CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 20-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
0.9859 |
0.9796 |
-0.0063 |
-0.6% |
1.0087 |
High |
0.9877 |
0.9995 |
0.0118 |
1.2% |
1.0100 |
Low |
0.9783 |
0.9796 |
0.0013 |
0.1% |
0.9761 |
Close |
0.9819 |
0.9965 |
0.0146 |
1.5% |
0.9858 |
Range |
0.0094 |
0.0199 |
0.0105 |
111.7% |
0.0339 |
ATR |
0.0148 |
0.0152 |
0.0004 |
2.4% |
0.0000 |
Volume |
72,943 |
89,895 |
16,952 |
23.2% |
259,643 |
|
Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0516 |
1.0439 |
1.0074 |
|
R3 |
1.0317 |
1.0240 |
1.0020 |
|
R2 |
1.0118 |
1.0118 |
1.0001 |
|
R1 |
1.0041 |
1.0041 |
0.9983 |
1.0080 |
PP |
0.9919 |
0.9919 |
0.9919 |
0.9938 |
S1 |
0.9842 |
0.9842 |
0.9947 |
0.9881 |
S2 |
0.9720 |
0.9720 |
0.9929 |
|
S3 |
0.9521 |
0.9643 |
0.9910 |
|
S4 |
0.9322 |
0.9444 |
0.9856 |
|
|
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 |
0.9995 |
0.9761 |
0.0234 |
2.3% |
0.0138 |
1.4% |
87% |
True |
False |
73,112 |
10 |
1.0268 |
0.9761 |
0.0507 |
5.1% |
0.0149 |
1.5% |
40% |
False |
False |
45,215 |
20 |
1.0268 |
0.9548 |
0.0720 |
7.2% |
0.0152 |
1.5% |
58% |
False |
False |
24,257 |
40 |
1.0569 |
0.9548 |
0.1021 |
10.2% |
0.0143 |
1.4% |
41% |
False |
False |
12,207 |
60 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0137 |
1.4% |
55% |
False |
False |
8,159 |
80 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0115 |
1.2% |
55% |
False |
False |
6,122 |
100 |
1.0648 |
0.9233 |
0.1415 |
14.2% |
0.0092 |
0.9% |
52% |
False |
False |
4,899 |
120 |
1.0696 |
0.9233 |
0.1463 |
14.7% |
0.0077 |
0.8% |
50% |
False |
False |
4,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0841 |
2.618 |
1.0516 |
1.618 |
1.0317 |
1.000 |
1.0194 |
0.618 |
1.0118 |
HIGH |
0.9995 |
0.618 |
0.9919 |
0.500 |
0.9896 |
0.382 |
0.9872 |
LOW |
0.9796 |
0.618 |
0.9673 |
1.000 |
0.9597 |
1.618 |
0.9474 |
2.618 |
0.9275 |
4.250 |
0.8950 |
|
|
Fisher Pivots for day following 20-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9942 |
0.9940 |
PP |
0.9919 |
0.9914 |
S1 |
0.9896 |
0.9889 |
|