CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9472 |
0.0096 |
1.0% |
0.9590 |
| High |
0.9483 |
0.9555 |
0.0072 |
0.8% |
0.9760 |
| Low |
0.9352 |
0.9467 |
0.0115 |
1.2% |
0.9478 |
| Close |
0.9480 |
0.9587 |
0.0107 |
1.1% |
0.9522 |
| Range |
0.0131 |
0.0088 |
-0.0043 |
-32.8% |
0.0282 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
96 |
38 |
-58 |
-60.4% |
250 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9800 |
0.9782 |
0.9635 |
|
| R3 |
0.9712 |
0.9694 |
0.9611 |
|
| R2 |
0.9624 |
0.9624 |
0.9603 |
|
| R1 |
0.9606 |
0.9606 |
0.9595 |
0.9615 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9541 |
| S1 |
0.9518 |
0.9518 |
0.9579 |
0.9527 |
| S2 |
0.9448 |
0.9448 |
0.9571 |
|
| S3 |
0.9360 |
0.9430 |
0.9563 |
|
| S4 |
0.9272 |
0.9342 |
0.9539 |
|
|
| 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 |
0.9582 |
0.9233 |
0.0349 |
3.6% |
0.0127 |
1.3% |
101% |
False |
False |
58 |
| 10 |
0.9760 |
0.9233 |
0.0527 |
5.5% |
0.0120 |
1.3% |
67% |
False |
False |
58 |
| 20 |
1.0224 |
0.9233 |
0.0991 |
10.3% |
0.0092 |
1.0% |
36% |
False |
False |
36 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
13.3% |
0.0046 |
0.5% |
28% |
False |
False |
20 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
15.3% |
0.0031 |
0.3% |
24% |
False |
False |
14 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
15.3% |
0.0023 |
0.2% |
24% |
False |
False |
11 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.3% |
0.0019 |
0.2% |
24% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9929 |
|
2.618 |
0.9785 |
|
1.618 |
0.9697 |
|
1.000 |
0.9643 |
|
0.618 |
0.9609 |
|
HIGH |
0.9555 |
|
0.618 |
0.9521 |
|
0.500 |
0.9511 |
|
0.382 |
0.9501 |
|
LOW |
0.9467 |
|
0.618 |
0.9413 |
|
1.000 |
0.9379 |
|
1.618 |
0.9325 |
|
2.618 |
0.9237 |
|
4.250 |
0.9093 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9562 |
0.9523 |
| PP |
0.9536 |
0.9458 |
| S1 |
0.9511 |
0.9394 |
|