CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0481 |
1.0270 |
-0.0211 |
-2.0% |
1.0260 |
| High |
1.0507 |
1.0371 |
-0.0136 |
-1.3% |
1.0687 |
| Low |
1.0212 |
1.0223 |
0.0011 |
0.1% |
1.0229 |
| Close |
1.0287 |
1.0282 |
-0.0005 |
0.0% |
1.0649 |
| Range |
0.0295 |
0.0148 |
-0.0147 |
-49.8% |
0.0458 |
| ATR |
0.0194 |
0.0191 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
179,548 |
132,814 |
-46,734 |
-26.0% |
698,537 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0657 |
1.0363 |
|
| R3 |
1.0588 |
1.0509 |
1.0323 |
|
| R2 |
1.0440 |
1.0440 |
1.0309 |
|
| R1 |
1.0361 |
1.0361 |
1.0296 |
1.0401 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0312 |
| S1 |
1.0213 |
1.0213 |
1.0268 |
1.0253 |
| S2 |
1.0144 |
1.0144 |
1.0255 |
|
| S3 |
0.9996 |
1.0065 |
1.0241 |
|
| S4 |
0.9848 |
0.9917 |
1.0201 |
|
|
| 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% |
0.0217 |
2.1% |
15% |
False |
False |
144,166 |
| 10 |
1.0687 |
1.0075 |
0.0612 |
6.0% |
0.0184 |
1.8% |
34% |
False |
False |
147,580 |
| 20 |
1.0687 |
0.9539 |
0.1148 |
11.2% |
0.0188 |
1.8% |
65% |
False |
False |
143,245 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0190 |
1.8% |
71% |
False |
False |
130,647 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.5% |
0.0167 |
1.6% |
71% |
False |
False |
87,585 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0158 |
1.5% |
62% |
False |
False |
65,724 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0143 |
1.4% |
62% |
False |
False |
52,596 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.3% |
0.0120 |
1.2% |
62% |
False |
False |
43,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1000 |
|
2.618 |
1.0758 |
|
1.618 |
1.0610 |
|
1.000 |
1.0519 |
|
0.618 |
1.0462 |
|
HIGH |
1.0371 |
|
0.618 |
1.0314 |
|
0.500 |
1.0297 |
|
0.382 |
1.0280 |
|
LOW |
1.0223 |
|
0.618 |
1.0132 |
|
1.000 |
1.0075 |
|
1.618 |
0.9984 |
|
2.618 |
0.9836 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0432 |
| PP |
1.0292 |
1.0382 |
| S1 |
1.0287 |
1.0332 |
|