CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0065 |
-0.0100 |
-1.0% |
1.0242 |
| High |
1.0193 |
1.0072 |
-0.0121 |
-1.2% |
1.0250 |
| Low |
1.0031 |
0.9992 |
-0.0039 |
-0.4% |
0.9980 |
| Close |
1.0030 |
1.0053 |
0.0023 |
0.2% |
1.0151 |
| Range |
0.0162 |
0.0080 |
-0.0082 |
-50.6% |
0.0270 |
| ATR |
0.0152 |
0.0146 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
157 |
104 |
-53 |
-33.8% |
366 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0246 |
1.0097 |
|
| R3 |
1.0199 |
1.0166 |
1.0075 |
|
| R2 |
1.0119 |
1.0119 |
1.0068 |
|
| R1 |
1.0086 |
1.0086 |
1.0060 |
1.0063 |
| PP |
1.0039 |
1.0039 |
1.0039 |
1.0027 |
| S1 |
1.0006 |
1.0006 |
1.0046 |
0.9983 |
| S2 |
0.9959 |
0.9959 |
1.0038 |
|
| S3 |
0.9879 |
0.9926 |
1.0031 |
|
| S4 |
0.9799 |
0.9846 |
1.0009 |
|
|
| 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 |
1.0211 |
0.9980 |
0.0231 |
2.3% |
0.0138 |
1.4% |
32% |
False |
False |
97 |
| 10 |
1.0290 |
0.9980 |
0.0310 |
3.1% |
0.0131 |
1.3% |
24% |
False |
False |
139 |
| 20 |
1.0569 |
0.9980 |
0.0589 |
5.9% |
0.0139 |
1.4% |
12% |
False |
False |
122 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0140 |
1.4% |
61% |
False |
False |
91 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0095 |
0.9% |
61% |
False |
False |
62 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0071 |
0.7% |
56% |
False |
False |
47 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0057 |
0.6% |
56% |
False |
False |
38 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0048 |
0.5% |
56% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0412 |
|
2.618 |
1.0281 |
|
1.618 |
1.0201 |
|
1.000 |
1.0152 |
|
0.618 |
1.0121 |
|
HIGH |
1.0072 |
|
0.618 |
1.0041 |
|
0.500 |
1.0032 |
|
0.382 |
1.0023 |
|
LOW |
0.9992 |
|
0.618 |
0.9943 |
|
1.000 |
0.9912 |
|
1.618 |
0.9863 |
|
2.618 |
0.9783 |
|
4.250 |
0.9652 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0046 |
1.0087 |
| PP |
1.0039 |
1.0075 |
| S1 |
1.0032 |
1.0064 |
|