CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9442 |
0.9470 |
0.0028 |
0.3% |
0.9686 |
| High |
0.9510 |
0.9579 |
0.0069 |
0.7% |
0.9887 |
| Low |
0.9302 |
0.9322 |
0.0020 |
0.2% |
0.9524 |
| Close |
0.9322 |
0.9566 |
0.0244 |
2.6% |
0.9611 |
| Range |
0.0208 |
0.0257 |
0.0049 |
23.6% |
0.0363 |
| ATR |
0.0181 |
0.0186 |
0.0005 |
3.0% |
0.0000 |
| Volume |
222,372 |
156,740 |
-65,632 |
-29.5% |
705,762 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0170 |
0.9707 |
|
| R3 |
1.0003 |
0.9913 |
0.9637 |
|
| R2 |
0.9746 |
0.9746 |
0.9613 |
|
| R1 |
0.9656 |
0.9656 |
0.9590 |
0.9701 |
| PP |
0.9489 |
0.9489 |
0.9489 |
0.9512 |
| S1 |
0.9399 |
0.9399 |
0.9542 |
0.9444 |
| S2 |
0.9232 |
0.9232 |
0.9519 |
|
| S3 |
0.8975 |
0.9142 |
0.9495 |
|
| S4 |
0.8718 |
0.8885 |
0.9425 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0550 |
0.9811 |
|
| R3 |
1.0400 |
1.0187 |
0.9711 |
|
| R2 |
1.0037 |
1.0037 |
0.9678 |
|
| R1 |
0.9824 |
0.9824 |
0.9644 |
0.9749 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9637 |
| S1 |
0.9461 |
0.9461 |
0.9578 |
0.9386 |
| S2 |
0.9311 |
0.9311 |
0.9544 |
|
| S3 |
0.8948 |
0.9098 |
0.9511 |
|
| S4 |
0.8585 |
0.8735 |
0.9411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9787 |
0.9302 |
0.0485 |
5.1% |
0.0193 |
2.0% |
54% |
False |
False |
159,285 |
| 10 |
1.0024 |
0.9302 |
0.0722 |
7.5% |
0.0221 |
2.3% |
37% |
False |
False |
168,367 |
| 20 |
1.0533 |
0.9302 |
0.1231 |
12.9% |
0.0192 |
2.0% |
21% |
False |
False |
118,049 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.9% |
0.0156 |
1.6% |
20% |
False |
False |
59,755 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
16.4% |
0.0149 |
1.6% |
17% |
False |
False |
39,884 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
16.4% |
0.0132 |
1.4% |
17% |
False |
False |
29,933 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.4% |
0.0107 |
1.1% |
17% |
False |
False |
23,948 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.4% |
0.0089 |
0.9% |
17% |
False |
False |
19,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0671 |
|
2.618 |
1.0252 |
|
1.618 |
0.9995 |
|
1.000 |
0.9836 |
|
0.618 |
0.9738 |
|
HIGH |
0.9579 |
|
0.618 |
0.9481 |
|
0.500 |
0.9451 |
|
0.382 |
0.9420 |
|
LOW |
0.9322 |
|
0.618 |
0.9163 |
|
1.000 |
0.9065 |
|
1.618 |
0.8906 |
|
2.618 |
0.8649 |
|
4.250 |
0.8230 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9528 |
0.9530 |
| PP |
0.9489 |
0.9493 |
| S1 |
0.9451 |
0.9457 |
|