CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0242 |
1.0175 |
-0.0067 |
-0.7% |
1.0490 |
| High |
1.0242 |
1.0250 |
0.0008 |
0.1% |
1.0490 |
| Low |
1.0136 |
1.0163 |
0.0027 |
0.3% |
1.0045 |
| Close |
1.0226 |
1.0240 |
0.0014 |
0.1% |
1.0242 |
| Range |
0.0106 |
0.0087 |
-0.0019 |
-17.9% |
0.0445 |
| ATR |
0.0154 |
0.0149 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
11 |
130 |
119 |
1,081.8% |
1,129 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0479 |
1.0446 |
1.0288 |
|
| R3 |
1.0392 |
1.0359 |
1.0264 |
|
| R2 |
1.0305 |
1.0305 |
1.0256 |
|
| R1 |
1.0272 |
1.0272 |
1.0248 |
1.0289 |
| PP |
1.0218 |
1.0218 |
1.0218 |
1.0226 |
| S1 |
1.0185 |
1.0185 |
1.0232 |
1.0202 |
| S2 |
1.0131 |
1.0131 |
1.0224 |
|
| S3 |
1.0044 |
1.0098 |
1.0216 |
|
| S4 |
0.9957 |
1.0011 |
1.0192 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1363 |
1.0487 |
|
| R3 |
1.1149 |
1.0918 |
1.0364 |
|
| R2 |
1.0704 |
1.0704 |
1.0324 |
|
| R1 |
1.0473 |
1.0473 |
1.0283 |
1.0366 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0206 |
| S1 |
1.0028 |
1.0028 |
1.0201 |
0.9921 |
| S2 |
0.9814 |
0.9814 |
1.0160 |
|
| S3 |
0.9369 |
0.9583 |
1.0120 |
|
| S4 |
0.8924 |
0.9138 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0290 |
1.0045 |
0.0245 |
2.4% |
0.0124 |
1.2% |
80% |
False |
False |
182 |
| 10 |
1.0569 |
1.0045 |
0.0524 |
5.1% |
0.0144 |
1.4% |
37% |
False |
False |
160 |
| 20 |
1.0569 |
0.9740 |
0.0829 |
8.1% |
0.0147 |
1.4% |
60% |
False |
False |
108 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0125 |
1.2% |
75% |
False |
False |
80 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0083 |
0.8% |
75% |
False |
False |
54 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0063 |
0.6% |
69% |
False |
False |
41 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0050 |
0.5% |
69% |
False |
False |
33 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0042 |
0.4% |
69% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0478 |
|
1.618 |
1.0391 |
|
1.000 |
1.0337 |
|
0.618 |
1.0304 |
|
HIGH |
1.0250 |
|
0.618 |
1.0217 |
|
0.500 |
1.0207 |
|
0.382 |
1.0196 |
|
LOW |
1.0163 |
|
0.618 |
1.0109 |
|
1.000 |
1.0076 |
|
1.618 |
1.0022 |
|
2.618 |
0.9935 |
|
4.250 |
0.9793 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0224 |
| PP |
1.0218 |
1.0209 |
| S1 |
1.0207 |
1.0193 |
|