CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9863 |
0.9835 |
-0.0028 |
-0.3% |
1.0165 |
| High |
0.9950 |
0.9856 |
-0.0094 |
-0.9% |
1.0193 |
| Low |
0.9859 |
0.9685 |
-0.0174 |
-1.8% |
0.9850 |
| Close |
0.9875 |
0.9706 |
-0.0169 |
-1.7% |
0.9875 |
| Range |
0.0091 |
0.0171 |
0.0080 |
87.9% |
0.0343 |
| ATR |
0.0142 |
0.0146 |
0.0003 |
2.4% |
0.0000 |
| Volume |
287 |
78 |
-209 |
-72.8% |
1,150 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0155 |
0.9800 |
|
| R3 |
1.0091 |
0.9984 |
0.9753 |
|
| R2 |
0.9920 |
0.9920 |
0.9737 |
|
| R1 |
0.9813 |
0.9813 |
0.9722 |
0.9781 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9733 |
| S1 |
0.9642 |
0.9642 |
0.9690 |
0.9610 |
| S2 |
0.9578 |
0.9578 |
0.9675 |
|
| S3 |
0.9407 |
0.9471 |
0.9659 |
|
| S4 |
0.9236 |
0.9300 |
0.9612 |
|
|
| 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 |
1.0072 |
0.9685 |
0.0387 |
4.0% |
0.0111 |
1.1% |
5% |
False |
True |
214 |
| 10 |
1.0250 |
0.9685 |
0.0565 |
5.8% |
0.0126 |
1.3% |
4% |
False |
True |
158 |
| 20 |
1.0569 |
0.9685 |
0.0884 |
9.1% |
0.0135 |
1.4% |
2% |
False |
True |
157 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.8% |
0.0130 |
1.3% |
35% |
False |
False |
110 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.8% |
0.0103 |
1.1% |
35% |
False |
False |
78 |
| 80 |
1.0648 |
0.9233 |
0.1415 |
14.6% |
0.0077 |
0.8% |
33% |
False |
False |
59 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.1% |
0.0062 |
0.6% |
32% |
False |
False |
48 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
15.1% |
0.0051 |
0.5% |
32% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0583 |
|
2.618 |
1.0304 |
|
1.618 |
1.0133 |
|
1.000 |
1.0027 |
|
0.618 |
0.9962 |
|
HIGH |
0.9856 |
|
0.618 |
0.9791 |
|
0.500 |
0.9771 |
|
0.382 |
0.9750 |
|
LOW |
0.9685 |
|
0.618 |
0.9579 |
|
1.000 |
0.9514 |
|
1.618 |
0.9408 |
|
2.618 |
0.9237 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9833 |
| PP |
0.9749 |
0.9790 |
| S1 |
0.9728 |
0.9748 |
|