CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
0.9895 |
-0.0106 |
-1.1% |
1.0216 |
| High |
1.0039 |
0.9988 |
-0.0051 |
-0.5% |
1.0370 |
| Low |
0.9878 |
0.9858 |
-0.0020 |
-0.2% |
1.0039 |
| Close |
0.9887 |
0.9914 |
0.0027 |
0.3% |
1.0207 |
| Range |
0.0161 |
0.0130 |
-0.0031 |
-19.3% |
0.0331 |
| ATR |
0.0172 |
0.0169 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
123,919 |
95,193 |
-28,726 |
-23.2% |
566,127 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0242 |
0.9986 |
|
| R3 |
1.0180 |
1.0112 |
0.9950 |
|
| R2 |
1.0050 |
1.0050 |
0.9938 |
|
| R1 |
0.9982 |
0.9982 |
0.9926 |
1.0016 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9937 |
| S1 |
0.9852 |
0.9852 |
0.9902 |
0.9886 |
| S2 |
0.9790 |
0.9790 |
0.9890 |
|
| S3 |
0.9660 |
0.9722 |
0.9878 |
|
| S4 |
0.9530 |
0.9592 |
0.9843 |
|
|
| 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 |
1.0219 |
0.9858 |
0.0361 |
3.6% |
0.0163 |
1.6% |
16% |
False |
True |
119,446 |
| 10 |
1.0370 |
0.9858 |
0.0512 |
5.2% |
0.0146 |
1.5% |
11% |
False |
True |
114,190 |
| 20 |
1.0370 |
0.9633 |
0.0737 |
7.4% |
0.0162 |
1.6% |
38% |
False |
False |
115,427 |
| 40 |
1.0687 |
0.9633 |
0.1054 |
10.6% |
0.0169 |
1.7% |
27% |
False |
False |
123,007 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
14.0% |
0.0181 |
1.8% |
44% |
False |
False |
133,218 |
| 80 |
1.0687 |
0.9302 |
0.1385 |
14.0% |
0.0170 |
1.7% |
44% |
False |
False |
108,721 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0167 |
1.7% |
39% |
False |
False |
87,014 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0153 |
1.5% |
39% |
False |
False |
72,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0541 |
|
2.618 |
1.0328 |
|
1.618 |
1.0198 |
|
1.000 |
1.0118 |
|
0.618 |
1.0068 |
|
HIGH |
0.9988 |
|
0.618 |
0.9938 |
|
0.500 |
0.9923 |
|
0.382 |
0.9908 |
|
LOW |
0.9858 |
|
0.618 |
0.9778 |
|
1.000 |
0.9728 |
|
1.618 |
0.9648 |
|
2.618 |
0.9518 |
|
4.250 |
0.9306 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9923 |
1.0008 |
| PP |
0.9920 |
0.9976 |
| S1 |
0.9917 |
0.9945 |
|