CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9589 |
-0.0092 |
-1.0% |
0.9686 |
| High |
0.9719 |
0.9611 |
-0.0108 |
-1.1% |
0.9887 |
| Low |
0.9569 |
0.9435 |
-0.0134 |
-1.4% |
0.9524 |
| Close |
0.9611 |
0.9483 |
-0.0128 |
-1.3% |
0.9611 |
| Range |
0.0150 |
0.0176 |
0.0026 |
17.3% |
0.0363 |
| ATR |
0.0179 |
0.0178 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
131,136 |
147,651 |
16,515 |
12.6% |
705,762 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
0.9936 |
0.9580 |
|
| R3 |
0.9862 |
0.9760 |
0.9531 |
|
| R2 |
0.9686 |
0.9686 |
0.9515 |
|
| R1 |
0.9584 |
0.9584 |
0.9499 |
0.9547 |
| PP |
0.9510 |
0.9510 |
0.9510 |
0.9491 |
| S1 |
0.9408 |
0.9408 |
0.9467 |
0.9371 |
| S2 |
0.9334 |
0.9334 |
0.9451 |
|
| S3 |
0.9158 |
0.9232 |
0.9435 |
|
| S4 |
0.8982 |
0.9056 |
0.9386 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0550 |
0.9811 |
|
| R3 |
1.0400 |
1.0187 |
0.9711 |
|
| R2 |
1.0037 |
1.0037 |
0.9678 |
|
| R1 |
0.9824 |
0.9824 |
0.9644 |
0.9749 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9637 |
| S1 |
0.9461 |
0.9461 |
0.9578 |
0.9386 |
| S2 |
0.9311 |
0.9311 |
0.9544 |
|
| S3 |
0.8948 |
0.9098 |
0.9511 |
|
| S4 |
0.8585 |
0.8735 |
0.9411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9887 |
0.9435 |
0.0452 |
4.8% |
0.0179 |
1.9% |
11% |
False |
True |
138,856 |
| 10 |
1.0202 |
0.9435 |
0.0767 |
8.1% |
0.0216 |
2.3% |
6% |
False |
True |
157,036 |
| 20 |
1.0533 |
0.9435 |
0.1098 |
11.6% |
0.0185 |
1.9% |
4% |
False |
True |
100,276 |
| 40 |
1.0630 |
0.9435 |
0.1195 |
12.6% |
0.0161 |
1.7% |
4% |
False |
True |
50,294 |
| 60 |
1.0875 |
0.9435 |
0.1440 |
15.2% |
0.0143 |
1.5% |
3% |
False |
True |
33,566 |
| 80 |
1.0875 |
0.9435 |
0.1440 |
15.2% |
0.0126 |
1.3% |
3% |
False |
True |
25,194 |
| 100 |
1.0875 |
0.9435 |
0.1440 |
15.2% |
0.0102 |
1.1% |
3% |
False |
True |
20,157 |
| 120 |
1.0875 |
0.9435 |
0.1440 |
15.2% |
0.0086 |
0.9% |
3% |
False |
True |
16,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0072 |
|
1.618 |
0.9896 |
|
1.000 |
0.9787 |
|
0.618 |
0.9720 |
|
HIGH |
0.9611 |
|
0.618 |
0.9544 |
|
0.500 |
0.9523 |
|
0.382 |
0.9502 |
|
LOW |
0.9435 |
|
0.618 |
0.9326 |
|
1.000 |
0.9259 |
|
1.618 |
0.9150 |
|
2.618 |
0.8974 |
|
4.250 |
0.8687 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9523 |
0.9611 |
| PP |
0.9510 |
0.9568 |
| S1 |
0.9496 |
0.9526 |
|