CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
0.9936 |
-0.0053 |
-0.5% |
1.0242 |
| High |
1.0022 |
0.9980 |
-0.0042 |
-0.4% |
1.0250 |
| Low |
0.9937 |
0.9850 |
-0.0087 |
-0.9% |
0.9980 |
| Close |
1.0014 |
0.9853 |
-0.0161 |
-1.6% |
1.0151 |
| Range |
0.0085 |
0.0130 |
0.0045 |
52.9% |
0.0270 |
| ATR |
0.0144 |
0.0146 |
0.0001 |
1.0% |
0.0000 |
| Volume |
151 |
451 |
300 |
198.7% |
366 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0284 |
1.0199 |
0.9925 |
|
| R3 |
1.0154 |
1.0069 |
0.9889 |
|
| R2 |
1.0024 |
1.0024 |
0.9877 |
|
| R1 |
0.9939 |
0.9939 |
0.9865 |
0.9917 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9883 |
| S1 |
0.9809 |
0.9809 |
0.9841 |
0.9787 |
| S2 |
0.9764 |
0.9764 |
0.9829 |
|
| S3 |
0.9634 |
0.9679 |
0.9817 |
|
| S4 |
0.9504 |
0.9549 |
0.9782 |
|
|
| 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 |
0.9850 |
0.0343 |
3.5% |
0.0127 |
1.3% |
1% |
False |
True |
189 |
| 10 |
1.0250 |
0.9850 |
0.0400 |
4.1% |
0.0117 |
1.2% |
1% |
False |
True |
137 |
| 20 |
1.0569 |
0.9850 |
0.0719 |
7.3% |
0.0137 |
1.4% |
0% |
False |
True |
142 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0131 |
1.3% |
46% |
False |
False |
103 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0098 |
1.0% |
46% |
False |
False |
72 |
| 80 |
1.0692 |
0.9233 |
0.1459 |
14.8% |
0.0074 |
0.8% |
42% |
False |
False |
55 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.8% |
0.0059 |
0.6% |
42% |
False |
False |
44 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.8% |
0.0049 |
0.5% |
42% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0320 |
|
1.618 |
1.0190 |
|
1.000 |
1.0110 |
|
0.618 |
1.0060 |
|
HIGH |
0.9980 |
|
0.618 |
0.9930 |
|
0.500 |
0.9915 |
|
0.382 |
0.9900 |
|
LOW |
0.9850 |
|
0.618 |
0.9770 |
|
1.000 |
0.9720 |
|
1.618 |
0.9640 |
|
2.618 |
0.9510 |
|
4.250 |
0.9298 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9915 |
0.9961 |
| PP |
0.9894 |
0.9925 |
| S1 |
0.9874 |
0.9889 |
|