CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0396 |
0.0136 |
1.3% |
1.0248 |
| High |
1.0429 |
1.0428 |
-0.0001 |
0.0% |
1.0314 |
| Low |
1.0229 |
1.0327 |
0.0098 |
1.0% |
1.0041 |
| Close |
1.0415 |
1.0392 |
-0.0023 |
-0.2% |
1.0265 |
| Range |
0.0200 |
0.0101 |
-0.0099 |
-49.5% |
0.0273 |
| ATR |
0.0187 |
0.0181 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
112,093 |
158,724 |
46,631 |
41.6% |
742,519 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0685 |
1.0640 |
1.0448 |
|
| R3 |
1.0584 |
1.0539 |
1.0420 |
|
| R2 |
1.0483 |
1.0483 |
1.0411 |
|
| R1 |
1.0438 |
1.0438 |
1.0401 |
1.0410 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0369 |
| S1 |
1.0337 |
1.0337 |
1.0383 |
1.0309 |
| S2 |
1.0281 |
1.0281 |
1.0373 |
|
| S3 |
1.0180 |
1.0236 |
1.0364 |
|
| S4 |
1.0079 |
1.0135 |
1.0336 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0918 |
1.0415 |
|
| R3 |
1.0753 |
1.0645 |
1.0340 |
|
| R2 |
1.0480 |
1.0480 |
1.0315 |
|
| R1 |
1.0372 |
1.0372 |
1.0290 |
1.0426 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0234 |
| S1 |
1.0099 |
1.0099 |
1.0240 |
1.0153 |
| S2 |
0.9934 |
0.9934 |
1.0215 |
|
| S3 |
0.9661 |
0.9826 |
1.0190 |
|
| S4 |
0.9388 |
0.9553 |
1.0115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0429 |
1.0075 |
0.0354 |
3.4% |
0.0157 |
1.5% |
90% |
False |
False |
146,215 |
| 10 |
1.0429 |
0.9784 |
0.0645 |
6.2% |
0.0189 |
1.8% |
94% |
False |
False |
144,063 |
| 20 |
1.0429 |
0.9302 |
0.1127 |
10.8% |
0.0185 |
1.8% |
97% |
False |
False |
146,366 |
| 40 |
1.0630 |
0.9302 |
0.1328 |
12.8% |
0.0176 |
1.7% |
82% |
False |
False |
109,595 |
| 60 |
1.0797 |
0.9302 |
0.1495 |
14.4% |
0.0169 |
1.6% |
73% |
False |
False |
73,136 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.1% |
0.0148 |
1.4% |
69% |
False |
False |
54,873 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.1% |
0.0131 |
1.3% |
69% |
False |
False |
43,912 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.1% |
0.0111 |
1.1% |
69% |
False |
False |
36,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0857 |
|
2.618 |
1.0692 |
|
1.618 |
1.0591 |
|
1.000 |
1.0529 |
|
0.618 |
1.0490 |
|
HIGH |
1.0428 |
|
0.618 |
1.0389 |
|
0.500 |
1.0378 |
|
0.382 |
1.0366 |
|
LOW |
1.0327 |
|
0.618 |
1.0265 |
|
1.000 |
1.0226 |
|
1.618 |
1.0164 |
|
2.618 |
1.0063 |
|
4.250 |
0.9898 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0387 |
1.0355 |
| PP |
1.0382 |
1.0318 |
| S1 |
1.0378 |
1.0281 |
|