CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0490 |
1.0373 |
-0.0117 |
-1.1% |
1.0144 |
| High |
1.0490 |
1.0394 |
-0.0096 |
-0.9% |
1.0569 |
| Low |
1.0353 |
1.0145 |
-0.0208 |
-2.0% |
1.0140 |
| Close |
1.0425 |
1.0185 |
-0.0240 |
-2.3% |
1.0541 |
| Range |
0.0137 |
0.0249 |
0.0112 |
81.8% |
0.0429 |
| ATR |
0.0151 |
0.0160 |
0.0009 |
6.1% |
0.0000 |
| Volume |
266 |
94 |
-172 |
-64.7% |
459 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0988 |
1.0836 |
1.0322 |
|
| R3 |
1.0739 |
1.0587 |
1.0253 |
|
| R2 |
1.0490 |
1.0490 |
1.0231 |
|
| R1 |
1.0338 |
1.0338 |
1.0208 |
1.0290 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0217 |
| S1 |
1.0089 |
1.0089 |
1.0162 |
1.0041 |
| S2 |
0.9992 |
0.9992 |
1.0139 |
|
| S3 |
0.9743 |
0.9840 |
1.0117 |
|
| S4 |
0.9494 |
0.9591 |
1.0048 |
|
|
| 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 |
1.0145 |
0.0424 |
4.2% |
0.0164 |
1.6% |
9% |
False |
True |
138 |
| 10 |
1.0569 |
0.9980 |
0.0589 |
5.8% |
0.0147 |
1.4% |
35% |
False |
False |
104 |
| 20 |
1.0569 |
0.9352 |
0.1217 |
11.9% |
0.0137 |
1.3% |
68% |
False |
False |
85 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0109 |
1.1% |
71% |
False |
False |
57 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0073 |
0.7% |
71% |
False |
False |
40 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0055 |
0.5% |
65% |
False |
False |
30 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0044 |
0.4% |
65% |
False |
False |
24 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0037 |
0.4% |
65% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1452 |
|
2.618 |
1.1046 |
|
1.618 |
1.0797 |
|
1.000 |
1.0643 |
|
0.618 |
1.0548 |
|
HIGH |
1.0394 |
|
0.618 |
1.0299 |
|
0.500 |
1.0270 |
|
0.382 |
1.0240 |
|
LOW |
1.0145 |
|
0.618 |
0.9991 |
|
1.000 |
0.9896 |
|
1.618 |
0.9742 |
|
2.618 |
0.9493 |
|
4.250 |
0.9087 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0351 |
| PP |
1.0241 |
1.0295 |
| S1 |
1.0213 |
1.0240 |
|