CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0091 |
-0.0157 |
-1.5% |
0.9680 |
| High |
1.0292 |
1.0249 |
-0.0043 |
-0.4% |
1.0270 |
| Low |
1.0069 |
1.0041 |
-0.0028 |
-0.3% |
0.9671 |
| Close |
1.0122 |
1.0165 |
0.0043 |
0.4% |
1.0258 |
| Range |
0.0223 |
0.0208 |
-0.0015 |
-6.7% |
0.0599 |
| ATR |
0.0191 |
0.0193 |
0.0001 |
0.6% |
0.0000 |
| Volume |
123,225 |
159,032 |
35,807 |
29.1% |
638,168 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0678 |
1.0279 |
|
| R3 |
1.0568 |
1.0470 |
1.0222 |
|
| R2 |
1.0360 |
1.0360 |
1.0203 |
|
| R1 |
1.0262 |
1.0262 |
1.0184 |
1.0311 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0176 |
| S1 |
1.0054 |
1.0054 |
1.0146 |
1.0103 |
| S2 |
0.9944 |
0.9944 |
1.0127 |
|
| S3 |
0.9736 |
0.9846 |
1.0108 |
|
| S4 |
0.9528 |
0.9638 |
1.0051 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1863 |
1.1660 |
1.0587 |
|
| R3 |
1.1264 |
1.1061 |
1.0423 |
|
| R2 |
1.0665 |
1.0665 |
1.0368 |
|
| R1 |
1.0462 |
1.0462 |
1.0313 |
1.0564 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0117 |
| S1 |
0.9863 |
0.9863 |
1.0203 |
0.9965 |
| S2 |
0.9467 |
0.9467 |
1.0148 |
|
| S3 |
0.8868 |
0.9264 |
1.0093 |
|
| S4 |
0.8269 |
0.8665 |
0.9929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0292 |
0.9784 |
0.0508 |
5.0% |
0.0222 |
2.2% |
75% |
False |
False |
141,911 |
| 10 |
1.0292 |
0.9322 |
0.0970 |
9.5% |
0.0202 |
2.0% |
87% |
False |
False |
142,217 |
| 20 |
1.0292 |
0.9302 |
0.0990 |
9.7% |
0.0212 |
2.1% |
87% |
False |
False |
154,860 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.1% |
0.0170 |
1.7% |
65% |
False |
False |
91,348 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0165 |
1.6% |
55% |
False |
False |
60,958 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0144 |
1.4% |
55% |
False |
False |
45,742 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0124 |
1.2% |
55% |
False |
False |
36,601 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0104 |
1.0% |
55% |
False |
False |
30,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1133 |
|
2.618 |
1.0794 |
|
1.618 |
1.0586 |
|
1.000 |
1.0457 |
|
0.618 |
1.0378 |
|
HIGH |
1.0249 |
|
0.618 |
1.0170 |
|
0.500 |
1.0145 |
|
0.382 |
1.0120 |
|
LOW |
1.0041 |
|
0.618 |
0.9912 |
|
1.000 |
0.9833 |
|
1.618 |
0.9704 |
|
2.618 |
0.9496 |
|
4.250 |
0.9157 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0158 |
1.0167 |
| PP |
1.0152 |
1.0166 |
| S1 |
1.0145 |
1.0166 |
|