CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9882 |
1.0055 |
0.0173 |
1.8% |
0.9589 |
| High |
1.0123 |
1.0155 |
0.0032 |
0.3% |
0.9795 |
| Low |
0.9784 |
1.0021 |
0.0237 |
2.4% |
0.9302 |
| Close |
1.0103 |
1.0120 |
0.0017 |
0.2% |
0.9700 |
| Range |
0.0339 |
0.0134 |
-0.0205 |
-60.5% |
0.0493 |
| ATR |
0.0192 |
0.0188 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
154,472 |
143,807 |
-10,665 |
-6.9% |
871,770 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0444 |
1.0194 |
|
| R3 |
1.0367 |
1.0310 |
1.0157 |
|
| R2 |
1.0233 |
1.0233 |
1.0145 |
|
| R1 |
1.0176 |
1.0176 |
1.0132 |
1.0205 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0113 |
| S1 |
1.0042 |
1.0042 |
1.0108 |
1.0071 |
| S2 |
0.9965 |
0.9965 |
1.0095 |
|
| S3 |
0.9831 |
0.9908 |
1.0083 |
|
| S4 |
0.9697 |
0.9774 |
1.0046 |
|
|
| 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 |
1.0155 |
0.9646 |
0.0509 |
5.0% |
0.0197 |
1.9% |
93% |
True |
False |
133,271 |
| 10 |
1.0155 |
0.9302 |
0.0853 |
8.4% |
0.0192 |
1.9% |
96% |
True |
False |
151,205 |
| 20 |
1.0285 |
0.9302 |
0.0983 |
9.7% |
0.0201 |
2.0% |
83% |
False |
False |
150,329 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.1% |
0.0164 |
1.6% |
62% |
False |
False |
81,074 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0159 |
1.6% |
52% |
False |
False |
54,107 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0139 |
1.4% |
52% |
False |
False |
40,604 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0118 |
1.2% |
52% |
False |
False |
32,489 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0099 |
1.0% |
52% |
False |
False |
27,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0725 |
|
2.618 |
1.0506 |
|
1.618 |
1.0372 |
|
1.000 |
1.0289 |
|
0.618 |
1.0238 |
|
HIGH |
1.0155 |
|
0.618 |
1.0104 |
|
0.500 |
1.0088 |
|
0.382 |
1.0072 |
|
LOW |
1.0021 |
|
0.618 |
0.9938 |
|
1.000 |
0.9887 |
|
1.618 |
0.9804 |
|
2.618 |
0.9670 |
|
4.250 |
0.9452 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0070 |
| PP |
1.0099 |
1.0020 |
| S1 |
1.0088 |
0.9970 |
|