CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0087 |
0.9960 |
-0.0127 |
-1.3% |
1.0130 |
| High |
1.0100 |
1.0057 |
-0.0043 |
-0.4% |
1.0268 |
| Low |
0.9944 |
0.9875 |
-0.0069 |
-0.7% |
0.9945 |
| Close |
0.9957 |
0.9920 |
-0.0037 |
-0.4% |
1.0107 |
| Range |
0.0156 |
0.0182 |
0.0026 |
16.7% |
0.0323 |
| ATR |
0.0156 |
0.0158 |
0.0002 |
1.2% |
0.0000 |
| Volume |
17,729 |
39,192 |
21,463 |
121.1% |
39,751 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0390 |
1.0020 |
|
| R3 |
1.0315 |
1.0208 |
0.9970 |
|
| R2 |
1.0133 |
1.0133 |
0.9953 |
|
| R1 |
1.0026 |
1.0026 |
0.9937 |
0.9989 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9932 |
| S1 |
0.9844 |
0.9844 |
0.9903 |
0.9807 |
| S2 |
0.9769 |
0.9769 |
0.9887 |
|
| S3 |
0.9587 |
0.9662 |
0.9870 |
|
| S4 |
0.9405 |
0.9480 |
0.9820 |
|
|
| 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 |
0.9875 |
0.0393 |
4.0% |
0.0161 |
1.6% |
11% |
False |
True |
17,318 |
| 10 |
1.0268 |
0.9828 |
0.0440 |
4.4% |
0.0163 |
1.6% |
21% |
False |
False |
11,741 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.3% |
0.0145 |
1.5% |
52% |
False |
False |
6,032 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.3% |
0.0145 |
1.5% |
36% |
False |
False |
3,077 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.5% |
0.0141 |
1.4% |
51% |
False |
False |
2,070 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.5% |
0.0106 |
1.1% |
51% |
False |
False |
1,553 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.7% |
0.0085 |
0.9% |
47% |
False |
False |
1,243 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.7% |
0.0071 |
0.7% |
47% |
False |
False |
1,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0831 |
|
2.618 |
1.0533 |
|
1.618 |
1.0351 |
|
1.000 |
1.0239 |
|
0.618 |
1.0169 |
|
HIGH |
1.0057 |
|
0.618 |
0.9987 |
|
0.500 |
0.9966 |
|
0.382 |
0.9945 |
|
LOW |
0.9875 |
|
0.618 |
0.9763 |
|
1.000 |
0.9693 |
|
1.618 |
0.9581 |
|
2.618 |
0.9399 |
|
4.250 |
0.9102 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9966 |
0.9995 |
| PP |
0.9951 |
0.9970 |
| S1 |
0.9935 |
0.9945 |
|