CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0256 |
1.0287 |
0.0031 |
0.3% |
1.0156 |
| High |
1.0256 |
1.0569 |
0.0313 |
3.1% |
1.0198 |
| Low |
1.0168 |
1.0287 |
0.0119 |
1.2% |
0.9968 |
| Close |
1.0222 |
1.0551 |
0.0329 |
3.2% |
1.0163 |
| Range |
0.0088 |
0.0282 |
0.0194 |
220.5% |
0.0230 |
| ATR |
0.0139 |
0.0154 |
0.0015 |
10.6% |
0.0000 |
| Volume |
156 |
60 |
-96 |
-61.5% |
340 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1215 |
1.0706 |
|
| R3 |
1.1033 |
1.0933 |
1.0629 |
|
| R2 |
1.0751 |
1.0751 |
1.0603 |
|
| R1 |
1.0651 |
1.0651 |
1.0577 |
1.0701 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0494 |
| S1 |
1.0369 |
1.0369 |
1.0525 |
1.0419 |
| S2 |
1.0187 |
1.0187 |
1.0499 |
|
| S3 |
0.9905 |
1.0087 |
1.0473 |
|
| S4 |
0.9623 |
0.9805 |
1.0396 |
|
|
| 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 |
1.0569 |
1.0068 |
0.0501 |
4.7% |
0.0151 |
1.4% |
96% |
True |
False |
76 |
| 10 |
1.0569 |
0.9968 |
0.0601 |
5.7% |
0.0149 |
1.4% |
97% |
True |
False |
70 |
| 20 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0135 |
1.3% |
99% |
True |
False |
69 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0098 |
0.9% |
99% |
True |
False |
46 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
12.7% |
0.0065 |
0.6% |
99% |
True |
False |
32 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
13.9% |
0.0049 |
0.5% |
90% |
False |
False |
24 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
13.9% |
0.0039 |
0.4% |
90% |
False |
False |
20 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
13.9% |
0.0033 |
0.3% |
90% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1768 |
|
2.618 |
1.1307 |
|
1.618 |
1.1025 |
|
1.000 |
1.0851 |
|
0.618 |
1.0743 |
|
HIGH |
1.0569 |
|
0.618 |
1.0461 |
|
0.500 |
1.0428 |
|
0.382 |
1.0395 |
|
LOW |
1.0287 |
|
0.618 |
1.0113 |
|
1.000 |
1.0005 |
|
1.618 |
0.9831 |
|
2.618 |
0.9549 |
|
4.250 |
0.9089 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0490 |
| PP |
1.0469 |
1.0429 |
| S1 |
1.0428 |
1.0369 |
|