CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
0.9905 |
-0.0055 |
-0.6% |
1.0130 |
| High |
1.0057 |
0.9940 |
-0.0117 |
-1.2% |
1.0268 |
| Low |
0.9875 |
0.9782 |
-0.0093 |
-0.9% |
0.9945 |
| Close |
0.9920 |
0.9791 |
-0.0129 |
-1.3% |
1.0107 |
| Range |
0.0182 |
0.0158 |
-0.0024 |
-13.2% |
0.0323 |
| ATR |
0.0158 |
0.0158 |
0.0000 |
0.0% |
0.0000 |
| Volume |
39,192 |
47,463 |
8,271 |
21.1% |
39,751 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0209 |
0.9878 |
|
| R3 |
1.0154 |
1.0051 |
0.9834 |
|
| R2 |
0.9996 |
0.9996 |
0.9820 |
|
| R1 |
0.9893 |
0.9893 |
0.9805 |
0.9866 |
| PP |
0.9838 |
0.9838 |
0.9838 |
0.9824 |
| S1 |
0.9735 |
0.9735 |
0.9777 |
0.9708 |
| S2 |
0.9680 |
0.9680 |
0.9762 |
|
| S3 |
0.9522 |
0.9577 |
0.9748 |
|
| S4 |
0.9364 |
0.9419 |
0.9704 |
|
|
| 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 |
0.9782 |
0.0486 |
5.0% |
0.0180 |
1.8% |
2% |
False |
True |
25,048 |
| 10 |
1.0268 |
0.9782 |
0.0486 |
5.0% |
0.0141 |
1.4% |
2% |
False |
True |
15,812 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.4% |
0.0149 |
1.5% |
34% |
False |
False |
8,400 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.4% |
0.0144 |
1.5% |
24% |
False |
False |
4,261 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0143 |
1.5% |
42% |
False |
False |
2,860 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0108 |
1.1% |
42% |
False |
False |
2,146 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0087 |
0.9% |
38% |
False |
False |
1,718 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0072 |
0.7% |
38% |
False |
False |
1,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0354 |
|
1.618 |
1.0196 |
|
1.000 |
1.0098 |
|
0.618 |
1.0038 |
|
HIGH |
0.9940 |
|
0.618 |
0.9880 |
|
0.500 |
0.9861 |
|
0.382 |
0.9842 |
|
LOW |
0.9782 |
|
0.618 |
0.9684 |
|
1.000 |
0.9624 |
|
1.618 |
0.9526 |
|
2.618 |
0.9368 |
|
4.250 |
0.9111 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9861 |
0.9941 |
| PP |
0.9838 |
0.9891 |
| S1 |
0.9814 |
0.9841 |
|