CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0350 |
0.0070 |
0.7% |
1.0647 |
| High |
1.0393 |
1.0387 |
-0.0006 |
-0.1% |
1.0651 |
| Low |
1.0150 |
1.0262 |
0.0112 |
1.1% |
1.0150 |
| Close |
1.0362 |
1.0343 |
-0.0019 |
-0.2% |
1.0343 |
| Range |
0.0243 |
0.0125 |
-0.0118 |
-48.6% |
0.0501 |
| ATR |
0.0195 |
0.0190 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
185,173 |
108,692 |
-76,481 |
-41.3% |
734,541 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0649 |
1.0412 |
|
| R3 |
1.0581 |
1.0524 |
1.0377 |
|
| R2 |
1.0456 |
1.0456 |
1.0366 |
|
| R1 |
1.0399 |
1.0399 |
1.0354 |
1.0365 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0314 |
| S1 |
1.0274 |
1.0274 |
1.0332 |
1.0240 |
| S2 |
1.0206 |
1.0206 |
1.0320 |
|
| S3 |
1.0081 |
1.0149 |
1.0309 |
|
| S4 |
0.9956 |
1.0024 |
1.0274 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1884 |
1.1615 |
1.0619 |
|
| R3 |
1.1383 |
1.1114 |
1.0481 |
|
| R2 |
1.0882 |
1.0882 |
1.0435 |
|
| R1 |
1.0613 |
1.0613 |
1.0389 |
1.0497 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0324 |
| S1 |
1.0112 |
1.0112 |
1.0297 |
0.9996 |
| S2 |
0.9880 |
0.9880 |
1.0251 |
|
| S3 |
0.9379 |
0.9611 |
1.0205 |
|
| S4 |
0.8878 |
0.9110 |
1.0067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0651 |
1.0150 |
0.0501 |
4.8% |
0.0203 |
2.0% |
39% |
False |
False |
146,908 |
| 10 |
1.0687 |
1.0150 |
0.0537 |
5.2% |
0.0187 |
1.8% |
36% |
False |
False |
143,307 |
| 20 |
1.0687 |
0.9671 |
0.1016 |
9.8% |
0.0191 |
1.8% |
66% |
False |
False |
140,688 |
| 40 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0191 |
1.8% |
75% |
False |
False |
137,350 |
| 60 |
1.0687 |
0.9302 |
0.1385 |
13.4% |
0.0165 |
1.6% |
75% |
False |
False |
92,467 |
| 80 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0160 |
1.5% |
66% |
False |
False |
69,396 |
| 100 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0144 |
1.4% |
66% |
False |
False |
55,534 |
| 120 |
1.0875 |
0.9302 |
0.1573 |
15.2% |
0.0123 |
1.2% |
66% |
False |
False |
46,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0918 |
|
2.618 |
1.0714 |
|
1.618 |
1.0589 |
|
1.000 |
1.0512 |
|
0.618 |
1.0464 |
|
HIGH |
1.0387 |
|
0.618 |
1.0339 |
|
0.500 |
1.0325 |
|
0.382 |
1.0310 |
|
LOW |
1.0262 |
|
0.618 |
1.0185 |
|
1.000 |
1.0137 |
|
1.618 |
1.0060 |
|
2.618 |
0.9935 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0337 |
1.0319 |
| PP |
1.0331 |
1.0295 |
| S1 |
1.0325 |
1.0272 |
|