CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9806 |
-0.0099 |
-1.0% |
1.0130 |
| High |
0.9940 |
0.9890 |
-0.0050 |
-0.5% |
1.0268 |
| Low |
0.9782 |
0.9761 |
-0.0021 |
-0.2% |
0.9945 |
| Close |
0.9791 |
0.9815 |
0.0024 |
0.2% |
1.0107 |
| Range |
0.0158 |
0.0129 |
-0.0029 |
-18.4% |
0.0323 |
| ATR |
0.0158 |
0.0156 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
47,463 |
56,006 |
8,543 |
18.0% |
39,751 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0141 |
0.9886 |
|
| R3 |
1.0080 |
1.0012 |
0.9850 |
|
| R2 |
0.9951 |
0.9951 |
0.9839 |
|
| R1 |
0.9883 |
0.9883 |
0.9827 |
0.9917 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9839 |
| S1 |
0.9754 |
0.9754 |
0.9803 |
0.9788 |
| S2 |
0.9693 |
0.9693 |
0.9791 |
|
| S3 |
0.9564 |
0.9625 |
0.9780 |
|
| S4 |
0.9435 |
0.9496 |
0.9744 |
|
|
| 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 |
1.0115 |
0.9761 |
0.0354 |
3.6% |
0.0159 |
1.6% |
15% |
False |
True |
34,270 |
| 10 |
1.0268 |
0.9761 |
0.0507 |
5.2% |
0.0143 |
1.5% |
11% |
False |
True |
20,754 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.3% |
0.0151 |
1.5% |
37% |
False |
False |
11,193 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.4% |
0.0144 |
1.5% |
26% |
False |
False |
5,659 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0141 |
1.4% |
44% |
False |
False |
3,793 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0110 |
1.1% |
44% |
False |
False |
2,846 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0088 |
0.9% |
40% |
False |
False |
2,278 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0073 |
0.7% |
40% |
False |
False |
1,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0438 |
|
2.618 |
1.0228 |
|
1.618 |
1.0099 |
|
1.000 |
1.0019 |
|
0.618 |
0.9970 |
|
HIGH |
0.9890 |
|
0.618 |
0.9841 |
|
0.500 |
0.9826 |
|
0.382 |
0.9810 |
|
LOW |
0.9761 |
|
0.618 |
0.9681 |
|
1.000 |
0.9632 |
|
1.618 |
0.9552 |
|
2.618 |
0.9423 |
|
4.250 |
0.9213 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9826 |
0.9909 |
| PP |
0.9822 |
0.9878 |
| S1 |
0.9819 |
0.9846 |
|