CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0156 |
0.9989 |
-0.0167 |
-1.6% |
0.9780 |
| High |
1.0156 |
1.0151 |
-0.0005 |
0.0% |
1.0164 |
| Low |
1.0034 |
0.9968 |
-0.0066 |
-0.7% |
0.9740 |
| Close |
1.0022 |
1.0066 |
0.0044 |
0.4% |
1.0158 |
| Range |
0.0122 |
0.0183 |
0.0061 |
50.0% |
0.0424 |
| ATR |
0.0144 |
0.0146 |
0.0003 |
2.0% |
0.0000 |
| Volume |
17 |
97 |
80 |
470.6% |
333 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0611 |
1.0521 |
1.0167 |
|
| R3 |
1.0428 |
1.0338 |
1.0116 |
|
| R2 |
1.0245 |
1.0245 |
1.0100 |
|
| R1 |
1.0155 |
1.0155 |
1.0083 |
1.0200 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0084 |
| S1 |
0.9972 |
0.9972 |
1.0049 |
1.0017 |
| S2 |
0.9879 |
0.9879 |
1.0032 |
|
| S3 |
0.9696 |
0.9789 |
1.0016 |
|
| S4 |
0.9513 |
0.9606 |
0.9965 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1149 |
1.0391 |
|
| R3 |
1.0869 |
1.0725 |
1.0275 |
|
| R2 |
1.0445 |
1.0445 |
1.0236 |
|
| R1 |
1.0301 |
1.0301 |
1.0197 |
1.0373 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0057 |
| S1 |
0.9877 |
0.9877 |
1.0119 |
0.9949 |
| S2 |
0.9597 |
0.9597 |
1.0080 |
|
| S3 |
0.9173 |
0.9453 |
1.0041 |
|
| S4 |
0.8749 |
0.9029 |
0.9925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0164 |
0.9740 |
0.0424 |
4.2% |
0.0169 |
1.7% |
77% |
False |
False |
42 |
| 10 |
1.0164 |
0.9352 |
0.0812 |
8.1% |
0.0127 |
1.3% |
88% |
False |
False |
66 |
| 20 |
1.0164 |
0.9233 |
0.0931 |
9.2% |
0.0140 |
1.4% |
89% |
False |
False |
60 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.7% |
0.0072 |
0.7% |
65% |
False |
False |
32 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0049 |
0.5% |
57% |
False |
False |
23 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0036 |
0.4% |
57% |
False |
False |
17 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0029 |
0.3% |
57% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0929 |
|
2.618 |
1.0630 |
|
1.618 |
1.0447 |
|
1.000 |
1.0334 |
|
0.618 |
1.0264 |
|
HIGH |
1.0151 |
|
0.618 |
1.0081 |
|
0.500 |
1.0060 |
|
0.382 |
1.0038 |
|
LOW |
0.9968 |
|
0.618 |
0.9855 |
|
1.000 |
0.9785 |
|
1.618 |
0.9672 |
|
2.618 |
0.9489 |
|
4.250 |
0.9190 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0064 |
1.0066 |
| PP |
1.0062 |
1.0066 |
| S1 |
1.0060 |
1.0066 |
|