CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0059 |
1.0087 |
0.0028 |
0.3% |
1.0130 |
| High |
1.0115 |
1.0100 |
-0.0015 |
-0.1% |
1.0268 |
| Low |
0.9945 |
0.9944 |
-0.0001 |
0.0% |
0.9945 |
| Close |
1.0107 |
0.9957 |
-0.0150 |
-1.5% |
1.0107 |
| Range |
0.0170 |
0.0156 |
-0.0014 |
-8.2% |
0.0323 |
| ATR |
0.0155 |
0.0156 |
0.0001 |
0.4% |
0.0000 |
| Volume |
10,960 |
17,729 |
6,769 |
61.8% |
39,751 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0369 |
1.0043 |
|
| R3 |
1.0312 |
1.0213 |
1.0000 |
|
| R2 |
1.0156 |
1.0156 |
0.9986 |
|
| R1 |
1.0057 |
1.0057 |
0.9971 |
1.0029 |
| PP |
1.0000 |
1.0000 |
1.0000 |
0.9986 |
| S1 |
0.9901 |
0.9901 |
0.9943 |
0.9873 |
| S2 |
0.9844 |
0.9844 |
0.9928 |
|
| S3 |
0.9688 |
0.9745 |
0.9914 |
|
| S4 |
0.9532 |
0.9589 |
0.9871 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1076 |
1.0914 |
1.0285 |
|
| R3 |
1.0753 |
1.0591 |
1.0196 |
|
| R2 |
1.0430 |
1.0430 |
1.0166 |
|
| R1 |
1.0268 |
1.0268 |
1.0137 |
1.0188 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0066 |
| S1 |
0.9945 |
0.9945 |
1.0077 |
0.9865 |
| S2 |
0.9784 |
0.9784 |
1.0048 |
|
| S3 |
0.9461 |
0.9622 |
1.0018 |
|
| S4 |
0.9138 |
0.9299 |
0.9929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0268 |
0.9944 |
0.0324 |
3.3% |
0.0146 |
1.5% |
4% |
False |
True |
9,867 |
| 10 |
1.0268 |
0.9757 |
0.0511 |
5.1% |
0.0164 |
1.6% |
39% |
False |
False |
7,907 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.2% |
0.0144 |
1.4% |
57% |
False |
False |
4,081 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.3% |
0.0143 |
1.4% |
40% |
False |
False |
2,097 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0139 |
1.4% |
54% |
False |
False |
1,417 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0104 |
1.0% |
54% |
False |
False |
1,063 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.7% |
0.0083 |
0.8% |
49% |
False |
False |
852 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.7% |
0.0069 |
0.7% |
49% |
False |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0763 |
|
2.618 |
1.0508 |
|
1.618 |
1.0352 |
|
1.000 |
1.0256 |
|
0.618 |
1.0196 |
|
HIGH |
1.0100 |
|
0.618 |
1.0040 |
|
0.500 |
1.0022 |
|
0.382 |
1.0004 |
|
LOW |
0.9944 |
|
0.618 |
0.9848 |
|
1.000 |
0.9788 |
|
1.618 |
0.9692 |
|
2.618 |
0.9536 |
|
4.250 |
0.9281 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0022 |
1.0106 |
| PP |
1.0000 |
1.0056 |
| S1 |
0.9979 |
1.0007 |
|