CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9574 |
0.9652 |
0.0078 |
0.8% |
0.9589 |
| High |
0.9684 |
0.9795 |
0.0111 |
1.1% |
0.9795 |
| Low |
0.9539 |
0.9646 |
0.0107 |
1.1% |
0.9302 |
| Close |
0.9675 |
0.9700 |
0.0025 |
0.3% |
0.9700 |
| Range |
0.0145 |
0.0149 |
0.0004 |
2.8% |
0.0493 |
| ATR |
0.0183 |
0.0181 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
187,797 |
157,210 |
-30,587 |
-16.3% |
871,770 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0079 |
0.9782 |
|
| R3 |
1.0012 |
0.9930 |
0.9741 |
|
| R2 |
0.9863 |
0.9863 |
0.9727 |
|
| R1 |
0.9781 |
0.9781 |
0.9714 |
0.9822 |
| PP |
0.9714 |
0.9714 |
0.9714 |
0.9734 |
| S1 |
0.9632 |
0.9632 |
0.9686 |
0.9673 |
| S2 |
0.9565 |
0.9565 |
0.9673 |
|
| S3 |
0.9416 |
0.9483 |
0.9659 |
|
| S4 |
0.9267 |
0.9334 |
0.9618 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.0882 |
0.9971 |
|
| R3 |
1.0585 |
1.0389 |
0.9836 |
|
| R2 |
1.0092 |
1.0092 |
0.9790 |
|
| R1 |
0.9896 |
0.9896 |
0.9745 |
0.9994 |
| PP |
0.9599 |
0.9599 |
0.9599 |
0.9648 |
| S1 |
0.9403 |
0.9403 |
0.9655 |
0.9501 |
| S2 |
0.9106 |
0.9106 |
0.9610 |
|
| S3 |
0.8613 |
0.8910 |
0.9564 |
|
| S4 |
0.8120 |
0.8417 |
0.9429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9795 |
0.9302 |
0.0493 |
5.1% |
0.0187 |
1.9% |
81% |
True |
False |
174,354 |
| 10 |
0.9887 |
0.9302 |
0.0585 |
6.0% |
0.0187 |
1.9% |
68% |
False |
False |
157,753 |
| 20 |
1.0319 |
0.9302 |
0.1017 |
10.5% |
0.0191 |
2.0% |
39% |
False |
False |
134,012 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.7% |
0.0152 |
1.6% |
30% |
False |
False |
68,356 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
16.2% |
0.0150 |
1.5% |
25% |
False |
False |
45,632 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
16.2% |
0.0132 |
1.4% |
25% |
False |
False |
34,245 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.2% |
0.0110 |
1.1% |
25% |
False |
False |
27,398 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.2% |
0.0092 |
0.9% |
25% |
False |
False |
22,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0185 |
|
1.618 |
1.0036 |
|
1.000 |
0.9944 |
|
0.618 |
0.9887 |
|
HIGH |
0.9795 |
|
0.618 |
0.9738 |
|
0.500 |
0.9721 |
|
0.382 |
0.9703 |
|
LOW |
0.9646 |
|
0.618 |
0.9554 |
|
1.000 |
0.9497 |
|
1.618 |
0.9405 |
|
2.618 |
0.9256 |
|
4.250 |
0.9013 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9653 |
| PP |
0.9714 |
0.9606 |
| S1 |
0.9707 |
0.9559 |
|