CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9909 |
0.0229 |
2.4% |
0.9589 |
| High |
0.9930 |
0.9928 |
-0.0002 |
0.0% |
0.9795 |
| Low |
0.9671 |
0.9823 |
0.0152 |
1.6% |
0.9302 |
| Close |
0.9928 |
0.9903 |
-0.0025 |
-0.3% |
0.9700 |
| Range |
0.0259 |
0.0105 |
-0.0154 |
-59.5% |
0.0493 |
| ATR |
0.0186 |
0.0180 |
-0.0006 |
-3.1% |
0.0000 |
| Volume |
97,000 |
113,869 |
16,869 |
17.4% |
871,770 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0156 |
0.9961 |
|
| R3 |
1.0095 |
1.0051 |
0.9932 |
|
| R2 |
0.9990 |
0.9990 |
0.9922 |
|
| R1 |
0.9946 |
0.9946 |
0.9913 |
0.9916 |
| PP |
0.9885 |
0.9885 |
0.9885 |
0.9869 |
| S1 |
0.9841 |
0.9841 |
0.9893 |
0.9811 |
| S2 |
0.9780 |
0.9780 |
0.9884 |
|
| S3 |
0.9675 |
0.9736 |
0.9874 |
|
| S4 |
0.9570 |
0.9631 |
0.9845 |
|
|
| 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 |
0.9930 |
0.9322 |
0.0608 |
6.1% |
0.0183 |
1.8% |
96% |
False |
False |
142,523 |
| 10 |
0.9930 |
0.9302 |
0.0628 |
6.3% |
0.0181 |
1.8% |
96% |
False |
False |
148,668 |
| 20 |
1.0285 |
0.9302 |
0.0983 |
9.9% |
0.0195 |
2.0% |
61% |
False |
False |
141,978 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.4% |
0.0157 |
1.6% |
45% |
False |
False |
73,622 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0153 |
1.5% |
38% |
False |
False |
49,141 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0134 |
1.4% |
38% |
False |
False |
36,877 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0113 |
1.1% |
38% |
False |
False |
29,506 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.9% |
0.0095 |
1.0% |
38% |
False |
False |
24,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0203 |
|
1.618 |
1.0098 |
|
1.000 |
1.0033 |
|
0.618 |
0.9993 |
|
HIGH |
0.9928 |
|
0.618 |
0.9888 |
|
0.500 |
0.9876 |
|
0.382 |
0.9863 |
|
LOW |
0.9823 |
|
0.618 |
0.9758 |
|
1.000 |
0.9718 |
|
1.618 |
0.9653 |
|
2.618 |
0.9548 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9865 |
| PP |
0.9885 |
0.9826 |
| S1 |
0.9876 |
0.9788 |
|