CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9472 |
0.9565 |
0.0093 |
1.0% |
0.9489 |
| High |
0.9555 |
0.9700 |
0.0145 |
1.5% |
0.9700 |
| Low |
0.9467 |
0.9556 |
0.0089 |
0.9% |
0.9233 |
| Close |
0.9587 |
0.9611 |
0.0024 |
0.3% |
0.9611 |
| Range |
0.0088 |
0.0144 |
0.0056 |
63.6% |
0.0467 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
0.3% |
0.0000 |
| Volume |
38 |
79 |
41 |
107.9% |
348 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0054 |
0.9977 |
0.9690 |
|
| R3 |
0.9910 |
0.9833 |
0.9651 |
|
| R2 |
0.9766 |
0.9766 |
0.9637 |
|
| R1 |
0.9689 |
0.9689 |
0.9624 |
0.9728 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9642 |
| S1 |
0.9545 |
0.9545 |
0.9598 |
0.9584 |
| S2 |
0.9478 |
0.9478 |
0.9585 |
|
| S3 |
0.9334 |
0.9401 |
0.9571 |
|
| S4 |
0.9190 |
0.9257 |
0.9532 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0730 |
0.9868 |
|
| R3 |
1.0449 |
1.0263 |
0.9739 |
|
| R2 |
0.9982 |
0.9982 |
0.9697 |
|
| R1 |
0.9796 |
0.9796 |
0.9654 |
0.9889 |
| PP |
0.9515 |
0.9515 |
0.9515 |
0.9561 |
| S1 |
0.9329 |
0.9329 |
0.9568 |
0.9422 |
| S2 |
0.9048 |
0.9048 |
0.9525 |
|
| S3 |
0.8581 |
0.8862 |
0.9483 |
|
| S4 |
0.8114 |
0.8395 |
0.9354 |
|
|
| 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 |
4.9% |
0.0138 |
1.4% |
81% |
True |
False |
69 |
| 10 |
0.9760 |
0.9233 |
0.0527 |
5.5% |
0.0122 |
1.3% |
72% |
False |
False |
59 |
| 20 |
1.0185 |
0.9233 |
0.0952 |
9.9% |
0.0099 |
1.0% |
40% |
False |
False |
40 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
13.3% |
0.0050 |
0.5% |
30% |
False |
False |
22 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
15.2% |
0.0033 |
0.3% |
26% |
False |
False |
15 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
15.2% |
0.0025 |
0.3% |
26% |
False |
False |
12 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
15.2% |
0.0020 |
0.2% |
26% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0312 |
|
2.618 |
1.0077 |
|
1.618 |
0.9933 |
|
1.000 |
0.9844 |
|
0.618 |
0.9789 |
|
HIGH |
0.9700 |
|
0.618 |
0.9645 |
|
0.500 |
0.9628 |
|
0.382 |
0.9611 |
|
LOW |
0.9556 |
|
0.618 |
0.9467 |
|
1.000 |
0.9412 |
|
1.618 |
0.9323 |
|
2.618 |
0.9179 |
|
4.250 |
0.8944 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9628 |
0.9583 |
| PP |
0.9622 |
0.9554 |
| S1 |
0.9617 |
0.9526 |
|