CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9733 |
-0.0102 |
-1.0% |
1.0165 |
| High |
0.9856 |
0.9765 |
-0.0091 |
-0.9% |
1.0193 |
| Low |
0.9685 |
0.9698 |
0.0013 |
0.1% |
0.9850 |
| Close |
0.9706 |
0.9715 |
0.0009 |
0.1% |
0.9875 |
| Range |
0.0171 |
0.0067 |
-0.0104 |
-60.8% |
0.0343 |
| ATR |
0.0146 |
0.0140 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
78 |
240 |
162 |
207.7% |
1,150 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9888 |
0.9752 |
|
| R3 |
0.9860 |
0.9821 |
0.9733 |
|
| R2 |
0.9793 |
0.9793 |
0.9727 |
|
| R1 |
0.9754 |
0.9754 |
0.9721 |
0.9740 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9719 |
| S1 |
0.9687 |
0.9687 |
0.9709 |
0.9673 |
| S2 |
0.9659 |
0.9659 |
0.9703 |
|
| S3 |
0.9592 |
0.9620 |
0.9697 |
|
| S4 |
0.9525 |
0.9553 |
0.9678 |
|
|
| 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 |
1.0022 |
0.9685 |
0.0337 |
3.5% |
0.0109 |
1.1% |
9% |
False |
False |
241 |
| 10 |
1.0211 |
0.9685 |
0.0526 |
5.4% |
0.0124 |
1.3% |
6% |
False |
False |
169 |
| 20 |
1.0569 |
0.9685 |
0.0884 |
9.1% |
0.0134 |
1.4% |
3% |
False |
False |
164 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.8% |
0.0130 |
1.3% |
36% |
False |
False |
113 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.8% |
0.0104 |
1.1% |
36% |
False |
False |
82 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.8% |
0.0078 |
0.8% |
36% |
False |
False |
62 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.1% |
0.0062 |
0.6% |
33% |
False |
False |
50 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
15.1% |
0.0052 |
0.5% |
33% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0050 |
|
2.618 |
0.9940 |
|
1.618 |
0.9873 |
|
1.000 |
0.9832 |
|
0.618 |
0.9806 |
|
HIGH |
0.9765 |
|
0.618 |
0.9739 |
|
0.500 |
0.9732 |
|
0.382 |
0.9724 |
|
LOW |
0.9698 |
|
0.618 |
0.9657 |
|
1.000 |
0.9631 |
|
1.618 |
0.9590 |
|
2.618 |
0.9523 |
|
4.250 |
0.9413 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9732 |
0.9818 |
| PP |
0.9726 |
0.9783 |
| S1 |
0.9721 |
0.9749 |
|