CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
1.0058 |
0.0069 |
0.7% |
0.9780 |
| High |
1.0151 |
1.0165 |
0.0014 |
0.1% |
1.0164 |
| Low |
0.9968 |
1.0050 |
0.0082 |
0.8% |
0.9740 |
| Close |
1.0066 |
1.0047 |
-0.0019 |
-0.2% |
1.0158 |
| Range |
0.0183 |
0.0115 |
-0.0068 |
-37.2% |
0.0424 |
| ATR |
0.0146 |
0.0144 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
97 |
88 |
-9 |
-9.3% |
333 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0432 |
1.0355 |
1.0110 |
|
| R3 |
1.0317 |
1.0240 |
1.0079 |
|
| R2 |
1.0202 |
1.0202 |
1.0068 |
|
| R1 |
1.0125 |
1.0125 |
1.0058 |
1.0106 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0078 |
| S1 |
1.0010 |
1.0010 |
1.0036 |
0.9991 |
| S2 |
0.9972 |
0.9972 |
1.0026 |
|
| S3 |
0.9857 |
0.9895 |
1.0015 |
|
| S4 |
0.9742 |
0.9780 |
0.9984 |
|
|
| 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 |
1.0165 |
0.9937 |
0.0228 |
2.3% |
0.0137 |
1.4% |
48% |
True |
False |
58 |
| 10 |
1.0165 |
0.9467 |
0.0698 |
6.9% |
0.0126 |
1.3% |
83% |
True |
False |
65 |
| 20 |
1.0165 |
0.9233 |
0.0932 |
9.3% |
0.0136 |
1.3% |
87% |
True |
False |
62 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.7% |
0.0075 |
0.7% |
64% |
False |
False |
34 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0051 |
0.5% |
56% |
False |
False |
24 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0038 |
0.4% |
56% |
False |
False |
18 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0030 |
0.3% |
56% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0654 |
|
2.618 |
1.0466 |
|
1.618 |
1.0351 |
|
1.000 |
1.0280 |
|
0.618 |
1.0236 |
|
HIGH |
1.0165 |
|
0.618 |
1.0121 |
|
0.500 |
1.0108 |
|
0.382 |
1.0094 |
|
LOW |
1.0050 |
|
0.618 |
0.9979 |
|
1.000 |
0.9935 |
|
1.618 |
0.9864 |
|
2.618 |
0.9749 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0067 |
| PP |
1.0087 |
1.0060 |
| S1 |
1.0067 |
1.0054 |
|