CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0058 |
1.0002 |
-0.0056 |
-0.6% |
0.9780 |
| High |
1.0165 |
1.0130 |
-0.0035 |
-0.3% |
1.0164 |
| Low |
1.0050 |
0.9980 |
-0.0070 |
-0.7% |
0.9740 |
| Close |
1.0047 |
1.0084 |
0.0037 |
0.4% |
1.0158 |
| Range |
0.0115 |
0.0150 |
0.0035 |
30.4% |
0.0424 |
| ATR |
0.0144 |
0.0145 |
0.0000 |
0.3% |
0.0000 |
| Volume |
88 |
102 |
14 |
15.9% |
333 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0515 |
1.0449 |
1.0167 |
|
| R3 |
1.0365 |
1.0299 |
1.0125 |
|
| R2 |
1.0215 |
1.0215 |
1.0112 |
|
| R1 |
1.0149 |
1.0149 |
1.0098 |
1.0182 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0081 |
| S1 |
0.9999 |
0.9999 |
1.0070 |
1.0032 |
| S2 |
0.9915 |
0.9915 |
1.0057 |
|
| S3 |
0.9765 |
0.9849 |
1.0043 |
|
| S4 |
0.9615 |
0.9699 |
1.0002 |
|
|
| 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 |
1.0165 |
0.9968 |
0.0197 |
2.0% |
0.0147 |
1.5% |
59% |
False |
False |
63 |
| 10 |
1.0165 |
0.9556 |
0.0609 |
6.0% |
0.0132 |
1.3% |
87% |
False |
False |
71 |
| 20 |
1.0165 |
0.9233 |
0.0932 |
9.2% |
0.0126 |
1.2% |
91% |
False |
False |
64 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.7% |
0.0079 |
0.8% |
67% |
False |
False |
36 |
| 60 |
1.0692 |
0.9233 |
0.1459 |
14.5% |
0.0053 |
0.5% |
58% |
False |
False |
26 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0040 |
0.4% |
58% |
False |
False |
20 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.5% |
0.0032 |
0.3% |
58% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0523 |
|
1.618 |
1.0373 |
|
1.000 |
1.0280 |
|
0.618 |
1.0223 |
|
HIGH |
1.0130 |
|
0.618 |
1.0073 |
|
0.500 |
1.0055 |
|
0.382 |
1.0037 |
|
LOW |
0.9980 |
|
0.618 |
0.9887 |
|
1.000 |
0.9830 |
|
1.618 |
0.9737 |
|
2.618 |
0.9587 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0074 |
1.0078 |
| PP |
1.0065 |
1.0072 |
| S1 |
1.0055 |
1.0067 |
|