CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0533 |
0.0246 |
2.4% |
1.0144 |
| High |
1.0569 |
1.0556 |
-0.0013 |
-0.1% |
1.0569 |
| Low |
1.0287 |
1.0490 |
0.0203 |
2.0% |
1.0140 |
| Close |
1.0551 |
1.0541 |
-0.0010 |
-0.1% |
1.0541 |
| Range |
0.0282 |
0.0066 |
-0.0216 |
-76.6% |
0.0429 |
| ATR |
0.0154 |
0.0148 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
60 |
114 |
54 |
90.0% |
459 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0700 |
1.0577 |
|
| R3 |
1.0661 |
1.0634 |
1.0559 |
|
| R2 |
1.0595 |
1.0595 |
1.0553 |
|
| R1 |
1.0568 |
1.0568 |
1.0547 |
1.0582 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0536 |
| S1 |
1.0502 |
1.0502 |
1.0535 |
1.0516 |
| S2 |
1.0463 |
1.0463 |
1.0529 |
|
| S3 |
1.0397 |
1.0436 |
1.0523 |
|
| S4 |
1.0331 |
1.0370 |
1.0505 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1551 |
1.0777 |
|
| R3 |
1.1275 |
1.1122 |
1.0659 |
|
| R2 |
1.0846 |
1.0846 |
1.0620 |
|
| R1 |
1.0693 |
1.0693 |
1.0580 |
1.0770 |
| PP |
1.0417 |
1.0417 |
1.0417 |
1.0455 |
| S1 |
1.0264 |
1.0264 |
1.0502 |
1.0341 |
| S2 |
0.9988 |
0.9988 |
1.0462 |
|
| S3 |
0.9559 |
0.9835 |
1.0423 |
|
| S4 |
0.9130 |
0.9406 |
1.0305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0569 |
1.0140 |
0.0429 |
4.1% |
0.0138 |
1.3% |
93% |
False |
False |
91 |
| 10 |
1.0569 |
0.9968 |
0.0601 |
5.7% |
0.0139 |
1.3% |
95% |
False |
False |
79 |
| 20 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0134 |
1.3% |
98% |
False |
False |
74 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0099 |
0.9% |
98% |
False |
False |
48 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0066 |
0.6% |
98% |
False |
False |
34 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
13.9% |
0.0050 |
0.5% |
89% |
False |
False |
26 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
13.9% |
0.0040 |
0.4% |
89% |
False |
False |
21 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
13.9% |
0.0033 |
0.3% |
89% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0837 |
|
2.618 |
1.0729 |
|
1.618 |
1.0663 |
|
1.000 |
1.0622 |
|
0.618 |
1.0597 |
|
HIGH |
1.0556 |
|
0.618 |
1.0531 |
|
0.500 |
1.0523 |
|
0.382 |
1.0515 |
|
LOW |
1.0490 |
|
0.618 |
1.0449 |
|
1.000 |
1.0424 |
|
1.618 |
1.0383 |
|
2.618 |
1.0317 |
|
4.250 |
1.0210 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0535 |
1.0484 |
| PP |
1.0529 |
1.0426 |
| S1 |
1.0523 |
1.0369 |
|