CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9724 |
-0.0009 |
-0.1% |
1.0165 |
| High |
0.9765 |
0.9724 |
-0.0041 |
-0.4% |
1.0193 |
| Low |
0.9698 |
0.9560 |
-0.0138 |
-1.4% |
0.9850 |
| Close |
0.9715 |
0.9561 |
-0.0154 |
-1.6% |
0.9875 |
| Range |
0.0067 |
0.0164 |
0.0097 |
144.8% |
0.0343 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.2% |
0.0000 |
| Volume |
240 |
408 |
168 |
70.0% |
1,150 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
0.9998 |
0.9651 |
|
| R3 |
0.9943 |
0.9834 |
0.9606 |
|
| R2 |
0.9779 |
0.9779 |
0.9591 |
|
| R1 |
0.9670 |
0.9670 |
0.9576 |
0.9643 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9601 |
| S1 |
0.9506 |
0.9506 |
0.9546 |
0.9479 |
| S2 |
0.9451 |
0.9451 |
0.9531 |
|
| S3 |
0.9287 |
0.9342 |
0.9516 |
|
| S4 |
0.9123 |
0.9178 |
0.9471 |
|
|
| 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 |
0.9980 |
0.9560 |
0.0420 |
4.4% |
0.0125 |
1.3% |
0% |
False |
True |
292 |
| 10 |
1.0193 |
0.9560 |
0.0633 |
6.6% |
0.0118 |
1.2% |
0% |
False |
True |
202 |
| 20 |
1.0569 |
0.9560 |
0.1009 |
10.6% |
0.0138 |
1.4% |
0% |
False |
True |
177 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
14.0% |
0.0132 |
1.4% |
25% |
False |
False |
123 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
14.0% |
0.0106 |
1.1% |
25% |
False |
False |
88 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
14.0% |
0.0080 |
0.8% |
25% |
False |
False |
68 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.3% |
0.0064 |
0.7% |
22% |
False |
False |
54 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
15.3% |
0.0053 |
0.6% |
22% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0153 |
|
1.618 |
0.9989 |
|
1.000 |
0.9888 |
|
0.618 |
0.9825 |
|
HIGH |
0.9724 |
|
0.618 |
0.9661 |
|
0.500 |
0.9642 |
|
0.382 |
0.9623 |
|
LOW |
0.9560 |
|
0.618 |
0.9459 |
|
1.000 |
0.9396 |
|
1.618 |
0.9295 |
|
2.618 |
0.9131 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9642 |
0.9708 |
| PP |
0.9615 |
0.9659 |
| S1 |
0.9588 |
0.9610 |
|