CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0226 |
1.0278 |
0.0052 |
0.5% |
0.9778 |
| High |
1.0292 |
1.0370 |
0.0078 |
0.8% |
1.0315 |
| Low |
1.0220 |
1.0142 |
-0.0078 |
-0.8% |
0.9775 |
| Close |
1.0266 |
1.0165 |
-0.0101 |
-1.0% |
1.0213 |
| Range |
0.0072 |
0.0228 |
0.0156 |
216.7% |
0.0540 |
| ATR |
0.0167 |
0.0171 |
0.0004 |
2.6% |
0.0000 |
| Volume |
88,280 |
151,423 |
63,143 |
71.5% |
656,703 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0765 |
1.0290 |
|
| R3 |
1.0682 |
1.0537 |
1.0228 |
|
| R2 |
1.0454 |
1.0454 |
1.0207 |
|
| R1 |
1.0309 |
1.0309 |
1.0186 |
1.0268 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0205 |
| S1 |
1.0081 |
1.0081 |
1.0144 |
1.0040 |
| S2 |
0.9998 |
0.9998 |
1.0123 |
|
| S3 |
0.9770 |
0.9853 |
1.0102 |
|
| S4 |
0.9542 |
0.9625 |
1.0040 |
|
|
| 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 |
1.0370 |
1.0141 |
0.0229 |
2.3% |
0.0129 |
1.3% |
10% |
True |
False |
108,935 |
| 10 |
1.0370 |
0.9642 |
0.0728 |
7.2% |
0.0167 |
1.6% |
72% |
True |
False |
109,179 |
| 20 |
1.0370 |
0.9633 |
0.0737 |
7.3% |
0.0160 |
1.6% |
72% |
True |
False |
111,006 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.4% |
0.0171 |
1.7% |
50% |
False |
False |
125,045 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0182 |
1.8% |
62% |
False |
False |
132,540 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.6% |
0.0167 |
1.6% |
62% |
False |
False |
101,263 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0163 |
1.6% |
55% |
False |
False |
81,045 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0149 |
1.5% |
55% |
False |
False |
67,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.0967 |
|
1.618 |
1.0739 |
|
1.000 |
1.0598 |
|
0.618 |
1.0511 |
|
HIGH |
1.0370 |
|
0.618 |
1.0283 |
|
0.500 |
1.0256 |
|
0.382 |
1.0229 |
|
LOW |
1.0142 |
|
0.618 |
1.0001 |
|
1.000 |
0.9914 |
|
1.618 |
0.9773 |
|
2.618 |
0.9545 |
|
4.250 |
0.9173 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0256 |
| PP |
1.0226 |
1.0225 |
| S1 |
1.0195 |
1.0195 |
|