CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0152 |
-0.0221 |
-2.1% |
1.0144 |
| High |
1.0394 |
1.0268 |
-0.0126 |
-1.2% |
1.0569 |
| Low |
1.0145 |
1.0152 |
0.0007 |
0.1% |
1.0140 |
| Close |
1.0185 |
1.0180 |
-0.0005 |
0.0% |
1.0541 |
| Range |
0.0249 |
0.0116 |
-0.0133 |
-53.4% |
0.0429 |
| ATR |
0.0160 |
0.0157 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
94 |
367 |
273 |
290.4% |
459 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0480 |
1.0244 |
|
| R3 |
1.0432 |
1.0364 |
1.0212 |
|
| R2 |
1.0316 |
1.0316 |
1.0201 |
|
| R1 |
1.0248 |
1.0248 |
1.0191 |
1.0282 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0217 |
| S1 |
1.0132 |
1.0132 |
1.0169 |
1.0166 |
| S2 |
1.0084 |
1.0084 |
1.0159 |
|
| S3 |
0.9968 |
1.0016 |
1.0148 |
|
| S4 |
0.9852 |
0.9900 |
1.0116 |
|
|
| 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% |
0.0170 |
1.7% |
8% |
False |
False |
180 |
| 10 |
1.0569 |
0.9980 |
0.0589 |
5.8% |
0.0147 |
1.4% |
34% |
False |
False |
132 |
| 20 |
1.0569 |
0.9467 |
0.1102 |
10.8% |
0.0136 |
1.3% |
65% |
False |
False |
98 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0112 |
1.1% |
71% |
False |
False |
66 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0075 |
0.7% |
71% |
False |
False |
46 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0056 |
0.6% |
65% |
False |
False |
35 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0045 |
0.4% |
65% |
False |
False |
28 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.4% |
0.0038 |
0.4% |
65% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0761 |
|
2.618 |
1.0572 |
|
1.618 |
1.0456 |
|
1.000 |
1.0384 |
|
0.618 |
1.0340 |
|
HIGH |
1.0268 |
|
0.618 |
1.0224 |
|
0.500 |
1.0210 |
|
0.382 |
1.0196 |
|
LOW |
1.0152 |
|
0.618 |
1.0080 |
|
1.000 |
1.0036 |
|
1.618 |
0.9964 |
|
2.618 |
0.9848 |
|
4.250 |
0.9659 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0318 |
| PP |
1.0200 |
1.0272 |
| S1 |
1.0190 |
1.0226 |
|