CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9740 |
0.9966 |
0.0226 |
2.3% |
0.9489 |
| High |
1.0016 |
1.0036 |
0.0020 |
0.2% |
0.9700 |
| Low |
0.9740 |
0.9937 |
0.0197 |
2.0% |
0.9233 |
| Close |
1.0007 |
1.0023 |
0.0016 |
0.2% |
0.9611 |
| Range |
0.0276 |
0.0099 |
-0.0177 |
-64.1% |
0.0467 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
6 |
77 |
71 |
1,183.3% |
348 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0258 |
1.0077 |
|
| R3 |
1.0197 |
1.0159 |
1.0050 |
|
| R2 |
1.0098 |
1.0098 |
1.0041 |
|
| R1 |
1.0060 |
1.0060 |
1.0032 |
1.0079 |
| PP |
0.9999 |
0.9999 |
0.9999 |
1.0008 |
| S1 |
0.9961 |
0.9961 |
1.0014 |
0.9980 |
| S2 |
0.9900 |
0.9900 |
1.0005 |
|
| S3 |
0.9801 |
0.9862 |
0.9996 |
|
| S4 |
0.9702 |
0.9763 |
0.9969 |
|
|
| 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 |
1.0036 |
0.9556 |
0.0480 |
4.8% |
0.0117 |
1.2% |
97% |
True |
False |
79 |
| 10 |
1.0036 |
0.9233 |
0.0803 |
8.0% |
0.0122 |
1.2% |
98% |
True |
False |
68 |
| 20 |
1.0185 |
0.9233 |
0.0952 |
9.5% |
0.0121 |
1.2% |
83% |
False |
False |
55 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.8% |
0.0061 |
0.6% |
62% |
False |
False |
29 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0041 |
0.4% |
54% |
False |
False |
21 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0031 |
0.3% |
54% |
False |
False |
16 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0024 |
0.2% |
54% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0295 |
|
1.618 |
1.0196 |
|
1.000 |
1.0135 |
|
0.618 |
1.0097 |
|
HIGH |
1.0036 |
|
0.618 |
0.9998 |
|
0.500 |
0.9987 |
|
0.382 |
0.9975 |
|
LOW |
0.9937 |
|
0.618 |
0.9876 |
|
1.000 |
0.9838 |
|
1.618 |
0.9777 |
|
2.618 |
0.9678 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0011 |
0.9978 |
| PP |
0.9999 |
0.9933 |
| S1 |
0.9987 |
0.9888 |
|