CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0107 |
0.0052 |
0.5% |
0.9680 |
| High |
1.0155 |
1.0270 |
0.0115 |
1.1% |
1.0270 |
| Low |
1.0021 |
1.0065 |
0.0044 |
0.4% |
0.9671 |
| Close |
1.0120 |
1.0258 |
0.0138 |
1.4% |
1.0258 |
| Range |
0.0134 |
0.0205 |
0.0071 |
53.0% |
0.0599 |
| ATR |
0.0188 |
0.0189 |
0.0001 |
0.7% |
0.0000 |
| Volume |
143,807 |
129,020 |
-14,787 |
-10.3% |
638,168 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0740 |
1.0371 |
|
| R3 |
1.0608 |
1.0535 |
1.0314 |
|
| R2 |
1.0403 |
1.0403 |
1.0296 |
|
| R1 |
1.0330 |
1.0330 |
1.0277 |
1.0367 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0216 |
| S1 |
1.0125 |
1.0125 |
1.0239 |
1.0162 |
| S2 |
0.9993 |
0.9993 |
1.0220 |
|
| S3 |
0.9788 |
0.9920 |
1.0202 |
|
| S4 |
0.9583 |
0.9715 |
1.0145 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1863 |
1.1660 |
1.0587 |
|
| R3 |
1.1264 |
1.1061 |
1.0423 |
|
| R2 |
1.0665 |
1.0665 |
1.0368 |
|
| R1 |
1.0462 |
1.0462 |
1.0313 |
1.0564 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0117 |
| S1 |
0.9863 |
0.9863 |
1.0203 |
0.9965 |
| S2 |
0.9467 |
0.9467 |
1.0148 |
|
| S3 |
0.8868 |
0.9264 |
1.0093 |
|
| S4 |
0.8269 |
0.8665 |
0.9929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0270 |
0.9671 |
0.0599 |
5.8% |
0.0208 |
2.0% |
98% |
True |
False |
127,633 |
| 10 |
1.0270 |
0.9302 |
0.0968 |
9.4% |
0.0198 |
1.9% |
99% |
True |
False |
150,993 |
| 20 |
1.0270 |
0.9302 |
0.0968 |
9.4% |
0.0206 |
2.0% |
99% |
True |
False |
152,169 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
12.9% |
0.0166 |
1.6% |
72% |
False |
False |
84,297 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0160 |
1.6% |
61% |
False |
False |
56,256 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0140 |
1.4% |
61% |
False |
False |
42,216 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0120 |
1.2% |
61% |
False |
False |
33,779 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0101 |
1.0% |
61% |
False |
False |
28,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.0807 |
|
1.618 |
1.0602 |
|
1.000 |
1.0475 |
|
0.618 |
1.0397 |
|
HIGH |
1.0270 |
|
0.618 |
1.0192 |
|
0.500 |
1.0168 |
|
0.382 |
1.0143 |
|
LOW |
1.0065 |
|
0.618 |
0.9938 |
|
1.000 |
0.9860 |
|
1.618 |
0.9733 |
|
2.618 |
0.9528 |
|
4.250 |
0.9194 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0228 |
1.0181 |
| PP |
1.0198 |
1.0104 |
| S1 |
1.0168 |
1.0027 |
|