CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0335 |
1.0652 |
0.0317 |
3.1% |
1.0260 |
| High |
1.0687 |
1.0667 |
-0.0020 |
-0.2% |
1.0687 |
| Low |
1.0325 |
1.0591 |
0.0266 |
2.6% |
1.0229 |
| Close |
1.0658 |
1.0649 |
-0.0009 |
-0.1% |
1.0649 |
| Range |
0.0362 |
0.0076 |
-0.0286 |
-79.0% |
0.0458 |
| ATR |
0.0191 |
0.0183 |
-0.0008 |
-4.3% |
0.0000 |
| Volume |
176,543 |
103,613 |
-72,930 |
-41.3% |
698,537 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0864 |
1.0832 |
1.0691 |
|
| R3 |
1.0788 |
1.0756 |
1.0670 |
|
| R2 |
1.0712 |
1.0712 |
1.0663 |
|
| R1 |
1.0680 |
1.0680 |
1.0656 |
1.0658 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0625 |
| S1 |
1.0604 |
1.0604 |
1.0642 |
1.0582 |
| S2 |
1.0560 |
1.0560 |
1.0635 |
|
| S3 |
1.0484 |
1.0528 |
1.0628 |
|
| S4 |
1.0408 |
1.0452 |
1.0607 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1730 |
1.0901 |
|
| R3 |
1.1438 |
1.1272 |
1.0775 |
|
| R2 |
1.0980 |
1.0980 |
1.0733 |
|
| R1 |
1.0814 |
1.0814 |
1.0691 |
1.0897 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0563 |
| S1 |
1.0356 |
1.0356 |
1.0607 |
1.0439 |
| S2 |
1.0064 |
1.0064 |
1.0565 |
|
| S3 |
0.9606 |
0.9898 |
1.0523 |
|
| S4 |
0.9148 |
0.9440 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0687 |
1.0229 |
0.0458 |
4.3% |
0.0170 |
1.6% |
92% |
False |
False |
139,707 |
| 10 |
1.0687 |
1.0041 |
0.0646 |
6.1% |
0.0177 |
1.7% |
94% |
False |
False |
144,105 |
| 20 |
1.0687 |
0.9302 |
0.1385 |
13.0% |
0.0187 |
1.8% |
97% |
False |
False |
147,549 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.0% |
0.0184 |
1.7% |
97% |
False |
False |
120,243 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.0% |
0.0169 |
1.6% |
97% |
False |
False |
80,255 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
14.8% |
0.0153 |
1.4% |
86% |
False |
False |
60,217 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
14.8% |
0.0136 |
1.3% |
86% |
False |
False |
48,189 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
14.8% |
0.0115 |
1.1% |
86% |
False |
False |
40,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0990 |
|
2.618 |
1.0866 |
|
1.618 |
1.0790 |
|
1.000 |
1.0743 |
|
0.618 |
1.0714 |
|
HIGH |
1.0667 |
|
0.618 |
1.0638 |
|
0.500 |
1.0629 |
|
0.382 |
1.0620 |
|
LOW |
1.0591 |
|
0.618 |
1.0544 |
|
1.000 |
1.0515 |
|
1.618 |
1.0468 |
|
2.618 |
1.0392 |
|
4.250 |
1.0268 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0642 |
1.0590 |
| PP |
1.0636 |
1.0530 |
| S1 |
1.0629 |
1.0471 |
|