CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
1.0000 |
0.0034 |
0.3% |
0.9780 |
| High |
1.0036 |
1.0164 |
0.0128 |
1.3% |
1.0164 |
| Low |
0.9937 |
1.0000 |
0.0063 |
0.6% |
0.9740 |
| Close |
1.0023 |
1.0158 |
0.0135 |
1.3% |
1.0158 |
| Range |
0.0099 |
0.0164 |
0.0065 |
65.7% |
0.0424 |
| ATR |
0.0144 |
0.0145 |
0.0001 |
1.0% |
0.0000 |
| Volume |
77 |
15 |
-62 |
-80.5% |
333 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0543 |
1.0248 |
|
| R3 |
1.0435 |
1.0379 |
1.0203 |
|
| R2 |
1.0271 |
1.0271 |
1.0188 |
|
| R1 |
1.0215 |
1.0215 |
1.0173 |
1.0243 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0122 |
| S1 |
1.0051 |
1.0051 |
1.0143 |
1.0079 |
| S2 |
0.9943 |
0.9943 |
1.0128 |
|
| S3 |
0.9779 |
0.9887 |
1.0113 |
|
| S4 |
0.9615 |
0.9723 |
1.0068 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1149 |
1.0391 |
|
| R3 |
1.0869 |
1.0725 |
1.0275 |
|
| R2 |
1.0445 |
1.0445 |
1.0236 |
|
| R1 |
1.0301 |
1.0301 |
1.0197 |
1.0373 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0057 |
| S1 |
0.9877 |
0.9877 |
1.0119 |
0.9949 |
| S2 |
0.9597 |
0.9597 |
1.0080 |
|
| S3 |
0.9173 |
0.9453 |
1.0041 |
|
| S4 |
0.8749 |
0.9029 |
0.9925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0164 |
0.9740 |
0.0424 |
4.2% |
0.0121 |
1.2% |
99% |
True |
False |
66 |
| 10 |
1.0164 |
0.9233 |
0.0931 |
9.2% |
0.0129 |
1.3% |
99% |
True |
False |
68 |
| 20 |
1.0164 |
0.9233 |
0.0931 |
9.2% |
0.0129 |
1.3% |
99% |
True |
False |
55 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.6% |
0.0065 |
0.6% |
72% |
False |
False |
29 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0044 |
0.4% |
63% |
False |
False |
21 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0033 |
0.3% |
63% |
False |
False |
16 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0026 |
0.3% |
63% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0861 |
|
2.618 |
1.0593 |
|
1.618 |
1.0429 |
|
1.000 |
1.0328 |
|
0.618 |
1.0265 |
|
HIGH |
1.0164 |
|
0.618 |
1.0101 |
|
0.500 |
1.0082 |
|
0.382 |
1.0063 |
|
LOW |
1.0000 |
|
0.618 |
0.9899 |
|
1.000 |
0.9836 |
|
1.618 |
0.9735 |
|
2.618 |
0.9571 |
|
4.250 |
0.9303 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0089 |
| PP |
1.0107 |
1.0021 |
| S1 |
1.0082 |
0.9952 |
|