 |
1.0227 |
1.0227 |
1.0259 |
1.0243 |
| S2 |
1.0187 |
1.0187 |
1.0253 |
|
| S3 |
1.0115 |
1.0155 |
1.0246 |
|
| S4 |
1.0043 |
1.0083 |
1.0226 |
|
|
| 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 |
1.0308 |
1.0132 |
0.0176 |
1.7% |
0.0108 |
1.0% |
76% |
False |
False |
102,342 |
| 10 |
1.0315 |
0.9633 |
0.0682 |
6.6% |
0.0163 |
1.6% |
93% |
False |
False |
107,472 |
| 20 |
1.0353 |
0.9633 |
0.0720 |
7.0% |
0.0162 |
1.6% |
88% |
False |
False |
111,038 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.3% |
0.0174 |
1.7% |
60% |
False |
False |
125,121 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0181 |
1.8% |
70% |
False |
False |
130,740 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0166 |
1.6% |
70% |
False |
False |
99,372 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0162 |
1.6% |
61% |
False |
False |
79,533 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0148 |
1.4% |
61% |
False |
False |
66,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0480 |
|
1.618 |
1.0408 |
|
1.000 |
1.0364 |
|
0.618 |
1.0336 |
|
HIGH |
1.0292 |
|
0.618 |
1.0264 |
|
0.500 |
1.0256 |
|
0.382 |
1.0248 |
|
LOW |
1.0220 |
|
0.618 |
1.0176 |
|
1.000 |
1.0148 |
|
1.618 |
1.0104 |
|
2.618 |
1.0032 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0250 |
| PP |
1.0259 |
1.0233 |
| S1 |
1.0256 |
1.0217 |
|