CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0098 |
-0.0047 |
-0.5% |
0.9678 |
| High |
1.0145 |
1.0205 |
0.0060 |
0.6% |
1.0205 |
| Low |
1.0033 |
1.0078 |
0.0045 |
0.4% |
0.9678 |
| Close |
1.0119 |
1.0112 |
-0.0007 |
-0.1% |
1.0112 |
| Range |
0.0112 |
0.0127 |
0.0015 |
13.4% |
0.0527 |
| ATR |
0.0164 |
0.0161 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
6,585 |
7,405 |
820 |
12.5% |
21,857 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0439 |
1.0182 |
|
| R3 |
1.0386 |
1.0312 |
1.0147 |
|
| R2 |
1.0259 |
1.0259 |
1.0135 |
|
| R1 |
1.0185 |
1.0185 |
1.0124 |
1.0222 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0150 |
| S1 |
1.0058 |
1.0058 |
1.0100 |
1.0095 |
| S2 |
1.0005 |
1.0005 |
1.0089 |
|
| S3 |
0.9878 |
0.9931 |
1.0077 |
|
| S4 |
0.9751 |
0.9804 |
1.0042 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1579 |
1.1373 |
1.0402 |
|
| R3 |
1.1052 |
1.0846 |
1.0257 |
|
| R2 |
1.0525 |
1.0525 |
1.0209 |
|
| R1 |
1.0319 |
1.0319 |
1.0160 |
1.0422 |
| PP |
0.9998 |
0.9998 |
0.9998 |
1.0050 |
| S1 |
0.9792 |
0.9792 |
1.0064 |
0.9895 |
| S2 |
0.9471 |
0.9471 |
1.0015 |
|
| S3 |
0.8944 |
0.9265 |
0.9967 |
|
| S4 |
0.8417 |
0.8738 |
0.9822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0205 |
0.9678 |
0.0527 |
5.2% |
0.0196 |
1.9% |
82% |
True |
False |
4,371 |
| 10 |
1.0205 |
0.9548 |
0.0657 |
6.5% |
0.0159 |
1.6% |
86% |
True |
False |
2,327 |
| 20 |
1.0250 |
0.9548 |
0.0702 |
6.9% |
0.0138 |
1.4% |
80% |
False |
False |
1,232 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.1% |
0.0141 |
1.4% |
55% |
False |
False |
671 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0125 |
1.2% |
66% |
False |
False |
459 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.2% |
0.0093 |
0.9% |
66% |
False |
False |
345 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0075 |
0.7% |
60% |
False |
False |
277 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0063 |
0.6% |
60% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0745 |
|
2.618 |
1.0537 |
|
1.618 |
1.0410 |
|
1.000 |
1.0332 |
|
0.618 |
1.0283 |
|
HIGH |
1.0205 |
|
0.618 |
1.0156 |
|
0.500 |
1.0142 |
|
0.382 |
1.0127 |
|
LOW |
1.0078 |
|
0.618 |
1.0000 |
|
1.000 |
0.9951 |
|
1.618 |
0.9873 |
|
2.618 |
0.9746 |
|
4.250 |
0.9538 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0142 |
1.0080 |
| PP |
1.0132 |
1.0048 |
| S1 |
1.0122 |
1.0017 |
|