CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0001 |
0.0001 |
0.0% |
1.0242 |
| High |
1.0043 |
1.0159 |
0.0116 |
1.2% |
1.0250 |
| Low |
0.9988 |
0.9980 |
-0.0008 |
-0.1% |
0.9980 |
| Close |
0.9989 |
1.0151 |
0.0162 |
1.6% |
1.0151 |
| Range |
0.0055 |
0.0179 |
0.0124 |
225.5% |
0.0270 |
| ATR |
0.0149 |
0.0151 |
0.0002 |
1.5% |
0.0000 |
| Volume |
69 |
83 |
14 |
20.3% |
366 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0634 |
1.0571 |
1.0249 |
|
| R3 |
1.0455 |
1.0392 |
1.0200 |
|
| R2 |
1.0276 |
1.0276 |
1.0184 |
|
| R1 |
1.0213 |
1.0213 |
1.0167 |
1.0245 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0112 |
| S1 |
1.0034 |
1.0034 |
1.0135 |
1.0066 |
| S2 |
0.9918 |
0.9918 |
1.0118 |
|
| S3 |
0.9739 |
0.9855 |
1.0102 |
|
| S4 |
0.9560 |
0.9676 |
1.0053 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0814 |
1.0300 |
|
| R3 |
1.0667 |
1.0544 |
1.0225 |
|
| R2 |
1.0397 |
1.0397 |
1.0201 |
|
| R1 |
1.0274 |
1.0274 |
1.0176 |
1.0201 |
| PP |
1.0127 |
1.0127 |
1.0127 |
1.0090 |
| S1 |
1.0004 |
1.0004 |
1.0126 |
0.9931 |
| S2 |
0.9857 |
0.9857 |
1.0102 |
|
| S3 |
0.9587 |
0.9734 |
1.0077 |
|
| S4 |
0.9317 |
0.9464 |
1.0003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0250 |
0.9980 |
0.0270 |
2.7% |
0.0129 |
1.3% |
63% |
False |
True |
73 |
| 10 |
1.0490 |
0.9980 |
0.0510 |
5.0% |
0.0146 |
1.4% |
34% |
False |
True |
149 |
| 20 |
1.0569 |
0.9968 |
0.0601 |
5.9% |
0.0142 |
1.4% |
30% |
False |
False |
114 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0136 |
1.3% |
69% |
False |
False |
85 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0091 |
0.9% |
69% |
False |
False |
57 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0068 |
0.7% |
63% |
False |
False |
44 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0055 |
0.5% |
63% |
False |
False |
36 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0045 |
0.4% |
63% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0628 |
|
1.618 |
1.0449 |
|
1.000 |
1.0338 |
|
0.618 |
1.0270 |
|
HIGH |
1.0159 |
|
0.618 |
1.0091 |
|
0.500 |
1.0070 |
|
0.382 |
1.0048 |
|
LOW |
0.9980 |
|
0.618 |
0.9869 |
|
1.000 |
0.9801 |
|
1.618 |
0.9690 |
|
2.618 |
0.9511 |
|
4.250 |
0.9219 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0133 |
| PP |
1.0097 |
1.0114 |
| S1 |
1.0070 |
1.0096 |
|