CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0155 |
-0.0007 |
-0.1% |
1.0248 |
| High |
1.0229 |
1.0314 |
0.0085 |
0.8% |
1.0314 |
| Low |
1.0075 |
1.0132 |
0.0057 |
0.6% |
1.0041 |
| Close |
1.0184 |
1.0265 |
0.0081 |
0.8% |
1.0265 |
| Range |
0.0154 |
0.0182 |
0.0028 |
18.2% |
0.0273 |
| ATR |
0.0187 |
0.0186 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
199,474 |
137,114 |
-62,360 |
-31.3% |
742,519 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0706 |
1.0365 |
|
| R3 |
1.0601 |
1.0524 |
1.0315 |
|
| R2 |
1.0419 |
1.0419 |
1.0298 |
|
| R1 |
1.0342 |
1.0342 |
1.0282 |
1.0381 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0256 |
| S1 |
1.0160 |
1.0160 |
1.0248 |
1.0199 |
| S2 |
1.0055 |
1.0055 |
1.0232 |
|
| S3 |
0.9873 |
0.9978 |
1.0215 |
|
| S4 |
0.9691 |
0.9796 |
1.0165 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0918 |
1.0415 |
|
| R3 |
1.0753 |
1.0645 |
1.0340 |
|
| R2 |
1.0480 |
1.0480 |
1.0315 |
|
| R1 |
1.0372 |
1.0372 |
1.0290 |
1.0426 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0234 |
| S1 |
1.0099 |
1.0099 |
1.0240 |
1.0153 |
| S2 |
0.9934 |
0.9934 |
1.0215 |
|
| S3 |
0.9661 |
0.9826 |
1.0190 |
|
| S4 |
0.9388 |
0.9553 |
1.0115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0314 |
1.0041 |
0.0273 |
2.7% |
0.0183 |
1.8% |
82% |
True |
False |
148,503 |
| 10 |
1.0314 |
0.9671 |
0.0643 |
6.3% |
0.0196 |
1.9% |
92% |
True |
False |
138,068 |
| 20 |
1.0314 |
0.9302 |
0.1012 |
9.9% |
0.0191 |
1.9% |
95% |
True |
False |
147,910 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
12.9% |
0.0175 |
1.7% |
73% |
False |
False |
102,841 |
| 60 |
1.0866 |
0.9302 |
0.1564 |
15.2% |
0.0168 |
1.6% |
62% |
False |
False |
68,627 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0147 |
1.4% |
61% |
False |
False |
51,493 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0129 |
1.3% |
61% |
False |
False |
41,204 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0108 |
1.1% |
61% |
False |
False |
34,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.0790 |
|
1.618 |
1.0608 |
|
1.000 |
1.0496 |
|
0.618 |
1.0426 |
|
HIGH |
1.0314 |
|
0.618 |
1.0244 |
|
0.500 |
1.0223 |
|
0.382 |
1.0202 |
|
LOW |
1.0132 |
|
0.618 |
1.0020 |
|
1.000 |
0.9950 |
|
1.618 |
0.9838 |
|
2.618 |
0.9656 |
|
4.250 |
0.9359 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0242 |
| PP |
1.0237 |
1.0218 |
| S1 |
1.0223 |
1.0195 |
|