CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0652 |
1.0647 |
-0.0005 |
0.0% |
1.0260 |
| High |
1.0667 |
1.0651 |
-0.0016 |
-0.1% |
1.0687 |
| Low |
1.0591 |
1.0445 |
-0.0146 |
-1.4% |
1.0229 |
| Close |
1.0649 |
1.0531 |
-0.0118 |
-1.1% |
1.0649 |
| Range |
0.0076 |
0.0206 |
0.0130 |
171.1% |
0.0458 |
| ATR |
0.0183 |
0.0185 |
0.0002 |
0.9% |
0.0000 |
| Volume |
103,613 |
128,314 |
24,701 |
23.8% |
698,537 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1052 |
1.0644 |
|
| R3 |
1.0954 |
1.0846 |
1.0588 |
|
| R2 |
1.0748 |
1.0748 |
1.0569 |
|
| R1 |
1.0640 |
1.0640 |
1.0550 |
1.0591 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0518 |
| S1 |
1.0434 |
1.0434 |
1.0512 |
1.0385 |
| S2 |
1.0336 |
1.0336 |
1.0493 |
|
| S3 |
1.0130 |
1.0228 |
1.0474 |
|
| S4 |
0.9924 |
1.0022 |
1.0418 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1730 |
1.0901 |
|
| R3 |
1.1438 |
1.1272 |
1.0775 |
|
| R2 |
1.0980 |
1.0980 |
1.0733 |
|
| R1 |
1.0814 |
1.0814 |
1.0691 |
1.0897 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0563 |
| S1 |
1.0356 |
1.0356 |
1.0607 |
1.0439 |
| S2 |
1.0064 |
1.0064 |
1.0565 |
|
| S3 |
0.9606 |
0.9898 |
1.0523 |
|
| S4 |
0.9148 |
0.9440 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0687 |
1.0255 |
0.0432 |
4.1% |
0.0171 |
1.6% |
64% |
False |
False |
142,951 |
| 10 |
1.0687 |
1.0041 |
0.0646 |
6.1% |
0.0175 |
1.7% |
76% |
False |
False |
144,614 |
| 20 |
1.0687 |
0.9302 |
0.1385 |
13.2% |
0.0189 |
1.8% |
89% |
False |
False |
146,582 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.2% |
0.0187 |
1.8% |
89% |
False |
False |
123,429 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.2% |
0.0170 |
1.6% |
89% |
False |
False |
82,390 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
14.9% |
0.0155 |
1.5% |
78% |
False |
False |
61,820 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
14.9% |
0.0138 |
1.3% |
78% |
False |
False |
49,472 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
14.9% |
0.0116 |
1.1% |
78% |
False |
False |
41,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1190 |
|
1.618 |
1.0984 |
|
1.000 |
1.0857 |
|
0.618 |
1.0778 |
|
HIGH |
1.0651 |
|
0.618 |
1.0572 |
|
0.500 |
1.0548 |
|
0.382 |
1.0524 |
|
LOW |
1.0445 |
|
0.618 |
1.0318 |
|
1.000 |
1.0239 |
|
1.618 |
1.0112 |
|
2.618 |
0.9906 |
|
4.250 |
0.9570 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0523 |
| PP |
1.0542 |
1.0514 |
| S1 |
1.0537 |
1.0506 |
|