CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0256 |
-0.0033 |
-0.3% |
1.0156 |
| High |
1.0312 |
1.0256 |
-0.0056 |
-0.5% |
1.0198 |
| Low |
1.0232 |
1.0168 |
-0.0064 |
-0.6% |
0.9968 |
| Close |
1.0289 |
1.0222 |
-0.0067 |
-0.7% |
1.0163 |
| Range |
0.0080 |
0.0088 |
0.0008 |
10.0% |
0.0230 |
| ATR |
0.0141 |
0.0139 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
90 |
156 |
66 |
73.3% |
340 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0479 |
1.0439 |
1.0270 |
|
| R3 |
1.0391 |
1.0351 |
1.0246 |
|
| R2 |
1.0303 |
1.0303 |
1.0238 |
|
| R1 |
1.0263 |
1.0263 |
1.0230 |
1.0239 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0204 |
| S1 |
1.0175 |
1.0175 |
1.0214 |
1.0151 |
| S2 |
1.0127 |
1.0127 |
1.0206 |
|
| S3 |
1.0039 |
1.0087 |
1.0198 |
|
| S4 |
0.9951 |
0.9999 |
1.0174 |
|
|
| 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 |
3.3% |
0.0124 |
1.2% |
73% |
False |
False |
84 |
| 10 |
1.0313 |
0.9937 |
0.0376 |
3.7% |
0.0130 |
1.3% |
76% |
False |
False |
71 |
| 20 |
1.0313 |
0.9233 |
0.1080 |
10.6% |
0.0127 |
1.2% |
92% |
False |
False |
70 |
| 40 |
1.0511 |
0.9233 |
0.1278 |
12.5% |
0.0091 |
0.9% |
77% |
False |
False |
44 |
| 60 |
1.0511 |
0.9233 |
0.1278 |
12.5% |
0.0061 |
0.6% |
77% |
False |
False |
31 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0046 |
0.4% |
68% |
False |
False |
24 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0037 |
0.4% |
68% |
False |
False |
19 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0030 |
0.3% |
68% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0630 |
|
2.618 |
1.0486 |
|
1.618 |
1.0398 |
|
1.000 |
1.0344 |
|
0.618 |
1.0310 |
|
HIGH |
1.0256 |
|
0.618 |
1.0222 |
|
0.500 |
1.0212 |
|
0.382 |
1.0202 |
|
LOW |
1.0168 |
|
0.618 |
1.0114 |
|
1.000 |
1.0080 |
|
1.618 |
1.0026 |
|
2.618 |
0.9938 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0219 |
1.0227 |
| PP |
1.0215 |
1.0225 |
| S1 |
1.0212 |
1.0224 |
|