CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0182 |
0.0025 |
0.2% |
1.0216 |
| High |
1.0219 |
1.0201 |
-0.0018 |
-0.2% |
1.0370 |
| Low |
1.0039 |
1.0043 |
0.0004 |
0.0% |
1.0039 |
| Close |
1.0207 |
1.0056 |
-0.0151 |
-1.5% |
1.0207 |
| Range |
0.0180 |
0.0158 |
-0.0022 |
-12.2% |
0.0331 |
| ATR |
0.0172 |
0.0172 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
131,038 |
100,645 |
-30,393 |
-23.2% |
566,127 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0473 |
1.0143 |
|
| R3 |
1.0416 |
1.0315 |
1.0099 |
|
| R2 |
1.0258 |
1.0258 |
1.0085 |
|
| R1 |
1.0157 |
1.0157 |
1.0070 |
1.0129 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0086 |
| S1 |
0.9999 |
0.9999 |
1.0042 |
0.9971 |
| S2 |
0.9942 |
0.9942 |
1.0027 |
|
| S3 |
0.9784 |
0.9841 |
1.0013 |
|
| S4 |
0.9626 |
0.9683 |
0.9969 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1034 |
1.0389 |
|
| R3 |
1.0867 |
1.0703 |
1.0298 |
|
| R2 |
1.0536 |
1.0536 |
1.0268 |
|
| R1 |
1.0372 |
1.0372 |
1.0237 |
1.0289 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0164 |
| S1 |
1.0041 |
1.0041 |
1.0177 |
0.9958 |
| S2 |
0.9874 |
0.9874 |
1.0146 |
|
| S3 |
0.9543 |
0.9710 |
1.0116 |
|
| S4 |
0.9212 |
0.9379 |
1.0025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0370 |
1.0039 |
0.0331 |
3.3% |
0.0150 |
1.5% |
5% |
False |
False |
112,856 |
| 10 |
1.0370 |
0.9840 |
0.0530 |
5.3% |
0.0171 |
1.7% |
41% |
False |
False |
120,857 |
| 20 |
1.0370 |
0.9633 |
0.0737 |
7.3% |
0.0159 |
1.6% |
57% |
False |
False |
111,525 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.5% |
0.0171 |
1.7% |
40% |
False |
False |
124,017 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.8% |
0.0183 |
1.8% |
54% |
False |
False |
133,401 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
13.8% |
0.0169 |
1.7% |
54% |
False |
False |
104,157 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0165 |
1.6% |
48% |
False |
False |
83,360 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0151 |
1.5% |
48% |
False |
False |
69,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0873 |
|
2.618 |
1.0615 |
|
1.618 |
1.0457 |
|
1.000 |
1.0359 |
|
0.618 |
1.0299 |
|
HIGH |
1.0201 |
|
0.618 |
1.0141 |
|
0.500 |
1.0122 |
|
0.382 |
1.0103 |
|
LOW |
1.0043 |
|
0.618 |
0.9945 |
|
1.000 |
0.9885 |
|
1.618 |
0.9787 |
|
2.618 |
0.9629 |
|
4.250 |
0.9372 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0205 |
| PP |
1.0100 |
1.0155 |
| S1 |
1.0078 |
1.0106 |
|