CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9652 |
0.9680 |
0.0028 |
0.3% |
0.9589 |
| High |
0.9795 |
0.9930 |
0.0135 |
1.4% |
0.9795 |
| Low |
0.9646 |
0.9671 |
0.0025 |
0.3% |
0.9302 |
| Close |
0.9700 |
0.9928 |
0.0228 |
2.4% |
0.9700 |
| Range |
0.0149 |
0.0259 |
0.0110 |
73.8% |
0.0493 |
| ATR |
0.0181 |
0.0186 |
0.0006 |
3.1% |
0.0000 |
| Volume |
157,210 |
97,000 |
-60,210 |
-38.3% |
871,770 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0533 |
1.0070 |
|
| R3 |
1.0361 |
1.0274 |
0.9999 |
|
| R2 |
1.0102 |
1.0102 |
0.9975 |
|
| R1 |
1.0015 |
1.0015 |
0.9952 |
1.0059 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9865 |
| S1 |
0.9756 |
0.9756 |
0.9904 |
0.9800 |
| S2 |
0.9584 |
0.9584 |
0.9881 |
|
| S3 |
0.9325 |
0.9497 |
0.9857 |
|
| S4 |
0.9066 |
0.9238 |
0.9786 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1078 |
1.0882 |
0.9971 |
|
| R3 |
1.0585 |
1.0389 |
0.9836 |
|
| R2 |
1.0092 |
1.0092 |
0.9790 |
|
| R1 |
0.9896 |
0.9896 |
0.9745 |
0.9994 |
| PP |
0.9599 |
0.9599 |
0.9599 |
0.9648 |
| S1 |
0.9403 |
0.9403 |
0.9655 |
0.9501 |
| S2 |
0.9106 |
0.9106 |
0.9610 |
|
| S3 |
0.8613 |
0.8910 |
0.9564 |
|
| S4 |
0.8120 |
0.8417 |
0.9429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9930 |
0.9302 |
0.0628 |
6.3% |
0.0204 |
2.1% |
100% |
True |
False |
164,223 |
| 10 |
0.9930 |
0.9302 |
0.0628 |
6.3% |
0.0191 |
1.9% |
100% |
True |
False |
151,540 |
| 20 |
1.0285 |
0.9302 |
0.0983 |
9.9% |
0.0195 |
2.0% |
64% |
False |
False |
137,695 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.4% |
0.0157 |
1.6% |
47% |
False |
False |
70,777 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0153 |
1.5% |
40% |
False |
False |
47,246 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0134 |
1.3% |
40% |
False |
False |
35,456 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0112 |
1.1% |
40% |
False |
False |
28,368 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.8% |
0.0094 |
0.9% |
40% |
False |
False |
23,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1031 |
|
2.618 |
1.0608 |
|
1.618 |
1.0349 |
|
1.000 |
1.0189 |
|
0.618 |
1.0090 |
|
HIGH |
0.9930 |
|
0.618 |
0.9831 |
|
0.500 |
0.9801 |
|
0.382 |
0.9770 |
|
LOW |
0.9671 |
|
0.618 |
0.9511 |
|
1.000 |
0.9412 |
|
1.618 |
0.9252 |
|
2.618 |
0.8993 |
|
4.250 |
0.8570 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9886 |
0.9864 |
| PP |
0.9843 |
0.9799 |
| S1 |
0.9801 |
0.9735 |
|