CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0647 |
1.0481 |
-0.0166 |
-1.6% |
1.0260 |
| High |
1.0651 |
1.0507 |
-0.0144 |
-1.4% |
1.0687 |
| Low |
1.0445 |
1.0212 |
-0.0233 |
-2.2% |
1.0229 |
| Close |
1.0531 |
1.0287 |
-0.0244 |
-2.3% |
1.0649 |
| Range |
0.0206 |
0.0295 |
0.0089 |
43.2% |
0.0458 |
| ATR |
0.0185 |
0.0194 |
0.0010 |
5.2% |
0.0000 |
| Volume |
128,314 |
179,548 |
51,234 |
39.9% |
698,537 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1049 |
1.0449 |
|
| R3 |
1.0925 |
1.0754 |
1.0368 |
|
| R2 |
1.0630 |
1.0630 |
1.0341 |
|
| R1 |
1.0459 |
1.0459 |
1.0314 |
1.0397 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0305 |
| S1 |
1.0164 |
1.0164 |
1.0260 |
1.0102 |
| S2 |
1.0040 |
1.0040 |
1.0233 |
|
| S3 |
0.9745 |
0.9869 |
1.0206 |
|
| S4 |
0.9450 |
0.9574 |
1.0125 |
|
|
| 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 |
1.0212 |
0.0475 |
4.6% |
0.0210 |
2.0% |
16% |
False |
True |
147,116 |
| 10 |
1.0687 |
1.0075 |
0.0612 |
5.9% |
0.0184 |
1.8% |
35% |
False |
False |
146,666 |
| 20 |
1.0687 |
0.9322 |
0.1365 |
13.3% |
0.0193 |
1.9% |
71% |
False |
False |
144,441 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0190 |
1.8% |
71% |
False |
False |
127,511 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0171 |
1.7% |
71% |
False |
False |
85,374 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0158 |
1.5% |
63% |
False |
False |
64,064 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0141 |
1.4% |
63% |
False |
False |
51,268 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0119 |
1.2% |
63% |
False |
False |
42,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1761 |
|
2.618 |
1.1279 |
|
1.618 |
1.0984 |
|
1.000 |
1.0802 |
|
0.618 |
1.0689 |
|
HIGH |
1.0507 |
|
0.618 |
1.0394 |
|
0.500 |
1.0360 |
|
0.382 |
1.0325 |
|
LOW |
1.0212 |
|
0.618 |
1.0030 |
|
1.000 |
0.9917 |
|
1.618 |
0.9735 |
|
2.618 |
0.9440 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0440 |
| PP |
1.0335 |
1.0389 |
| S1 |
1.0311 |
1.0338 |
|