CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0144 |
0.0076 |
0.8% |
1.0156 |
| High |
1.0198 |
1.0313 |
0.0115 |
1.1% |
1.0198 |
| Low |
1.0068 |
1.0140 |
0.0072 |
0.7% |
0.9968 |
| Close |
1.0163 |
1.0311 |
0.0148 |
1.5% |
1.0163 |
| Range |
0.0130 |
0.0173 |
0.0043 |
33.1% |
0.0230 |
| ATR |
0.0143 |
0.0146 |
0.0002 |
1.5% |
0.0000 |
| Volume |
36 |
39 |
3 |
8.3% |
340 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0774 |
1.0715 |
1.0406 |
|
| R3 |
1.0601 |
1.0542 |
1.0359 |
|
| R2 |
1.0428 |
1.0428 |
1.0343 |
|
| R1 |
1.0369 |
1.0369 |
1.0327 |
1.0399 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0269 |
| S1 |
1.0196 |
1.0196 |
1.0295 |
1.0226 |
| S2 |
1.0082 |
1.0082 |
1.0279 |
|
| S3 |
0.9909 |
1.0023 |
1.0263 |
|
| S4 |
0.9736 |
0.9850 |
1.0216 |
|
|
| 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 |
1.0313 |
0.9968 |
0.0345 |
3.3% |
0.0150 |
1.5% |
99% |
True |
False |
72 |
| 10 |
1.0313 |
0.9740 |
0.0573 |
5.6% |
0.0144 |
1.4% |
100% |
True |
False |
51 |
| 20 |
1.0313 |
0.9233 |
0.1080 |
10.5% |
0.0126 |
1.2% |
100% |
True |
False |
63 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.4% |
0.0086 |
0.8% |
84% |
False |
False |
38 |
| 60 |
1.0648 |
0.9233 |
0.1415 |
13.7% |
0.0058 |
0.6% |
76% |
False |
False |
27 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0044 |
0.4% |
74% |
False |
False |
20 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0035 |
0.3% |
74% |
False |
False |
17 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0029 |
0.3% |
74% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0766 |
|
1.618 |
1.0593 |
|
1.000 |
1.0486 |
|
0.618 |
1.0420 |
|
HIGH |
1.0313 |
|
0.618 |
1.0247 |
|
0.500 |
1.0227 |
|
0.382 |
1.0206 |
|
LOW |
1.0140 |
|
0.618 |
1.0033 |
|
1.000 |
0.9967 |
|
1.618 |
0.9860 |
|
2.618 |
0.9687 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0256 |
| PP |
1.0255 |
1.0201 |
| S1 |
1.0227 |
1.0147 |
|