CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9589 |
0.9442 |
-0.0147 |
-1.5% |
0.9686 |
| High |
0.9611 |
0.9510 |
-0.0101 |
-1.1% |
0.9887 |
| Low |
0.9435 |
0.9302 |
-0.0133 |
-1.4% |
0.9524 |
| Close |
0.9483 |
0.9322 |
-0.0161 |
-1.7% |
0.9611 |
| Range |
0.0176 |
0.0208 |
0.0032 |
18.2% |
0.0363 |
| ATR |
0.0178 |
0.0181 |
0.0002 |
1.2% |
0.0000 |
| Volume |
147,651 |
222,372 |
74,721 |
50.6% |
705,762 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9870 |
0.9436 |
|
| R3 |
0.9794 |
0.9662 |
0.9379 |
|
| R2 |
0.9586 |
0.9586 |
0.9360 |
|
| R1 |
0.9454 |
0.9454 |
0.9341 |
0.9416 |
| PP |
0.9378 |
0.9378 |
0.9378 |
0.9359 |
| S1 |
0.9246 |
0.9246 |
0.9303 |
0.9208 |
| S2 |
0.9170 |
0.9170 |
0.9284 |
|
| S3 |
0.8962 |
0.9038 |
0.9265 |
|
| S4 |
0.8754 |
0.8830 |
0.9208 |
|
|
| 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 |
0.9865 |
0.9302 |
0.0563 |
6.0% |
0.0179 |
1.9% |
4% |
False |
True |
154,813 |
| 10 |
1.0183 |
0.9302 |
0.0881 |
9.5% |
0.0221 |
2.4% |
2% |
False |
True |
167,503 |
| 20 |
1.0533 |
0.9302 |
0.1231 |
13.2% |
0.0187 |
2.0% |
2% |
False |
True |
110,581 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
14.2% |
0.0160 |
1.7% |
2% |
False |
True |
55,841 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
16.9% |
0.0146 |
1.6% |
1% |
False |
True |
37,272 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
16.9% |
0.0129 |
1.4% |
1% |
False |
True |
27,974 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.9% |
0.0104 |
1.1% |
1% |
False |
True |
22,381 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.9% |
0.0087 |
0.9% |
1% |
False |
True |
18,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0055 |
|
1.618 |
0.9847 |
|
1.000 |
0.9718 |
|
0.618 |
0.9639 |
|
HIGH |
0.9510 |
|
0.618 |
0.9431 |
|
0.500 |
0.9406 |
|
0.382 |
0.9381 |
|
LOW |
0.9302 |
|
0.618 |
0.9173 |
|
1.000 |
0.9094 |
|
1.618 |
0.8965 |
|
2.618 |
0.8757 |
|
4.250 |
0.8418 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9406 |
0.9511 |
| PP |
0.9378 |
0.9448 |
| S1 |
0.9350 |
0.9385 |
|