CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0133 |
1.0175 |
0.0042 |
0.4% |
0.9678 |
| High |
1.0185 |
1.0268 |
0.0083 |
0.8% |
1.0205 |
| Low |
1.0120 |
1.0036 |
-0.0084 |
-0.8% |
0.9678 |
| Close |
1.0165 |
1.0060 |
-0.0105 |
-1.0% |
1.0112 |
| Range |
0.0065 |
0.0232 |
0.0167 |
256.9% |
0.0527 |
| ATR |
0.0148 |
0.0154 |
0.0006 |
4.1% |
0.0000 |
| Volume |
8,813 |
9,899 |
1,086 |
12.3% |
21,857 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0671 |
1.0188 |
|
| R3 |
1.0585 |
1.0439 |
1.0124 |
|
| R2 |
1.0353 |
1.0353 |
1.0103 |
|
| R1 |
1.0207 |
1.0207 |
1.0081 |
1.0164 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0100 |
| S1 |
0.9975 |
0.9975 |
1.0039 |
0.9932 |
| S2 |
0.9889 |
0.9889 |
1.0017 |
|
| S3 |
0.9657 |
0.9743 |
0.9996 |
|
| S4 |
0.9425 |
0.9511 |
0.9932 |
|
|
| 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 |
1.0268 |
1.0036 |
0.0232 |
2.3% |
0.0126 |
1.3% |
10% |
True |
True |
7,239 |
| 10 |
1.0268 |
0.9548 |
0.0720 |
7.2% |
0.0160 |
1.6% |
71% |
True |
False |
5,105 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.2% |
0.0139 |
1.4% |
71% |
True |
False |
2,654 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.1% |
0.0142 |
1.4% |
50% |
False |
False |
1,382 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0133 |
1.3% |
62% |
False |
False |
939 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0100 |
1.0% |
62% |
False |
False |
705 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0080 |
0.8% |
57% |
False |
False |
565 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0067 |
0.7% |
57% |
False |
False |
471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1254 |
|
2.618 |
1.0875 |
|
1.618 |
1.0643 |
|
1.000 |
1.0500 |
|
0.618 |
1.0411 |
|
HIGH |
1.0268 |
|
0.618 |
1.0179 |
|
0.500 |
1.0152 |
|
0.382 |
1.0125 |
|
LOW |
1.0036 |
|
0.618 |
0.9893 |
|
1.000 |
0.9804 |
|
1.618 |
0.9661 |
|
2.618 |
0.9429 |
|
4.250 |
0.9050 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0152 |
| PP |
1.0121 |
1.0121 |
| S1 |
1.0091 |
1.0091 |
|