CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
1.0165 |
0.0164 |
1.6% |
1.0242 |
| High |
1.0159 |
1.0193 |
0.0034 |
0.3% |
1.0250 |
| Low |
0.9980 |
1.0031 |
0.0051 |
0.5% |
0.9980 |
| Close |
1.0151 |
1.0030 |
-0.0121 |
-1.2% |
1.0151 |
| Range |
0.0179 |
0.0162 |
-0.0017 |
-9.5% |
0.0270 |
| ATR |
0.0151 |
0.0152 |
0.0001 |
0.5% |
0.0000 |
| Volume |
83 |
157 |
74 |
89.2% |
366 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0462 |
1.0119 |
|
| R3 |
1.0409 |
1.0300 |
1.0075 |
|
| R2 |
1.0247 |
1.0247 |
1.0060 |
|
| R1 |
1.0138 |
1.0138 |
1.0045 |
1.0112 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0071 |
| S1 |
0.9976 |
0.9976 |
1.0015 |
0.9950 |
| S2 |
0.9923 |
0.9923 |
1.0000 |
|
| S3 |
0.9761 |
0.9814 |
0.9985 |
|
| S4 |
0.9599 |
0.9652 |
0.9941 |
|
|
| 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% |
0.0140 |
1.4% |
19% |
False |
False |
102 |
| 10 |
1.0394 |
0.9980 |
0.0414 |
4.1% |
0.0148 |
1.5% |
12% |
False |
False |
138 |
| 20 |
1.0569 |
0.9968 |
0.0601 |
6.0% |
0.0144 |
1.4% |
10% |
False |
False |
121 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0139 |
1.4% |
60% |
False |
False |
88 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0093 |
0.9% |
60% |
False |
False |
60 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0070 |
0.7% |
54% |
False |
False |
46 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0056 |
0.6% |
54% |
False |
False |
37 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0047 |
0.5% |
54% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0882 |
|
2.618 |
1.0617 |
|
1.618 |
1.0455 |
|
1.000 |
1.0355 |
|
0.618 |
1.0293 |
|
HIGH |
1.0193 |
|
0.618 |
1.0131 |
|
0.500 |
1.0112 |
|
0.382 |
1.0093 |
|
LOW |
1.0031 |
|
0.618 |
0.9931 |
|
1.000 |
0.9869 |
|
1.618 |
0.9769 |
|
2.618 |
0.9607 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0087 |
| PP |
1.0085 |
1.0068 |
| S1 |
1.0057 |
1.0049 |
|