CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0156 |
0.0156 |
1.6% |
0.9780 |
| High |
1.0164 |
1.0156 |
-0.0008 |
-0.1% |
1.0164 |
| Low |
1.0000 |
1.0034 |
0.0034 |
0.3% |
0.9740 |
| Close |
1.0158 |
1.0022 |
-0.0136 |
-1.3% |
1.0158 |
| Range |
0.0164 |
0.0122 |
-0.0042 |
-25.6% |
0.0424 |
| ATR |
0.0145 |
0.0144 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
15 |
17 |
2 |
13.3% |
333 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0351 |
1.0089 |
|
| R3 |
1.0315 |
1.0229 |
1.0056 |
|
| R2 |
1.0193 |
1.0193 |
1.0044 |
|
| R1 |
1.0107 |
1.0107 |
1.0033 |
1.0089 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0062 |
| S1 |
0.9985 |
0.9985 |
1.0011 |
0.9967 |
| S2 |
0.9949 |
0.9949 |
1.0000 |
|
| S3 |
0.9827 |
0.9863 |
0.9988 |
|
| S4 |
0.9705 |
0.9741 |
0.9955 |
|
|
| 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% |
0.0137 |
1.4% |
67% |
False |
False |
30 |
| 10 |
1.0164 |
0.9233 |
0.0931 |
9.3% |
0.0125 |
1.3% |
85% |
False |
False |
65 |
| 20 |
1.0164 |
0.9233 |
0.0931 |
9.3% |
0.0134 |
1.3% |
85% |
False |
False |
56 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.8% |
0.0068 |
0.7% |
62% |
False |
False |
29 |
| 60 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0046 |
0.5% |
54% |
False |
False |
21 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0034 |
0.3% |
54% |
False |
False |
16 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.6% |
0.0027 |
0.3% |
54% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0475 |
|
1.618 |
1.0353 |
|
1.000 |
1.0278 |
|
0.618 |
1.0231 |
|
HIGH |
1.0156 |
|
0.618 |
1.0109 |
|
0.500 |
1.0095 |
|
0.382 |
1.0081 |
|
LOW |
1.0034 |
|
0.618 |
0.9959 |
|
1.000 |
0.9912 |
|
1.618 |
0.9837 |
|
2.618 |
0.9715 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0051 |
| PP |
1.0071 |
1.0041 |
| S1 |
1.0046 |
1.0032 |
|