CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 02-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.0040 |
1.0055 |
0.0015 |
0.1% |
0.9600 |
High |
1.0040 |
1.0055 |
0.0015 |
0.1% |
1.0060 |
Low |
1.0040 |
1.0034 |
-0.0006 |
-0.1% |
0.9600 |
Close |
1.0040 |
1.0034 |
-0.0006 |
-0.1% |
1.0034 |
Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0460 |
ATR |
0.0097 |
0.0092 |
-0.0005 |
-5.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0104 |
1.0090 |
1.0046 |
|
R3 |
1.0083 |
1.0069 |
1.0040 |
|
R2 |
1.0062 |
1.0062 |
1.0038 |
|
R1 |
1.0048 |
1.0048 |
1.0036 |
1.0045 |
PP |
1.0041 |
1.0041 |
1.0041 |
1.0039 |
S1 |
1.0027 |
1.0027 |
1.0032 |
1.0024 |
S2 |
1.0020 |
1.0020 |
1.0030 |
|
S3 |
0.9999 |
1.0006 |
1.0028 |
|
S4 |
0.9978 |
0.9985 |
1.0022 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1278 |
1.1116 |
1.0287 |
|
R3 |
1.0818 |
1.0656 |
1.0161 |
|
R2 |
1.0358 |
1.0358 |
1.0118 |
|
R1 |
1.0196 |
1.0196 |
1.0076 |
1.0277 |
PP |
0.9898 |
0.9898 |
0.9898 |
0.9939 |
S1 |
0.9736 |
0.9736 |
0.9992 |
0.9817 |
S2 |
0.9438 |
0.9438 |
0.9950 |
|
S3 |
0.8978 |
0.9276 |
0.9908 |
|
S4 |
0.8518 |
0.8816 |
0.9781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0060 |
0.9600 |
0.0460 |
4.6% |
0.0024 |
0.2% |
94% |
False |
False |
|
10 |
1.0060 |
0.9496 |
0.0564 |
5.6% |
0.0013 |
0.1% |
95% |
False |
False |
|
20 |
1.0158 |
0.9496 |
0.0662 |
6.6% |
0.0007 |
0.1% |
81% |
False |
False |
3 |
40 |
1.0454 |
0.9496 |
0.0958 |
9.5% |
0.0004 |
0.0% |
56% |
False |
False |
2 |
60 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0003 |
0.0% |
67% |
False |
False |
3 |
80 |
1.0454 |
0.9172 |
0.1282 |
12.8% |
0.0002 |
0.0% |
67% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0144 |
2.618 |
1.0110 |
1.618 |
1.0089 |
1.000 |
1.0076 |
0.618 |
1.0068 |
HIGH |
1.0055 |
0.618 |
1.0047 |
0.500 |
1.0045 |
0.382 |
1.0042 |
LOW |
1.0034 |
0.618 |
1.0021 |
1.000 |
1.0013 |
1.618 |
1.0000 |
2.618 |
0.9979 |
4.250 |
0.9945 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0045 |
1.0047 |
PP |
1.0041 |
1.0043 |
S1 |
1.0038 |
1.0038 |
|