CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0363 |
-0.0033 |
-0.3% |
1.0248 |
| High |
1.0428 |
1.0367 |
-0.0061 |
-0.6% |
1.0314 |
| Low |
1.0327 |
1.0255 |
-0.0072 |
-0.7% |
1.0041 |
| Close |
1.0392 |
1.0323 |
-0.0069 |
-0.7% |
1.0265 |
| Range |
0.0101 |
0.0112 |
0.0011 |
10.9% |
0.0273 |
| ATR |
0.0181 |
0.0178 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
158,724 |
147,564 |
-11,160 |
-7.0% |
742,519 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0651 |
1.0599 |
1.0385 |
|
| R3 |
1.0539 |
1.0487 |
1.0354 |
|
| R2 |
1.0427 |
1.0427 |
1.0344 |
|
| R1 |
1.0375 |
1.0375 |
1.0333 |
1.0345 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0300 |
| S1 |
1.0263 |
1.0263 |
1.0313 |
1.0233 |
| S2 |
1.0203 |
1.0203 |
1.0302 |
|
| S3 |
1.0091 |
1.0151 |
1.0292 |
|
| S4 |
0.9979 |
1.0039 |
1.0261 |
|
|
| 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 |
1.0075 |
0.0354 |
3.4% |
0.0150 |
1.5% |
70% |
False |
False |
150,993 |
| 10 |
1.0429 |
1.0021 |
0.0408 |
4.0% |
0.0167 |
1.6% |
74% |
False |
False |
143,372 |
| 20 |
1.0429 |
0.9302 |
0.1127 |
10.9% |
0.0182 |
1.8% |
91% |
False |
False |
147,025 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
12.9% |
0.0177 |
1.7% |
77% |
False |
False |
113,273 |
| 60 |
1.0630 |
0.9302 |
0.1328 |
12.9% |
0.0168 |
1.6% |
77% |
False |
False |
75,592 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0148 |
1.4% |
65% |
False |
False |
56,716 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0132 |
1.3% |
65% |
False |
False |
45,388 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0111 |
1.1% |
65% |
False |
False |
37,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0843 |
|
2.618 |
1.0660 |
|
1.618 |
1.0548 |
|
1.000 |
1.0479 |
|
0.618 |
1.0436 |
|
HIGH |
1.0367 |
|
0.618 |
1.0324 |
|
0.500 |
1.0311 |
|
0.382 |
1.0298 |
|
LOW |
1.0255 |
|
0.618 |
1.0186 |
|
1.000 |
1.0143 |
|
1.618 |
1.0074 |
|
2.618 |
0.9962 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0319 |
1.0329 |
| PP |
1.0315 |
1.0327 |
| S1 |
1.0311 |
1.0325 |
|