CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.0158 |
0.9928 |
-0.0230 |
-2.3% |
1.0331 |
High |
1.0158 |
0.9928 |
-0.0230 |
-2.3% |
1.0331 |
Low |
1.0158 |
0.9928 |
-0.0230 |
-2.3% |
1.0093 |
Close |
1.0158 |
0.9928 |
-0.0230 |
-2.3% |
1.0155 |
Range |
|
|
|
|
|
ATR |
0.0079 |
0.0090 |
0.0011 |
13.5% |
0.0000 |
Volume |
0 |
12 |
12 |
|
4 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9928 |
0.9928 |
0.9928 |
|
R3 |
0.9928 |
0.9928 |
0.9928 |
|
R2 |
0.9928 |
0.9928 |
0.9928 |
|
R1 |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
PP |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
S1 |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
S2 |
0.9928 |
0.9928 |
0.9928 |
|
S3 |
0.9928 |
0.9928 |
0.9928 |
|
S4 |
0.9928 |
0.9928 |
0.9928 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0907 |
1.0769 |
1.0286 |
|
R3 |
1.0669 |
1.0531 |
1.0220 |
|
R2 |
1.0431 |
1.0431 |
1.0199 |
|
R1 |
1.0293 |
1.0293 |
1.0177 |
1.0243 |
PP |
1.0193 |
1.0193 |
1.0193 |
1.0168 |
S1 |
1.0055 |
1.0055 |
1.0133 |
1.0005 |
S2 |
0.9955 |
0.9955 |
1.0111 |
|
S3 |
0.9717 |
0.9817 |
1.0090 |
|
S4 |
0.9479 |
0.9579 |
1.0024 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0172 |
0.9928 |
0.0244 |
2.5% |
0.0003 |
0.0% |
0% |
False |
True |
2 |
10 |
1.0454 |
0.9928 |
0.0526 |
5.3% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
20 |
1.0454 |
0.9928 |
0.0526 |
5.3% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
40 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0002 |
0.0% |
59% |
False |
False |
3 |
60 |
1.0454 |
0.9172 |
0.1282 |
12.9% |
0.0001 |
0.0% |
59% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9928 |
2.618 |
0.9928 |
1.618 |
0.9928 |
1.000 |
0.9928 |
0.618 |
0.9928 |
HIGH |
0.9928 |
0.618 |
0.9928 |
0.500 |
0.9928 |
0.382 |
0.9928 |
LOW |
0.9928 |
0.618 |
0.9928 |
1.000 |
0.9928 |
1.618 |
0.9928 |
2.618 |
0.9928 |
4.250 |
0.9928 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9928 |
1.0043 |
PP |
0.9928 |
1.0005 |
S1 |
0.9928 |
0.9966 |
|