CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9367 |
0.9376 |
0.0009 |
0.1% |
0.9590 |
| High |
0.9398 |
0.9483 |
0.0085 |
0.9% |
0.9760 |
| Low |
0.9233 |
0.9352 |
0.0119 |
1.3% |
0.9478 |
| Close |
0.9241 |
0.9480 |
0.0239 |
2.6% |
0.9522 |
| Range |
0.0165 |
0.0131 |
-0.0034 |
-20.6% |
0.0282 |
| ATR |
0.0135 |
0.0143 |
0.0008 |
5.7% |
0.0000 |
| Volume |
92 |
96 |
4 |
4.3% |
250 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9787 |
0.9552 |
|
| R3 |
0.9700 |
0.9656 |
0.9516 |
|
| R2 |
0.9569 |
0.9569 |
0.9504 |
|
| R1 |
0.9525 |
0.9525 |
0.9492 |
0.9547 |
| PP |
0.9438 |
0.9438 |
0.9438 |
0.9450 |
| S1 |
0.9394 |
0.9394 |
0.9468 |
0.9416 |
| S2 |
0.9307 |
0.9307 |
0.9456 |
|
| S3 |
0.9176 |
0.9263 |
0.9444 |
|
| S4 |
0.9045 |
0.9132 |
0.9408 |
|
|
| 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 |
0.9690 |
0.9233 |
0.0457 |
4.8% |
0.0133 |
1.4% |
54% |
False |
False |
65 |
| 10 |
0.9867 |
0.9233 |
0.0634 |
6.7% |
0.0146 |
1.5% |
39% |
False |
False |
59 |
| 20 |
1.0357 |
0.9233 |
0.1124 |
11.9% |
0.0088 |
0.9% |
22% |
False |
False |
34 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
13.5% |
0.0044 |
0.5% |
19% |
False |
False |
19 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
15.4% |
0.0030 |
0.3% |
17% |
False |
False |
14 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
15.4% |
0.0022 |
0.2% |
17% |
False |
False |
10 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.4% |
0.0018 |
0.2% |
17% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0040 |
|
2.618 |
0.9826 |
|
1.618 |
0.9695 |
|
1.000 |
0.9614 |
|
0.618 |
0.9564 |
|
HIGH |
0.9483 |
|
0.618 |
0.9433 |
|
0.500 |
0.9418 |
|
0.382 |
0.9402 |
|
LOW |
0.9352 |
|
0.618 |
0.9271 |
|
1.000 |
0.9221 |
|
1.618 |
0.9140 |
|
2.618 |
0.9009 |
|
4.250 |
0.8795 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9459 |
0.9444 |
| PP |
0.9438 |
0.9408 |
| S1 |
0.9418 |
0.9372 |
|