CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9936 |
0.9863 |
-0.0073 |
-0.7% |
1.0165 |
| High |
0.9980 |
0.9950 |
-0.0030 |
-0.3% |
1.0193 |
| Low |
0.9850 |
0.9859 |
0.0009 |
0.1% |
0.9850 |
| Close |
0.9853 |
0.9875 |
0.0022 |
0.2% |
0.9875 |
| Range |
0.0130 |
0.0091 |
-0.0039 |
-30.0% |
0.0343 |
| ATR |
0.0146 |
0.0142 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
451 |
287 |
-164 |
-36.4% |
1,150 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0168 |
1.0112 |
0.9925 |
|
| R3 |
1.0077 |
1.0021 |
0.9900 |
|
| R2 |
0.9986 |
0.9986 |
0.9892 |
|
| R1 |
0.9930 |
0.9930 |
0.9883 |
0.9958 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9909 |
| S1 |
0.9839 |
0.9839 |
0.9867 |
0.9867 |
| S2 |
0.9804 |
0.9804 |
0.9858 |
|
| S3 |
0.9713 |
0.9748 |
0.9850 |
|
| S4 |
0.9622 |
0.9657 |
0.9825 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0781 |
1.0064 |
|
| R3 |
1.0659 |
1.0438 |
0.9969 |
|
| R2 |
1.0316 |
1.0316 |
0.9938 |
|
| R1 |
1.0095 |
1.0095 |
0.9906 |
1.0034 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9942 |
| S1 |
0.9752 |
0.9752 |
0.9844 |
0.9691 |
| S2 |
0.9630 |
0.9630 |
0.9812 |
|
| S3 |
0.9287 |
0.9409 |
0.9781 |
|
| S4 |
0.8944 |
0.9066 |
0.9686 |
|
|
| 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% |
0.0110 |
1.1% |
7% |
False |
False |
230 |
| 10 |
1.0250 |
0.9850 |
0.0400 |
4.1% |
0.0119 |
1.2% |
6% |
False |
False |
151 |
| 20 |
1.0569 |
0.9850 |
0.0719 |
7.3% |
0.0135 |
1.4% |
3% |
False |
False |
155 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.5% |
0.0131 |
1.3% |
48% |
False |
False |
109 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.5% |
0.0100 |
1.0% |
48% |
False |
False |
76 |
| 80 |
1.0692 |
0.9233 |
0.1459 |
14.8% |
0.0075 |
0.8% |
44% |
False |
False |
59 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.8% |
0.0060 |
0.6% |
44% |
False |
False |
47 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.8% |
0.0050 |
0.5% |
44% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0337 |
|
2.618 |
1.0188 |
|
1.618 |
1.0097 |
|
1.000 |
1.0041 |
|
0.618 |
1.0006 |
|
HIGH |
0.9950 |
|
0.618 |
0.9915 |
|
0.500 |
0.9905 |
|
0.382 |
0.9894 |
|
LOW |
0.9859 |
|
0.618 |
0.9803 |
|
1.000 |
0.9768 |
|
1.618 |
0.9712 |
|
2.618 |
0.9621 |
|
4.250 |
0.9472 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9936 |
| PP |
0.9895 |
0.9916 |
| S1 |
0.9885 |
0.9895 |
|