CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0107 |
1.0248 |
0.0141 |
1.4% |
0.9680 |
| High |
1.0270 |
1.0292 |
0.0022 |
0.2% |
1.0270 |
| Low |
1.0065 |
1.0069 |
0.0004 |
0.0% |
0.9671 |
| Close |
1.0258 |
1.0122 |
-0.0136 |
-1.3% |
1.0258 |
| Range |
0.0205 |
0.0223 |
0.0018 |
8.8% |
0.0599 |
| ATR |
0.0189 |
0.0191 |
0.0002 |
1.3% |
0.0000 |
| Volume |
129,020 |
123,225 |
-5,795 |
-4.5% |
638,168 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0699 |
1.0245 |
|
| R3 |
1.0607 |
1.0476 |
1.0183 |
|
| R2 |
1.0384 |
1.0384 |
1.0163 |
|
| R1 |
1.0253 |
1.0253 |
1.0142 |
1.0207 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0138 |
| S1 |
1.0030 |
1.0030 |
1.0102 |
0.9984 |
| S2 |
0.9938 |
0.9938 |
1.0081 |
|
| S3 |
0.9715 |
0.9807 |
1.0061 |
|
| S4 |
0.9492 |
0.9584 |
0.9999 |
|
|
| 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 |
1.0292 |
0.9784 |
0.0508 |
5.0% |
0.0201 |
2.0% |
67% |
True |
False |
132,878 |
| 10 |
1.0292 |
0.9302 |
0.0990 |
9.8% |
0.0202 |
2.0% |
83% |
True |
False |
148,551 |
| 20 |
1.0292 |
0.9302 |
0.0990 |
9.8% |
0.0209 |
2.1% |
83% |
True |
False |
152,793 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.1% |
0.0168 |
1.7% |
62% |
False |
False |
87,375 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0163 |
1.6% |
52% |
False |
False |
58,309 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0142 |
1.4% |
52% |
False |
False |
43,756 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0122 |
1.2% |
52% |
False |
False |
35,011 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0102 |
1.0% |
52% |
False |
False |
29,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.0876 |
|
1.618 |
1.0653 |
|
1.000 |
1.0515 |
|
0.618 |
1.0430 |
|
HIGH |
1.0292 |
|
0.618 |
1.0207 |
|
0.500 |
1.0181 |
|
0.382 |
1.0154 |
|
LOW |
1.0069 |
|
0.618 |
0.9931 |
|
1.000 |
0.9846 |
|
1.618 |
0.9708 |
|
2.618 |
0.9485 |
|
4.250 |
0.9121 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0157 |
| PP |
1.0161 |
1.0145 |
| S1 |
1.0142 |
1.0134 |
|