CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9565 |
0.9780 |
0.0215 |
2.2% |
0.9489 |
| High |
0.9700 |
0.9821 |
0.0121 |
1.2% |
0.9700 |
| Low |
0.9556 |
0.9780 |
0.0224 |
2.3% |
0.9233 |
| Close |
0.9611 |
0.9836 |
0.0225 |
2.3% |
0.9611 |
| Range |
0.0144 |
0.0041 |
-0.0103 |
-71.5% |
0.0467 |
| ATR |
0.0139 |
0.0144 |
0.0005 |
3.6% |
0.0000 |
| Volume |
79 |
200 |
121 |
153.2% |
348 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9935 |
0.9927 |
0.9859 |
|
| R3 |
0.9894 |
0.9886 |
0.9847 |
|
| R2 |
0.9853 |
0.9853 |
0.9844 |
|
| R1 |
0.9845 |
0.9845 |
0.9840 |
0.9849 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9815 |
| S1 |
0.9804 |
0.9804 |
0.9832 |
0.9808 |
| S2 |
0.9771 |
0.9771 |
0.9828 |
|
| S3 |
0.9730 |
0.9763 |
0.9825 |
|
| S4 |
0.9689 |
0.9722 |
0.9813 |
|
|
| 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 |
0.9821 |
0.9233 |
0.0588 |
6.0% |
0.0114 |
1.2% |
103% |
True |
False |
101 |
| 10 |
0.9821 |
0.9233 |
0.0588 |
6.0% |
0.0109 |
1.1% |
103% |
True |
False |
74 |
| 20 |
1.0185 |
0.9233 |
0.0952 |
9.7% |
0.0101 |
1.0% |
63% |
False |
False |
50 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
13.0% |
0.0051 |
0.5% |
47% |
False |
False |
26 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0034 |
0.3% |
41% |
False |
False |
19 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0026 |
0.3% |
41% |
False |
False |
14 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.9% |
0.0021 |
0.2% |
41% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9995 |
|
2.618 |
0.9928 |
|
1.618 |
0.9887 |
|
1.000 |
0.9862 |
|
0.618 |
0.9846 |
|
HIGH |
0.9821 |
|
0.618 |
0.9805 |
|
0.500 |
0.9801 |
|
0.382 |
0.9796 |
|
LOW |
0.9780 |
|
0.618 |
0.9755 |
|
1.000 |
0.9739 |
|
1.618 |
0.9714 |
|
2.618 |
0.9673 |
|
4.250 |
0.9606 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9772 |
| PP |
0.9812 |
0.9708 |
| S1 |
0.9801 |
0.9644 |
|