CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0162 |
-0.0025 |
-0.2% |
0.9680 |
| High |
1.0276 |
1.0229 |
-0.0047 |
-0.5% |
1.0270 |
| Low |
1.0128 |
1.0075 |
-0.0053 |
-0.5% |
0.9671 |
| Close |
1.0147 |
1.0184 |
0.0037 |
0.4% |
1.0258 |
| Range |
0.0148 |
0.0154 |
0.0006 |
4.1% |
0.0599 |
| ATR |
0.0189 |
0.0187 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
123,674 |
199,474 |
75,800 |
61.3% |
638,168 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0558 |
1.0269 |
|
| R3 |
1.0471 |
1.0404 |
1.0226 |
|
| R2 |
1.0317 |
1.0317 |
1.0212 |
|
| R1 |
1.0250 |
1.0250 |
1.0198 |
1.0284 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0179 |
| S1 |
1.0096 |
1.0096 |
1.0170 |
1.0130 |
| S2 |
1.0009 |
1.0009 |
1.0156 |
|
| S3 |
0.9855 |
0.9942 |
1.0142 |
|
| S4 |
0.9701 |
0.9788 |
1.0099 |
|
|
| 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 |
1.0041 |
0.0251 |
2.5% |
0.0188 |
1.8% |
57% |
False |
False |
146,885 |
| 10 |
1.0292 |
0.9646 |
0.0646 |
6.3% |
0.0192 |
1.9% |
83% |
False |
False |
140,078 |
| 20 |
1.0292 |
0.9302 |
0.0990 |
9.7% |
0.0192 |
1.9% |
89% |
False |
False |
151,744 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
13.0% |
0.0173 |
1.7% |
66% |
False |
False |
99,415 |
| 60 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0166 |
1.6% |
56% |
False |
False |
66,343 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0146 |
1.4% |
56% |
False |
False |
49,780 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0127 |
1.2% |
56% |
False |
False |
39,833 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.4% |
0.0107 |
1.0% |
56% |
False |
False |
33,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0632 |
|
1.618 |
1.0478 |
|
1.000 |
1.0383 |
|
0.618 |
1.0324 |
|
HIGH |
1.0229 |
|
0.618 |
1.0170 |
|
0.500 |
1.0152 |
|
0.382 |
1.0134 |
|
LOW |
1.0075 |
|
0.618 |
0.9980 |
|
1.000 |
0.9921 |
|
1.618 |
0.9826 |
|
2.618 |
0.9672 |
|
4.250 |
0.9421 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0173 |
1.0176 |
| PP |
1.0163 |
1.0167 |
| S1 |
1.0152 |
1.0159 |
|