CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9796 |
0.9968 |
0.0172 |
1.8% |
1.0087 |
| High |
0.9995 |
1.0119 |
0.0124 |
1.2% |
1.0100 |
| Low |
0.9796 |
0.9952 |
0.0156 |
1.6% |
0.9761 |
| Close |
0.9965 |
0.9978 |
0.0013 |
0.1% |
0.9858 |
| Range |
0.0199 |
0.0167 |
-0.0032 |
-16.1% |
0.0339 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.7% |
0.0000 |
| Volume |
89,895 |
103,948 |
14,053 |
15.6% |
259,643 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0415 |
1.0070 |
|
| R3 |
1.0350 |
1.0248 |
1.0024 |
|
| R2 |
1.0183 |
1.0183 |
1.0009 |
|
| R1 |
1.0081 |
1.0081 |
0.9993 |
1.0132 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0042 |
| S1 |
0.9914 |
0.9914 |
0.9963 |
0.9965 |
| S2 |
0.9849 |
0.9849 |
0.9947 |
|
| S3 |
0.9682 |
0.9747 |
0.9932 |
|
| S4 |
0.9515 |
0.9580 |
0.9886 |
|
|
| 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 |
1.0119 |
0.9761 |
0.0358 |
3.6% |
0.0139 |
1.4% |
61% |
True |
False |
84,409 |
| 10 |
1.0268 |
0.9761 |
0.0507 |
5.1% |
0.0160 |
1.6% |
43% |
False |
False |
54,728 |
| 20 |
1.0268 |
0.9548 |
0.0720 |
7.2% |
0.0157 |
1.6% |
60% |
False |
False |
29,442 |
| 40 |
1.0569 |
0.9548 |
0.1021 |
10.2% |
0.0145 |
1.5% |
42% |
False |
False |
14,803 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0139 |
1.4% |
56% |
False |
False |
9,890 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0117 |
1.2% |
56% |
False |
False |
7,422 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.4% |
0.0094 |
0.9% |
56% |
False |
False |
5,938 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.7% |
0.0078 |
0.8% |
51% |
False |
False |
4,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0829 |
|
2.618 |
1.0556 |
|
1.618 |
1.0389 |
|
1.000 |
1.0286 |
|
0.618 |
1.0222 |
|
HIGH |
1.0119 |
|
0.618 |
1.0055 |
|
0.500 |
1.0036 |
|
0.382 |
1.0016 |
|
LOW |
0.9952 |
|
0.618 |
0.9849 |
|
1.000 |
0.9785 |
|
1.618 |
0.9682 |
|
2.618 |
0.9515 |
|
4.250 |
0.9242 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
0.9969 |
| PP |
1.0016 |
0.9960 |
| S1 |
0.9997 |
0.9951 |
|