CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9581 |
0.9678 |
0.0097 |
1.0% |
0.9835 |
| High |
0.9664 |
0.9851 |
0.0187 |
1.9% |
0.9856 |
| Low |
0.9548 |
0.9678 |
0.0130 |
1.4% |
0.9548 |
| Close |
0.9585 |
0.9768 |
0.0183 |
1.9% |
0.9585 |
| Range |
0.0116 |
0.0173 |
0.0057 |
49.1% |
0.0308 |
| ATR |
0.0140 |
0.0149 |
0.0009 |
6.4% |
0.0000 |
| Volume |
408 |
260 |
-148 |
-36.3% |
1,134 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0199 |
0.9863 |
|
| R3 |
1.0112 |
1.0026 |
0.9816 |
|
| R2 |
0.9939 |
0.9939 |
0.9800 |
|
| R1 |
0.9853 |
0.9853 |
0.9784 |
0.9896 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9787 |
| S1 |
0.9680 |
0.9680 |
0.9752 |
0.9723 |
| S2 |
0.9593 |
0.9593 |
0.9736 |
|
| S3 |
0.9420 |
0.9507 |
0.9720 |
|
| S4 |
0.9247 |
0.9334 |
0.9673 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0587 |
1.0394 |
0.9754 |
|
| R3 |
1.0279 |
1.0086 |
0.9670 |
|
| R2 |
0.9971 |
0.9971 |
0.9641 |
|
| R1 |
0.9778 |
0.9778 |
0.9613 |
0.9721 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9634 |
| S1 |
0.9470 |
0.9470 |
0.9557 |
0.9413 |
| S2 |
0.9355 |
0.9355 |
0.9529 |
|
| S3 |
0.9047 |
0.9162 |
0.9500 |
|
| S4 |
0.8739 |
0.8854 |
0.9416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9856 |
0.9548 |
0.0308 |
3.2% |
0.0138 |
1.4% |
71% |
False |
False |
278 |
| 10 |
1.0193 |
0.9548 |
0.0645 |
6.6% |
0.0124 |
1.3% |
34% |
False |
False |
254 |
| 20 |
1.0490 |
0.9548 |
0.0942 |
9.6% |
0.0135 |
1.4% |
23% |
False |
False |
201 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.7% |
0.0134 |
1.4% |
40% |
False |
False |
137 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.7% |
0.0111 |
1.1% |
40% |
False |
False |
99 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.7% |
0.0083 |
0.9% |
40% |
False |
False |
76 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.0% |
0.0067 |
0.7% |
37% |
False |
False |
61 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
15.0% |
0.0056 |
0.6% |
37% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0586 |
|
2.618 |
1.0304 |
|
1.618 |
1.0131 |
|
1.000 |
1.0024 |
|
0.618 |
0.9958 |
|
HIGH |
0.9851 |
|
0.618 |
0.9785 |
|
0.500 |
0.9765 |
|
0.382 |
0.9744 |
|
LOW |
0.9678 |
|
0.618 |
0.9571 |
|
1.000 |
0.9505 |
|
1.618 |
0.9398 |
|
2.618 |
0.9225 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9745 |
| PP |
0.9766 |
0.9722 |
| S1 |
0.9765 |
0.9700 |
|