CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0246 |
0.0141 |
1.4% |
1.0490 |
| High |
1.0290 |
1.0246 |
-0.0044 |
-0.4% |
1.0490 |
| Low |
1.0045 |
1.0180 |
0.0135 |
1.3% |
1.0045 |
| Close |
1.0260 |
1.0242 |
-0.0018 |
-0.2% |
1.0242 |
| Range |
0.0245 |
0.0066 |
-0.0179 |
-73.1% |
0.0445 |
| ATR |
0.0163 |
0.0157 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
255 |
147 |
-108 |
-42.4% |
1,129 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0397 |
1.0278 |
|
| R3 |
1.0355 |
1.0331 |
1.0260 |
|
| R2 |
1.0289 |
1.0289 |
1.0254 |
|
| R1 |
1.0265 |
1.0265 |
1.0248 |
1.0244 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0212 |
| S1 |
1.0199 |
1.0199 |
1.0236 |
1.0178 |
| S2 |
1.0157 |
1.0157 |
1.0230 |
|
| S3 |
1.0091 |
1.0133 |
1.0224 |
|
| S4 |
1.0025 |
1.0067 |
1.0206 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1363 |
1.0487 |
|
| R3 |
1.1149 |
1.0918 |
1.0364 |
|
| R2 |
1.0704 |
1.0704 |
1.0324 |
|
| R1 |
1.0473 |
1.0473 |
1.0283 |
1.0366 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0206 |
| S1 |
1.0028 |
1.0028 |
1.0201 |
0.9921 |
| S2 |
0.9814 |
0.9814 |
1.0160 |
|
| S3 |
0.9369 |
0.9583 |
1.0120 |
|
| S4 |
0.8924 |
0.9138 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0490 |
1.0045 |
0.0445 |
4.3% |
0.0163 |
1.6% |
44% |
False |
False |
225 |
| 10 |
1.0569 |
1.0045 |
0.0524 |
5.1% |
0.0150 |
1.5% |
38% |
False |
False |
158 |
| 20 |
1.0569 |
0.9740 |
0.0829 |
8.1% |
0.0140 |
1.4% |
61% |
False |
False |
113 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0120 |
1.2% |
76% |
False |
False |
76 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0080 |
0.8% |
76% |
False |
False |
52 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0060 |
0.6% |
69% |
False |
False |
40 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0048 |
0.5% |
69% |
False |
False |
32 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0040 |
0.4% |
69% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0527 |
|
2.618 |
1.0419 |
|
1.618 |
1.0353 |
|
1.000 |
1.0312 |
|
0.618 |
1.0287 |
|
HIGH |
1.0246 |
|
0.618 |
1.0221 |
|
0.500 |
1.0213 |
|
0.382 |
1.0205 |
|
LOW |
1.0180 |
|
0.618 |
1.0139 |
|
1.000 |
1.0114 |
|
1.618 |
1.0073 |
|
2.618 |
1.0007 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0217 |
| PP |
1.0223 |
1.0192 |
| S1 |
1.0213 |
1.0168 |
|