CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 15-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
0.9955 |
0.9978 |
0.0023 |
0.2% |
1.0155 |
High |
0.9955 |
0.9978 |
0.0023 |
0.2% |
1.0158 |
Low |
0.9955 |
0.9978 |
0.0023 |
0.2% |
0.9915 |
Close |
0.9955 |
0.9978 |
0.0023 |
0.2% |
1.0075 |
Range |
|
|
|
|
|
ATR |
0.0092 |
0.0087 |
-0.0005 |
-5.4% |
0.0000 |
Volume |
12 |
12 |
0 |
0.0% |
36 |
|
Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9978 |
0.9978 |
0.9978 |
|
R3 |
0.9978 |
0.9978 |
0.9978 |
|
R2 |
0.9978 |
0.9978 |
0.9978 |
|
R1 |
0.9978 |
0.9978 |
0.9978 |
0.9978 |
PP |
0.9978 |
0.9978 |
0.9978 |
0.9978 |
S1 |
0.9978 |
0.9978 |
0.9978 |
0.9978 |
S2 |
0.9978 |
0.9978 |
0.9978 |
|
S3 |
0.9978 |
0.9978 |
0.9978 |
|
S4 |
0.9978 |
0.9978 |
0.9978 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0778 |
1.0670 |
1.0209 |
|
R3 |
1.0535 |
1.0427 |
1.0142 |
|
R2 |
1.0292 |
1.0292 |
1.0120 |
|
R1 |
1.0184 |
1.0184 |
1.0097 |
1.0117 |
PP |
1.0049 |
1.0049 |
1.0049 |
1.0016 |
S1 |
0.9941 |
0.9941 |
1.0053 |
0.9874 |
S2 |
0.9806 |
0.9806 |
1.0030 |
|
S3 |
0.9563 |
0.9698 |
1.0008 |
|
S4 |
0.9320 |
0.9455 |
0.9941 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0075 |
0.9915 |
0.0160 |
1.6% |
0.0000 |
0.0% |
39% |
False |
False |
12 |
10 |
1.0172 |
0.9915 |
0.0257 |
2.6% |
0.0001 |
0.0% |
25% |
False |
False |
6 |
20 |
1.0454 |
0.9915 |
0.0539 |
5.4% |
0.0001 |
0.0% |
12% |
False |
False |
3 |
40 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0002 |
0.0% |
63% |
False |
False |
3 |
60 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0001 |
0.0% |
63% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9978 |
2.618 |
0.9978 |
1.618 |
0.9978 |
1.000 |
0.9978 |
0.618 |
0.9978 |
HIGH |
0.9978 |
0.618 |
0.9978 |
0.500 |
0.9978 |
0.382 |
0.9978 |
LOW |
0.9978 |
0.618 |
0.9978 |
1.000 |
0.9978 |
1.618 |
0.9978 |
2.618 |
0.9978 |
4.250 |
0.9978 |
|
|
Fisher Pivots for day following 15-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9978 |
1.0015 |
PP |
0.9978 |
1.0003 |
S1 |
0.9978 |
0.9990 |
|