CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9996 |
1.0035 |
0.0039 |
0.4% |
0.9859 |
| High |
1.0055 |
1.0090 |
0.0035 |
0.3% |
1.0119 |
| Low |
0.9967 |
1.0034 |
0.0067 |
0.7% |
0.9783 |
| Close |
1.0040 |
1.0075 |
0.0035 |
0.3% |
1.0075 |
| Range |
0.0088 |
0.0056 |
-0.0032 |
-36.4% |
0.0336 |
| ATR |
0.0148 |
0.0142 |
-0.0007 |
-4.4% |
0.0000 |
| Volume |
58,667 |
30,893 |
-27,774 |
-47.3% |
356,346 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0211 |
1.0106 |
|
| R3 |
1.0178 |
1.0155 |
1.0090 |
|
| R2 |
1.0122 |
1.0122 |
1.0085 |
|
| R1 |
1.0099 |
1.0099 |
1.0080 |
1.0111 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0072 |
| S1 |
1.0043 |
1.0043 |
1.0070 |
1.0055 |
| S2 |
1.0010 |
1.0010 |
1.0065 |
|
| S3 |
0.9954 |
0.9987 |
1.0060 |
|
| S4 |
0.9898 |
0.9931 |
1.0044 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0874 |
1.0260 |
|
| R3 |
1.0664 |
1.0538 |
1.0167 |
|
| R2 |
1.0328 |
1.0328 |
1.0137 |
|
| R1 |
1.0202 |
1.0202 |
1.0106 |
1.0265 |
| PP |
0.9992 |
0.9992 |
0.9992 |
1.0024 |
| S1 |
0.9866 |
0.9866 |
1.0044 |
0.9929 |
| S2 |
0.9656 |
0.9656 |
1.0013 |
|
| S3 |
0.9320 |
0.9530 |
0.9983 |
|
| S4 |
0.8984 |
0.9194 |
0.9890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0119 |
0.9783 |
0.0336 |
3.3% |
0.0121 |
1.2% |
87% |
False |
False |
71,269 |
| 10 |
1.0119 |
0.9761 |
0.0358 |
3.6% |
0.0134 |
1.3% |
88% |
False |
False |
61,598 |
| 20 |
1.0268 |
0.9678 |
0.0590 |
5.9% |
0.0150 |
1.5% |
67% |
False |
False |
33,879 |
| 40 |
1.0556 |
0.9548 |
0.1008 |
10.0% |
0.0140 |
1.4% |
52% |
False |
False |
17,037 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0138 |
1.4% |
63% |
False |
False |
11,381 |
| 80 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0119 |
1.2% |
63% |
False |
False |
8,541 |
| 100 |
1.0569 |
0.9233 |
0.1336 |
13.3% |
0.0095 |
0.9% |
63% |
False |
False |
6,834 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0079 |
0.8% |
58% |
False |
False |
5,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0328 |
|
2.618 |
1.0237 |
|
1.618 |
1.0181 |
|
1.000 |
1.0146 |
|
0.618 |
1.0125 |
|
HIGH |
1.0090 |
|
0.618 |
1.0069 |
|
0.500 |
1.0062 |
|
0.382 |
1.0055 |
|
LOW |
1.0034 |
|
0.618 |
0.9999 |
|
1.000 |
0.9978 |
|
1.618 |
0.9943 |
|
2.618 |
0.9887 |
|
4.250 |
0.9796 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0062 |
| PP |
1.0066 |
1.0049 |
| S1 |
1.0062 |
1.0036 |
|