CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9909 |
0.9882 |
-0.0027 |
-0.3% |
0.9589 |
| High |
0.9928 |
1.0123 |
0.0195 |
2.0% |
0.9795 |
| Low |
0.9823 |
0.9784 |
-0.0039 |
-0.4% |
0.9302 |
| Close |
0.9903 |
1.0103 |
0.0200 |
2.0% |
0.9700 |
| Range |
0.0105 |
0.0339 |
0.0234 |
222.9% |
0.0493 |
| ATR |
0.0180 |
0.0192 |
0.0011 |
6.3% |
0.0000 |
| Volume |
113,869 |
154,472 |
40,603 |
35.7% |
871,770 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0901 |
1.0289 |
|
| R3 |
1.0681 |
1.0562 |
1.0196 |
|
| R2 |
1.0342 |
1.0342 |
1.0165 |
|
| R1 |
1.0223 |
1.0223 |
1.0134 |
1.0283 |
| PP |
1.0003 |
1.0003 |
1.0003 |
1.0033 |
| S1 |
0.9884 |
0.9884 |
1.0072 |
0.9944 |
| S2 |
0.9664 |
0.9664 |
1.0041 |
|
| S3 |
0.9325 |
0.9545 |
1.0010 |
|
| S4 |
0.8986 |
0.9206 |
0.9917 |
|
|
| 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 |
1.0123 |
0.9539 |
0.0584 |
5.8% |
0.0199 |
2.0% |
97% |
True |
False |
142,069 |
| 10 |
1.0123 |
0.9302 |
0.0821 |
8.1% |
0.0196 |
1.9% |
98% |
True |
False |
150,677 |
| 20 |
1.0285 |
0.9302 |
0.0983 |
9.7% |
0.0202 |
2.0% |
81% |
False |
False |
147,530 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.1% |
0.0163 |
1.6% |
60% |
False |
False |
77,482 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0157 |
1.6% |
51% |
False |
False |
51,712 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0138 |
1.4% |
51% |
False |
False |
38,807 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0117 |
1.2% |
51% |
False |
False |
31,051 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.6% |
0.0098 |
1.0% |
51% |
False |
False |
25,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1564 |
|
2.618 |
1.1011 |
|
1.618 |
1.0672 |
|
1.000 |
1.0462 |
|
0.618 |
1.0333 |
|
HIGH |
1.0123 |
|
0.618 |
0.9994 |
|
0.500 |
0.9954 |
|
0.382 |
0.9913 |
|
LOW |
0.9784 |
|
0.618 |
0.9574 |
|
1.000 |
0.9445 |
|
1.618 |
0.9235 |
|
2.618 |
0.8896 |
|
4.250 |
0.8343 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0034 |
| PP |
1.0003 |
0.9966 |
| S1 |
0.9954 |
0.9897 |
|