CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0000 |
-0.0211 |
-2.1% |
1.0490 |
| High |
1.0211 |
1.0043 |
-0.0168 |
-1.6% |
1.0490 |
| Low |
0.9995 |
0.9988 |
-0.0007 |
-0.1% |
1.0045 |
| Close |
1.0005 |
0.9989 |
-0.0016 |
-0.2% |
1.0242 |
| Range |
0.0216 |
0.0055 |
-0.0161 |
-74.5% |
0.0445 |
| ATR |
0.0156 |
0.0149 |
-0.0007 |
-4.6% |
0.0000 |
| Volume |
73 |
69 |
-4 |
-5.5% |
1,129 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0135 |
1.0019 |
|
| R3 |
1.0117 |
1.0080 |
1.0004 |
|
| R2 |
1.0062 |
1.0062 |
0.9999 |
|
| R1 |
1.0025 |
1.0025 |
0.9994 |
1.0016 |
| PP |
1.0007 |
1.0007 |
1.0007 |
1.0002 |
| S1 |
0.9970 |
0.9970 |
0.9984 |
0.9961 |
| S2 |
0.9952 |
0.9952 |
0.9979 |
|
| S3 |
0.9897 |
0.9915 |
0.9974 |
|
| S4 |
0.9842 |
0.9860 |
0.9959 |
|
|
| 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 |
1.0250 |
0.9988 |
0.0262 |
2.6% |
0.0106 |
1.1% |
0% |
False |
True |
86 |
| 10 |
1.0556 |
0.9988 |
0.0568 |
5.7% |
0.0134 |
1.3% |
0% |
False |
True |
152 |
| 20 |
1.0569 |
0.9968 |
0.0601 |
6.0% |
0.0142 |
1.4% |
3% |
False |
False |
111 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0131 |
1.3% |
57% |
False |
False |
83 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0088 |
0.9% |
57% |
False |
False |
56 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0066 |
0.7% |
52% |
False |
False |
43 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0053 |
0.5% |
52% |
False |
False |
35 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0044 |
0.4% |
52% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0187 |
|
1.618 |
1.0132 |
|
1.000 |
1.0098 |
|
0.618 |
1.0077 |
|
HIGH |
1.0043 |
|
0.618 |
1.0022 |
|
0.500 |
1.0016 |
|
0.382 |
1.0009 |
|
LOW |
0.9988 |
|
0.618 |
0.9954 |
|
1.000 |
0.9933 |
|
1.618 |
0.9899 |
|
2.618 |
0.9844 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0016 |
1.0119 |
| PP |
1.0007 |
1.0076 |
| S1 |
0.9998 |
1.0032 |
|