CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0187 |
0.0096 |
1.0% |
0.9680 |
| High |
1.0249 |
1.0276 |
0.0027 |
0.3% |
1.0270 |
| Low |
1.0041 |
1.0128 |
0.0087 |
0.9% |
0.9671 |
| Close |
1.0165 |
1.0147 |
-0.0018 |
-0.2% |
1.0258 |
| Range |
0.0208 |
0.0148 |
-0.0060 |
-28.8% |
0.0599 |
| ATR |
0.0193 |
0.0189 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
159,032 |
123,674 |
-35,358 |
-22.2% |
638,168 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0535 |
1.0228 |
|
| R3 |
1.0480 |
1.0387 |
1.0188 |
|
| R2 |
1.0332 |
1.0332 |
1.0174 |
|
| R1 |
1.0239 |
1.0239 |
1.0161 |
1.0212 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0170 |
| S1 |
1.0091 |
1.0091 |
1.0133 |
1.0064 |
| S2 |
1.0036 |
1.0036 |
1.0120 |
|
| S3 |
0.9888 |
0.9943 |
1.0106 |
|
| S4 |
0.9740 |
0.9795 |
1.0066 |
|
|
| 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 |
1.0021 |
0.0271 |
2.7% |
0.0184 |
1.8% |
46% |
False |
False |
135,751 |
| 10 |
1.0292 |
0.9539 |
0.0753 |
7.4% |
0.0192 |
1.9% |
81% |
False |
False |
138,910 |
| 20 |
1.0292 |
0.9302 |
0.0990 |
9.8% |
0.0206 |
2.0% |
85% |
False |
False |
153,639 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.1% |
0.0170 |
1.7% |
64% |
False |
False |
94,434 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0165 |
1.6% |
54% |
False |
False |
63,019 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0145 |
1.4% |
54% |
False |
False |
47,287 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0126 |
1.2% |
54% |
False |
False |
37,838 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.5% |
0.0105 |
1.0% |
54% |
False |
False |
31,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0905 |
|
2.618 |
1.0663 |
|
1.618 |
1.0515 |
|
1.000 |
1.0424 |
|
0.618 |
1.0367 |
|
HIGH |
1.0276 |
|
0.618 |
1.0219 |
|
0.500 |
1.0202 |
|
0.382 |
1.0185 |
|
LOW |
1.0128 |
|
0.618 |
1.0037 |
|
1.000 |
0.9980 |
|
1.618 |
0.9889 |
|
2.618 |
0.9741 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0167 |
| PP |
1.0184 |
1.0160 |
| S1 |
1.0165 |
1.0154 |
|