CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9570 |
0.9489 |
-0.0081 |
-0.8% |
0.9590 |
| High |
0.9582 |
0.9511 |
-0.0071 |
-0.7% |
0.9760 |
| Low |
0.9493 |
0.9349 |
-0.0144 |
-1.5% |
0.9478 |
| Close |
0.9522 |
0.9398 |
-0.0124 |
-1.3% |
0.9522 |
| Range |
0.0089 |
0.0162 |
0.0073 |
82.0% |
0.0282 |
| ATR |
0.0129 |
0.0133 |
0.0003 |
2.4% |
0.0000 |
| Volume |
23 |
43 |
20 |
87.0% |
250 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9814 |
0.9487 |
|
| R3 |
0.9743 |
0.9652 |
0.9443 |
|
| R2 |
0.9581 |
0.9581 |
0.9428 |
|
| R1 |
0.9490 |
0.9490 |
0.9413 |
0.9455 |
| PP |
0.9419 |
0.9419 |
0.9419 |
0.9402 |
| S1 |
0.9328 |
0.9328 |
0.9383 |
0.9293 |
| S2 |
0.9257 |
0.9257 |
0.9368 |
|
| S3 |
0.9095 |
0.9166 |
0.9353 |
|
| S4 |
0.8933 |
0.9004 |
0.9309 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0259 |
0.9677 |
|
| R3 |
1.0151 |
0.9977 |
0.9600 |
|
| R2 |
0.9869 |
0.9869 |
0.9574 |
|
| R1 |
0.9695 |
0.9695 |
0.9548 |
0.9641 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9560 |
| S1 |
0.9413 |
0.9413 |
0.9496 |
0.9359 |
| S2 |
0.9305 |
0.9305 |
0.9470 |
|
| S3 |
0.9023 |
0.9131 |
0.9444 |
|
| S4 |
0.8741 |
0.8849 |
0.9367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9760 |
0.9349 |
0.0411 |
4.4% |
0.0105 |
1.1% |
12% |
False |
True |
48 |
| 10 |
1.0131 |
0.9349 |
0.0782 |
8.3% |
0.0143 |
1.5% |
6% |
False |
True |
46 |
| 20 |
1.0419 |
0.9349 |
0.1070 |
11.4% |
0.0073 |
0.8% |
5% |
False |
True |
25 |
| 40 |
1.0511 |
0.9349 |
0.1162 |
12.4% |
0.0036 |
0.4% |
4% |
False |
True |
15 |
| 60 |
1.0696 |
0.9349 |
0.1347 |
14.3% |
0.0025 |
0.3% |
4% |
False |
True |
10 |
| 80 |
1.0696 |
0.9349 |
0.1347 |
14.3% |
0.0019 |
0.2% |
4% |
False |
True |
8 |
| 100 |
1.0696 |
0.9349 |
0.1347 |
14.3% |
0.0015 |
0.2% |
4% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
0.9935 |
|
1.618 |
0.9773 |
|
1.000 |
0.9673 |
|
0.618 |
0.9611 |
|
HIGH |
0.9511 |
|
0.618 |
0.9449 |
|
0.500 |
0.9430 |
|
0.382 |
0.9411 |
|
LOW |
0.9349 |
|
0.618 |
0.9249 |
|
1.000 |
0.9187 |
|
1.618 |
0.9087 |
|
2.618 |
0.8925 |
|
4.250 |
0.8661 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9430 |
0.9520 |
| PP |
0.9419 |
0.9479 |
| S1 |
0.9409 |
0.9439 |
|