CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9806 |
0.9828 |
0.0022 |
0.2% |
1.0087 |
| High |
0.9890 |
0.9928 |
0.0038 |
0.4% |
1.0100 |
| Low |
0.9761 |
0.9820 |
0.0059 |
0.6% |
0.9761 |
| Close |
0.9815 |
0.9858 |
0.0043 |
0.4% |
0.9858 |
| Range |
0.0129 |
0.0108 |
-0.0021 |
-16.3% |
0.0339 |
| ATR |
0.0156 |
0.0153 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
56,006 |
99,253 |
43,247 |
77.2% |
259,643 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0133 |
0.9917 |
|
| R3 |
1.0085 |
1.0025 |
0.9888 |
|
| R2 |
0.9977 |
0.9977 |
0.9878 |
|
| R1 |
0.9917 |
0.9917 |
0.9868 |
0.9947 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9884 |
| S1 |
0.9809 |
0.9809 |
0.9848 |
0.9839 |
| S2 |
0.9761 |
0.9761 |
0.9838 |
|
| S3 |
0.9653 |
0.9701 |
0.9828 |
|
| S4 |
0.9545 |
0.9593 |
0.9799 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0923 |
1.0730 |
1.0044 |
|
| R3 |
1.0584 |
1.0391 |
0.9951 |
|
| R2 |
1.0245 |
1.0245 |
0.9920 |
|
| R1 |
1.0052 |
1.0052 |
0.9889 |
0.9979 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9870 |
| S1 |
0.9713 |
0.9713 |
0.9827 |
0.9640 |
| S2 |
0.9567 |
0.9567 |
0.9796 |
|
| S3 |
0.9228 |
0.9374 |
0.9765 |
|
| S4 |
0.8889 |
0.9035 |
0.9672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0100 |
0.9761 |
0.0339 |
3.4% |
0.0147 |
1.5% |
29% |
False |
False |
51,928 |
| 10 |
1.0268 |
0.9761 |
0.0507 |
5.1% |
0.0141 |
1.4% |
19% |
False |
False |
29,939 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.3% |
0.0150 |
1.5% |
43% |
False |
False |
16,133 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.4% |
0.0143 |
1.5% |
30% |
False |
False |
8,138 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0137 |
1.4% |
47% |
False |
False |
5,447 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.6% |
0.0111 |
1.1% |
47% |
False |
False |
4,087 |
| 100 |
1.0692 |
0.9233 |
0.1459 |
14.8% |
0.0089 |
0.9% |
43% |
False |
False |
3,271 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.8% |
0.0074 |
0.8% |
43% |
False |
False |
2,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0211 |
|
1.618 |
1.0103 |
|
1.000 |
1.0036 |
|
0.618 |
0.9995 |
|
HIGH |
0.9928 |
|
0.618 |
0.9887 |
|
0.500 |
0.9874 |
|
0.382 |
0.9861 |
|
LOW |
0.9820 |
|
0.618 |
0.9753 |
|
1.000 |
0.9712 |
|
1.618 |
0.9645 |
|
2.618 |
0.9537 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9874 |
0.9856 |
| PP |
0.9869 |
0.9853 |
| S1 |
0.9863 |
0.9851 |
|