CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
0.9505 |
0.9521 |
0.0016 |
0.2% |
0.9642 |
High |
0.9505 |
0.9521 |
0.0016 |
0.2% |
0.9646 |
Low |
0.9496 |
0.9521 |
0.0025 |
0.3% |
0.9496 |
Close |
0.9496 |
0.9521 |
0.0025 |
0.3% |
0.9521 |
Range |
0.0009 |
0.0000 |
-0.0009 |
-100.0% |
0.0150 |
ATR |
0.0088 |
0.0084 |
-0.0005 |
-5.1% |
0.0000 |
Volume |
0 |
2 |
2 |
|
2 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9521 |
0.9521 |
0.9521 |
|
R3 |
0.9521 |
0.9521 |
0.9521 |
|
R2 |
0.9521 |
0.9521 |
0.9521 |
|
R1 |
0.9521 |
0.9521 |
0.9521 |
0.9521 |
PP |
0.9521 |
0.9521 |
0.9521 |
0.9521 |
S1 |
0.9521 |
0.9521 |
0.9521 |
0.9521 |
S2 |
0.9521 |
0.9521 |
0.9521 |
|
S3 |
0.9521 |
0.9521 |
0.9521 |
|
S4 |
0.9521 |
0.9521 |
0.9521 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0004 |
0.9913 |
0.9604 |
|
R3 |
0.9854 |
0.9763 |
0.9562 |
|
R2 |
0.9704 |
0.9704 |
0.9549 |
|
R1 |
0.9613 |
0.9613 |
0.9535 |
0.9584 |
PP |
0.9554 |
0.9554 |
0.9554 |
0.9540 |
S1 |
0.9463 |
0.9463 |
0.9507 |
0.9434 |
S2 |
0.9404 |
0.9404 |
0.9494 |
|
S3 |
0.9254 |
0.9313 |
0.9480 |
|
S4 |
0.9104 |
0.9163 |
0.9439 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9805 |
0.9496 |
0.0309 |
3.2% |
0.0002 |
0.0% |
8% |
False |
False |
|
10 |
1.0075 |
0.9496 |
0.0579 |
6.1% |
0.0001 |
0.0% |
4% |
False |
False |
3 |
20 |
1.0451 |
0.9496 |
0.0955 |
10.0% |
0.0001 |
0.0% |
3% |
False |
False |
3 |
40 |
1.0454 |
0.9172 |
0.1282 |
13.5% |
0.0001 |
0.0% |
27% |
False |
False |
2 |
60 |
1.0454 |
0.9172 |
0.1282 |
13.5% |
0.0001 |
0.0% |
27% |
False |
False |
3 |
80 |
1.0454 |
0.9172 |
0.1282 |
13.5% |
0.0002 |
0.0% |
27% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9521 |
2.618 |
0.9521 |
1.618 |
0.9521 |
1.000 |
0.9521 |
0.618 |
0.9521 |
HIGH |
0.9521 |
0.618 |
0.9521 |
0.500 |
0.9521 |
0.382 |
0.9521 |
LOW |
0.9521 |
0.618 |
0.9521 |
1.000 |
0.9521 |
1.618 |
0.9521 |
2.618 |
0.9521 |
4.250 |
0.9521 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9521 |
0.9571 |
PP |
0.9521 |
0.9554 |
S1 |
0.9521 |
0.9538 |
|