CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9470 |
0.9574 |
0.0104 |
1.1% |
0.9686 |
| High |
0.9579 |
0.9684 |
0.0105 |
1.1% |
0.9887 |
| Low |
0.9322 |
0.9539 |
0.0217 |
2.3% |
0.9524 |
| Close |
0.9566 |
0.9675 |
0.0109 |
1.1% |
0.9611 |
| Range |
0.0257 |
0.0145 |
-0.0112 |
-43.6% |
0.0363 |
| ATR |
0.0186 |
0.0183 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
156,740 |
187,797 |
31,057 |
19.8% |
705,762 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0068 |
1.0016 |
0.9755 |
|
| R3 |
0.9923 |
0.9871 |
0.9715 |
|
| R2 |
0.9778 |
0.9778 |
0.9702 |
|
| R1 |
0.9726 |
0.9726 |
0.9688 |
0.9752 |
| PP |
0.9633 |
0.9633 |
0.9633 |
0.9646 |
| S1 |
0.9581 |
0.9581 |
0.9662 |
0.9607 |
| S2 |
0.9488 |
0.9488 |
0.9648 |
|
| S3 |
0.9343 |
0.9436 |
0.9635 |
|
| S4 |
0.9198 |
0.9291 |
0.9595 |
|
|
| 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 |
0.9719 |
0.9302 |
0.0417 |
4.3% |
0.0187 |
1.9% |
89% |
False |
False |
169,139 |
| 10 |
0.9887 |
0.9302 |
0.0585 |
6.0% |
0.0192 |
2.0% |
64% |
False |
False |
163,410 |
| 20 |
1.0508 |
0.9302 |
0.1206 |
12.5% |
0.0194 |
2.0% |
31% |
False |
False |
126,998 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.7% |
0.0155 |
1.6% |
28% |
False |
False |
64,430 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0149 |
1.5% |
24% |
False |
False |
43,013 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0132 |
1.4% |
24% |
False |
False |
32,281 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0108 |
1.1% |
24% |
False |
False |
25,826 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
16.3% |
0.0091 |
0.9% |
24% |
False |
False |
21,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0064 |
|
1.618 |
0.9919 |
|
1.000 |
0.9829 |
|
0.618 |
0.9774 |
|
HIGH |
0.9684 |
|
0.618 |
0.9629 |
|
0.500 |
0.9612 |
|
0.382 |
0.9594 |
|
LOW |
0.9539 |
|
0.618 |
0.9449 |
|
1.000 |
0.9394 |
|
1.618 |
0.9304 |
|
2.618 |
0.9159 |
|
4.250 |
0.8923 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9654 |
0.9614 |
| PP |
0.9633 |
0.9554 |
| S1 |
0.9612 |
0.9493 |
|