CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0533 |
1.0490 |
-0.0043 |
-0.4% |
1.0144 |
| High |
1.0556 |
1.0490 |
-0.0066 |
-0.6% |
1.0569 |
| Low |
1.0490 |
1.0353 |
-0.0137 |
-1.3% |
1.0140 |
| Close |
1.0541 |
1.0425 |
-0.0116 |
-1.1% |
1.0541 |
| Range |
0.0066 |
0.0137 |
0.0071 |
107.6% |
0.0429 |
| ATR |
0.0148 |
0.0151 |
0.0003 |
1.9% |
0.0000 |
| Volume |
114 |
266 |
152 |
133.3% |
459 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0766 |
1.0500 |
|
| R3 |
1.0697 |
1.0629 |
1.0463 |
|
| R2 |
1.0560 |
1.0560 |
1.0450 |
|
| R1 |
1.0492 |
1.0492 |
1.0438 |
1.0458 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0405 |
| S1 |
1.0355 |
1.0355 |
1.0412 |
1.0321 |
| S2 |
1.0286 |
1.0286 |
1.0400 |
|
| S3 |
1.0149 |
1.0218 |
1.0387 |
|
| S4 |
1.0012 |
1.0081 |
1.0350 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1551 |
1.0777 |
|
| R3 |
1.1275 |
1.1122 |
1.0659 |
|
| R2 |
1.0846 |
1.0846 |
1.0620 |
|
| R1 |
1.0693 |
1.0693 |
1.0580 |
1.0770 |
| PP |
1.0417 |
1.0417 |
1.0417 |
1.0455 |
| S1 |
1.0264 |
1.0264 |
1.0502 |
1.0341 |
| S2 |
0.9988 |
0.9988 |
1.0462 |
|
| S3 |
0.9559 |
0.9835 |
1.0423 |
|
| S4 |
0.9130 |
0.9406 |
1.0305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0569 |
1.0168 |
0.0401 |
3.8% |
0.0131 |
1.3% |
64% |
False |
False |
137 |
| 10 |
1.0569 |
0.9968 |
0.0601 |
5.8% |
0.0140 |
1.3% |
76% |
False |
False |
104 |
| 20 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0133 |
1.3% |
89% |
False |
False |
85 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0103 |
1.0% |
89% |
False |
False |
55 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
12.8% |
0.0069 |
0.7% |
89% |
False |
False |
38 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.0% |
0.0052 |
0.5% |
81% |
False |
False |
29 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.0% |
0.0041 |
0.4% |
81% |
False |
False |
23 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.0% |
0.0034 |
0.3% |
81% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0849 |
|
1.618 |
1.0712 |
|
1.000 |
1.0627 |
|
0.618 |
1.0575 |
|
HIGH |
1.0490 |
|
0.618 |
1.0438 |
|
0.500 |
1.0422 |
|
0.382 |
1.0405 |
|
LOW |
1.0353 |
|
0.618 |
1.0268 |
|
1.000 |
1.0216 |
|
1.618 |
1.0131 |
|
2.618 |
0.9994 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0424 |
1.0428 |
| PP |
1.0423 |
1.0427 |
| S1 |
1.0422 |
1.0426 |
|