CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9808 |
0.9740 |
-0.0068 |
-0.7% |
0.9489 |
| High |
0.9814 |
1.0016 |
0.0202 |
2.1% |
0.9700 |
| Low |
0.9790 |
0.9740 |
-0.0050 |
-0.5% |
0.9233 |
| Close |
0.9810 |
1.0007 |
0.0197 |
2.0% |
0.9611 |
| Range |
0.0024 |
0.0276 |
0.0252 |
1,050.0% |
0.0467 |
| ATR |
0.0137 |
0.0147 |
0.0010 |
7.2% |
0.0000 |
| Volume |
35 |
6 |
-29 |
-82.9% |
348 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0749 |
1.0654 |
1.0159 |
|
| R3 |
1.0473 |
1.0378 |
1.0083 |
|
| R2 |
1.0197 |
1.0197 |
1.0058 |
|
| R1 |
1.0102 |
1.0102 |
1.0032 |
1.0150 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9945 |
| S1 |
0.9826 |
0.9826 |
0.9982 |
0.9874 |
| S2 |
0.9645 |
0.9645 |
0.9956 |
|
| S3 |
0.9369 |
0.9550 |
0.9931 |
|
| S4 |
0.9093 |
0.9274 |
0.9855 |
|
|
| 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 |
1.0016 |
0.9467 |
0.0549 |
5.5% |
0.0115 |
1.1% |
98% |
True |
False |
71 |
| 10 |
1.0016 |
0.9233 |
0.0783 |
7.8% |
0.0124 |
1.2% |
99% |
True |
False |
68 |
| 20 |
1.0185 |
0.9233 |
0.0952 |
9.5% |
0.0116 |
1.2% |
81% |
False |
False |
51 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.8% |
0.0058 |
0.6% |
61% |
False |
False |
27 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0039 |
0.4% |
53% |
False |
False |
19 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0029 |
0.3% |
53% |
False |
False |
15 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0024 |
0.2% |
53% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1189 |
|
2.618 |
1.0739 |
|
1.618 |
1.0463 |
|
1.000 |
1.0292 |
|
0.618 |
1.0187 |
|
HIGH |
1.0016 |
|
0.618 |
0.9911 |
|
0.500 |
0.9878 |
|
0.382 |
0.9845 |
|
LOW |
0.9740 |
|
0.618 |
0.9569 |
|
1.000 |
0.9464 |
|
1.618 |
0.9293 |
|
2.618 |
0.9017 |
|
4.250 |
0.8567 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
0.9964 |
| PP |
0.9921 |
0.9921 |
| S1 |
0.9878 |
0.9878 |
|