CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0155 |
1.0260 |
0.0105 |
1.0% |
1.0248 |
| High |
1.0314 |
1.0429 |
0.0115 |
1.1% |
1.0314 |
| Low |
1.0132 |
1.0229 |
0.0097 |
1.0% |
1.0041 |
| Close |
1.0265 |
1.0415 |
0.0150 |
1.5% |
1.0265 |
| Range |
0.0182 |
0.0200 |
0.0018 |
9.9% |
0.0273 |
| ATR |
0.0186 |
0.0187 |
0.0001 |
0.5% |
0.0000 |
| Volume |
137,114 |
112,093 |
-25,021 |
-18.2% |
742,519 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0886 |
1.0525 |
|
| R3 |
1.0758 |
1.0686 |
1.0470 |
|
| R2 |
1.0558 |
1.0558 |
1.0452 |
|
| R1 |
1.0486 |
1.0486 |
1.0433 |
1.0522 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0376 |
| S1 |
1.0286 |
1.0286 |
1.0397 |
1.0322 |
| S2 |
1.0158 |
1.0158 |
1.0378 |
|
| S3 |
0.9958 |
1.0086 |
1.0360 |
|
| S4 |
0.9758 |
0.9886 |
1.0305 |
|
|
| 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 |
1.0429 |
1.0041 |
0.0388 |
3.7% |
0.0178 |
1.7% |
96% |
True |
False |
146,277 |
| 10 |
1.0429 |
0.9784 |
0.0645 |
6.2% |
0.0190 |
1.8% |
98% |
True |
False |
139,578 |
| 20 |
1.0429 |
0.9302 |
0.1127 |
10.8% |
0.0191 |
1.8% |
99% |
True |
False |
145,559 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
12.8% |
0.0177 |
1.7% |
84% |
False |
False |
105,641 |
| 60 |
1.0866 |
0.9302 |
0.1564 |
15.0% |
0.0169 |
1.6% |
71% |
False |
False |
70,494 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.1% |
0.0148 |
1.4% |
71% |
False |
False |
52,890 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.1% |
0.0131 |
1.3% |
71% |
False |
False |
42,325 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.1% |
0.0110 |
1.1% |
71% |
False |
False |
35,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.0953 |
|
1.618 |
1.0753 |
|
1.000 |
1.0629 |
|
0.618 |
1.0553 |
|
HIGH |
1.0429 |
|
0.618 |
1.0353 |
|
0.500 |
1.0329 |
|
0.382 |
1.0305 |
|
LOW |
1.0229 |
|
0.618 |
1.0105 |
|
1.000 |
1.0029 |
|
1.618 |
0.9905 |
|
2.618 |
0.9705 |
|
4.250 |
0.9379 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0361 |
| PP |
1.0358 |
1.0306 |
| S1 |
1.0329 |
1.0252 |
|