CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9489 |
0.9367 |
-0.0122 |
-1.3% |
0.9590 |
| High |
0.9511 |
0.9398 |
-0.0113 |
-1.2% |
0.9760 |
| Low |
0.9349 |
0.9233 |
-0.0116 |
-1.2% |
0.9478 |
| Close |
0.9398 |
0.9241 |
-0.0157 |
-1.7% |
0.9522 |
| Range |
0.0162 |
0.0165 |
0.0003 |
1.9% |
0.0282 |
| ATR |
0.0133 |
0.0135 |
0.0002 |
1.7% |
0.0000 |
| Volume |
43 |
92 |
49 |
114.0% |
250 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9786 |
0.9678 |
0.9332 |
|
| R3 |
0.9621 |
0.9513 |
0.9286 |
|
| R2 |
0.9456 |
0.9456 |
0.9271 |
|
| R1 |
0.9348 |
0.9348 |
0.9256 |
0.9320 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9276 |
| S1 |
0.9183 |
0.9183 |
0.9226 |
0.9155 |
| S2 |
0.9126 |
0.9126 |
0.9211 |
|
| S3 |
0.8961 |
0.9018 |
0.9196 |
|
| S4 |
0.8796 |
0.8853 |
0.9150 |
|
|
| 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 |
0.9700 |
0.9233 |
0.0467 |
5.1% |
0.0122 |
1.3% |
2% |
False |
True |
48 |
| 10 |
1.0095 |
0.9233 |
0.0862 |
9.3% |
0.0153 |
1.7% |
1% |
False |
True |
54 |
| 20 |
1.0419 |
0.9233 |
0.1186 |
12.8% |
0.0081 |
0.9% |
1% |
False |
True |
30 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
13.8% |
0.0040 |
0.4% |
1% |
False |
True |
17 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
15.8% |
0.0027 |
0.3% |
1% |
False |
True |
12 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
15.8% |
0.0021 |
0.2% |
1% |
False |
True |
9 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.8% |
0.0016 |
0.2% |
1% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
0.9830 |
|
1.618 |
0.9665 |
|
1.000 |
0.9563 |
|
0.618 |
0.9500 |
|
HIGH |
0.9398 |
|
0.618 |
0.9335 |
|
0.500 |
0.9316 |
|
0.382 |
0.9296 |
|
LOW |
0.9233 |
|
0.618 |
0.9131 |
|
1.000 |
0.9068 |
|
1.618 |
0.8966 |
|
2.618 |
0.8801 |
|
4.250 |
0.8532 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9316 |
0.9408 |
| PP |
0.9291 |
0.9352 |
| S1 |
0.9266 |
0.9297 |
|