CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0002 |
1.0068 |
0.0066 |
0.7% |
1.0156 |
| High |
1.0130 |
1.0198 |
0.0068 |
0.7% |
1.0198 |
| Low |
0.9980 |
1.0068 |
0.0088 |
0.9% |
0.9968 |
| Close |
1.0084 |
1.0163 |
0.0079 |
0.8% |
1.0163 |
| Range |
0.0150 |
0.0130 |
-0.0020 |
-13.3% |
0.0230 |
| ATR |
0.0145 |
0.0143 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
102 |
36 |
-66 |
-64.7% |
340 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0478 |
1.0235 |
|
| R3 |
1.0403 |
1.0348 |
1.0199 |
|
| R2 |
1.0273 |
1.0273 |
1.0187 |
|
| R1 |
1.0218 |
1.0218 |
1.0175 |
1.0246 |
| PP |
1.0143 |
1.0143 |
1.0143 |
1.0157 |
| S1 |
1.0088 |
1.0088 |
1.0151 |
1.0116 |
| S2 |
1.0013 |
1.0013 |
1.0139 |
|
| S3 |
0.9883 |
0.9958 |
1.0127 |
|
| S4 |
0.9753 |
0.9828 |
1.0092 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0711 |
1.0290 |
|
| R3 |
1.0570 |
1.0481 |
1.0226 |
|
| R2 |
1.0340 |
1.0340 |
1.0205 |
|
| R1 |
1.0251 |
1.0251 |
1.0184 |
1.0296 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0132 |
| S1 |
1.0021 |
1.0021 |
1.0142 |
1.0066 |
| S2 |
0.9880 |
0.9880 |
1.0121 |
|
| S3 |
0.9650 |
0.9791 |
1.0100 |
|
| S4 |
0.9420 |
0.9561 |
1.0037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0198 |
0.9968 |
0.0230 |
2.3% |
0.0140 |
1.4% |
85% |
True |
False |
68 |
| 10 |
1.0198 |
0.9740 |
0.0458 |
4.5% |
0.0130 |
1.3% |
92% |
True |
False |
67 |
| 20 |
1.0198 |
0.9233 |
0.0965 |
9.5% |
0.0126 |
1.2% |
96% |
True |
False |
63 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.6% |
0.0082 |
0.8% |
73% |
False |
False |
37 |
| 60 |
1.0692 |
0.9233 |
0.1459 |
14.4% |
0.0055 |
0.5% |
64% |
False |
False |
26 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0041 |
0.4% |
64% |
False |
False |
20 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0033 |
0.3% |
64% |
False |
False |
16 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0028 |
0.3% |
64% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0751 |
|
2.618 |
1.0538 |
|
1.618 |
1.0408 |
|
1.000 |
1.0328 |
|
0.618 |
1.0278 |
|
HIGH |
1.0198 |
|
0.618 |
1.0148 |
|
0.500 |
1.0133 |
|
0.382 |
1.0118 |
|
LOW |
1.0068 |
|
0.618 |
0.9988 |
|
1.000 |
0.9938 |
|
1.618 |
0.9858 |
|
2.618 |
0.9728 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0138 |
| PP |
1.0143 |
1.0114 |
| S1 |
1.0133 |
1.0089 |
|