CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0211 |
0.0036 |
0.4% |
1.0490 |
| High |
1.0250 |
1.0211 |
-0.0039 |
-0.4% |
1.0490 |
| Low |
1.0163 |
0.9995 |
-0.0168 |
-1.7% |
1.0045 |
| Close |
1.0240 |
1.0005 |
-0.0235 |
-2.3% |
1.0242 |
| Range |
0.0087 |
0.0216 |
0.0129 |
148.3% |
0.0445 |
| ATR |
0.0149 |
0.0156 |
0.0007 |
4.6% |
0.0000 |
| Volume |
130 |
73 |
-57 |
-43.8% |
1,129 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0578 |
1.0124 |
|
| R3 |
1.0502 |
1.0362 |
1.0064 |
|
| R2 |
1.0286 |
1.0286 |
1.0045 |
|
| R1 |
1.0146 |
1.0146 |
1.0025 |
1.0108 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0052 |
| S1 |
0.9930 |
0.9930 |
0.9985 |
0.9892 |
| S2 |
0.9854 |
0.9854 |
0.9965 |
|
| S3 |
0.9638 |
0.9714 |
0.9946 |
|
| S4 |
0.9422 |
0.9498 |
0.9886 |
|
|
| 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 |
0.9995 |
0.0295 |
2.9% |
0.0144 |
1.4% |
3% |
False |
True |
123 |
| 10 |
1.0569 |
0.9995 |
0.0574 |
5.7% |
0.0157 |
1.6% |
2% |
False |
True |
151 |
| 20 |
1.0569 |
0.9937 |
0.0632 |
6.3% |
0.0144 |
1.4% |
11% |
False |
False |
111 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0130 |
1.3% |
58% |
False |
False |
81 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0087 |
0.9% |
58% |
False |
False |
55 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0065 |
0.7% |
53% |
False |
False |
42 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0052 |
0.5% |
53% |
False |
False |
34 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0044 |
0.4% |
53% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.0776 |
|
1.618 |
1.0560 |
|
1.000 |
1.0427 |
|
0.618 |
1.0344 |
|
HIGH |
1.0211 |
|
0.618 |
1.0128 |
|
0.500 |
1.0103 |
|
0.382 |
1.0078 |
|
LOW |
0.9995 |
|
0.618 |
0.9862 |
|
1.000 |
0.9779 |
|
1.618 |
0.9646 |
|
2.618 |
0.9430 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0123 |
| PP |
1.0070 |
1.0083 |
| S1 |
1.0038 |
1.0044 |
|