CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0146 |
1.0133 |
-0.0013 |
-0.1% |
0.9678 |
| High |
1.0151 |
1.0185 |
0.0034 |
0.3% |
1.0205 |
| Low |
1.0043 |
1.0120 |
0.0077 |
0.8% |
0.9678 |
| Close |
1.0146 |
1.0165 |
0.0019 |
0.2% |
1.0112 |
| Range |
0.0108 |
0.0065 |
-0.0043 |
-39.8% |
0.0527 |
| ATR |
0.0154 |
0.0148 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
1,934 |
8,813 |
6,879 |
355.7% |
21,857 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0323 |
1.0201 |
|
| R3 |
1.0287 |
1.0258 |
1.0183 |
|
| R2 |
1.0222 |
1.0222 |
1.0177 |
|
| R1 |
1.0193 |
1.0193 |
1.0171 |
1.0208 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0164 |
| S1 |
1.0128 |
1.0128 |
1.0159 |
1.0143 |
| S2 |
1.0092 |
1.0092 |
1.0153 |
|
| S3 |
1.0027 |
1.0063 |
1.0147 |
|
| S4 |
0.9962 |
0.9998 |
1.0129 |
|
|
| 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 |
1.0033 |
0.0172 |
1.7% |
0.0102 |
1.0% |
77% |
False |
False |
6,576 |
| 10 |
1.0205 |
0.9548 |
0.0657 |
6.5% |
0.0154 |
1.5% |
94% |
False |
False |
4,156 |
| 20 |
1.0211 |
0.9548 |
0.0663 |
6.5% |
0.0139 |
1.4% |
93% |
False |
False |
2,162 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.0% |
0.0143 |
1.4% |
60% |
False |
False |
1,135 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0129 |
1.3% |
70% |
False |
False |
774 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0097 |
1.0% |
70% |
False |
False |
581 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0078 |
0.8% |
64% |
False |
False |
466 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0065 |
0.6% |
64% |
False |
False |
388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0461 |
|
2.618 |
1.0355 |
|
1.618 |
1.0290 |
|
1.000 |
1.0250 |
|
0.618 |
1.0225 |
|
HIGH |
1.0185 |
|
0.618 |
1.0160 |
|
0.500 |
1.0153 |
|
0.382 |
1.0145 |
|
LOW |
1.0120 |
|
0.618 |
1.0080 |
|
1.000 |
1.0055 |
|
1.618 |
1.0015 |
|
2.618 |
0.9950 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0148 |
| PP |
1.0157 |
1.0131 |
| S1 |
1.0153 |
1.0114 |
|