CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0280 |
0.0010 |
0.1% |
1.0260 |
| High |
1.0371 |
1.0393 |
0.0022 |
0.2% |
1.0687 |
| Low |
1.0223 |
1.0150 |
-0.0073 |
-0.7% |
1.0229 |
| Close |
1.0282 |
1.0362 |
0.0080 |
0.8% |
1.0649 |
| Range |
0.0148 |
0.0243 |
0.0095 |
64.2% |
0.0458 |
| ATR |
0.0191 |
0.0195 |
0.0004 |
1.9% |
0.0000 |
| Volume |
132,814 |
185,173 |
52,359 |
39.4% |
698,537 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.0939 |
1.0496 |
|
| R3 |
1.0788 |
1.0696 |
1.0429 |
|
| R2 |
1.0545 |
1.0545 |
1.0407 |
|
| R1 |
1.0453 |
1.0453 |
1.0384 |
1.0499 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0325 |
| S1 |
1.0210 |
1.0210 |
1.0340 |
1.0256 |
| S2 |
1.0059 |
1.0059 |
1.0317 |
|
| S3 |
0.9816 |
0.9967 |
1.0295 |
|
| S4 |
0.9573 |
0.9724 |
1.0228 |
|
|
| 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 |
1.0667 |
1.0150 |
0.0517 |
5.0% |
0.0194 |
1.9% |
41% |
False |
True |
145,892 |
| 10 |
1.0687 |
1.0132 |
0.0555 |
5.4% |
0.0193 |
1.9% |
41% |
False |
False |
146,150 |
| 20 |
1.0687 |
0.9646 |
0.1041 |
10.0% |
0.0192 |
1.9% |
69% |
False |
False |
143,114 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0193 |
1.9% |
77% |
False |
False |
135,056 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0167 |
1.6% |
77% |
False |
False |
90,658 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0159 |
1.5% |
67% |
False |
False |
68,038 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0144 |
1.4% |
67% |
False |
False |
54,447 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0122 |
1.2% |
67% |
False |
False |
45,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1029 |
|
1.618 |
1.0786 |
|
1.000 |
1.0636 |
|
0.618 |
1.0543 |
|
HIGH |
1.0393 |
|
0.618 |
1.0300 |
|
0.500 |
1.0272 |
|
0.382 |
1.0243 |
|
LOW |
1.0150 |
|
0.618 |
1.0000 |
|
1.000 |
0.9907 |
|
1.618 |
0.9757 |
|
2.618 |
0.9514 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0351 |
| PP |
1.0302 |
1.0340 |
| S1 |
1.0272 |
1.0329 |
|