CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0289 |
0.0145 |
1.4% |
1.0156 |
| High |
1.0313 |
1.0312 |
-0.0001 |
0.0% |
1.0198 |
| Low |
1.0140 |
1.0232 |
0.0092 |
0.9% |
0.9968 |
| Close |
1.0311 |
1.0289 |
-0.0022 |
-0.2% |
1.0163 |
| Range |
0.0173 |
0.0080 |
-0.0093 |
-53.8% |
0.0230 |
| ATR |
0.0146 |
0.0141 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
39 |
90 |
51 |
130.8% |
340 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0483 |
1.0333 |
|
| R3 |
1.0438 |
1.0403 |
1.0311 |
|
| R2 |
1.0358 |
1.0358 |
1.0304 |
|
| R1 |
1.0323 |
1.0323 |
1.0296 |
1.0329 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0281 |
| S1 |
1.0243 |
1.0243 |
1.0282 |
1.0249 |
| S2 |
1.0198 |
1.0198 |
1.0274 |
|
| S3 |
1.0118 |
1.0163 |
1.0267 |
|
| S4 |
1.0038 |
1.0083 |
1.0245 |
|
|
| 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 |
0.9980 |
0.0333 |
3.2% |
0.0130 |
1.3% |
93% |
False |
False |
71 |
| 10 |
1.0313 |
0.9740 |
0.0573 |
5.6% |
0.0149 |
1.5% |
96% |
False |
False |
56 |
| 20 |
1.0313 |
0.9233 |
0.1080 |
10.5% |
0.0126 |
1.2% |
98% |
False |
False |
62 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.4% |
0.0088 |
0.9% |
83% |
False |
False |
40 |
| 60 |
1.0515 |
0.9233 |
0.1282 |
12.5% |
0.0059 |
0.6% |
82% |
False |
False |
29 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0045 |
0.4% |
72% |
False |
False |
22 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0036 |
0.3% |
72% |
False |
False |
18 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.2% |
0.0030 |
0.3% |
72% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0652 |
|
2.618 |
1.0521 |
|
1.618 |
1.0441 |
|
1.000 |
1.0392 |
|
0.618 |
1.0361 |
|
HIGH |
1.0312 |
|
0.618 |
1.0281 |
|
0.500 |
1.0272 |
|
0.382 |
1.0263 |
|
LOW |
1.0232 |
|
0.618 |
1.0183 |
|
1.000 |
1.0152 |
|
1.618 |
1.0103 |
|
2.618 |
1.0023 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0256 |
| PP |
1.0278 |
1.0223 |
| S1 |
1.0272 |
1.0191 |
|