CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0065 |
0.9989 |
-0.0076 |
-0.8% |
1.0242 |
| High |
1.0072 |
1.0022 |
-0.0050 |
-0.5% |
1.0250 |
| Low |
0.9992 |
0.9937 |
-0.0055 |
-0.6% |
0.9980 |
| Close |
1.0053 |
1.0014 |
-0.0039 |
-0.4% |
1.0151 |
| Range |
0.0080 |
0.0085 |
0.0005 |
6.3% |
0.0270 |
| ATR |
0.0146 |
0.0144 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
104 |
151 |
47 |
45.2% |
366 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0215 |
1.0061 |
|
| R3 |
1.0161 |
1.0130 |
1.0037 |
|
| R2 |
1.0076 |
1.0076 |
1.0030 |
|
| R1 |
1.0045 |
1.0045 |
1.0022 |
1.0061 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9999 |
| S1 |
0.9960 |
0.9960 |
1.0006 |
0.9976 |
| S2 |
0.9906 |
0.9906 |
0.9998 |
|
| S3 |
0.9821 |
0.9875 |
0.9991 |
|
| S4 |
0.9736 |
0.9790 |
0.9967 |
|
|
| 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 |
1.0193 |
0.9937 |
0.0256 |
2.6% |
0.0112 |
1.1% |
30% |
False |
True |
112 |
| 10 |
1.0290 |
0.9937 |
0.0353 |
3.5% |
0.0128 |
1.3% |
22% |
False |
True |
118 |
| 20 |
1.0569 |
0.9937 |
0.0632 |
6.3% |
0.0138 |
1.4% |
12% |
False |
True |
125 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0137 |
1.4% |
58% |
False |
False |
93 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0096 |
1.0% |
58% |
False |
False |
64 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0072 |
0.7% |
53% |
False |
False |
49 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0058 |
0.6% |
53% |
False |
False |
40 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0048 |
0.5% |
53% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0383 |
|
2.618 |
1.0245 |
|
1.618 |
1.0160 |
|
1.000 |
1.0107 |
|
0.618 |
1.0075 |
|
HIGH |
1.0022 |
|
0.618 |
0.9990 |
|
0.500 |
0.9980 |
|
0.382 |
0.9969 |
|
LOW |
0.9937 |
|
0.618 |
0.9884 |
|
1.000 |
0.9852 |
|
1.618 |
0.9799 |
|
2.618 |
0.9714 |
|
4.250 |
0.9576 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
1.0065 |
| PP |
0.9991 |
1.0048 |
| S1 |
0.9980 |
1.0031 |
|