CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0105 |
-0.0047 |
-0.5% |
1.0144 |
| High |
1.0268 |
1.0290 |
0.0022 |
0.2% |
1.0569 |
| Low |
1.0152 |
1.0045 |
-0.0107 |
-1.1% |
1.0140 |
| Close |
1.0180 |
1.0260 |
0.0080 |
0.8% |
1.0541 |
| Range |
0.0116 |
0.0245 |
0.0129 |
111.2% |
0.0429 |
| ATR |
0.0157 |
0.0163 |
0.0006 |
4.0% |
0.0000 |
| Volume |
367 |
255 |
-112 |
-30.5% |
459 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0933 |
1.0842 |
1.0395 |
|
| R3 |
1.0688 |
1.0597 |
1.0327 |
|
| R2 |
1.0443 |
1.0443 |
1.0305 |
|
| R1 |
1.0352 |
1.0352 |
1.0282 |
1.0398 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0221 |
| S1 |
1.0107 |
1.0107 |
1.0238 |
1.0153 |
| S2 |
0.9953 |
0.9953 |
1.0215 |
|
| S3 |
0.9708 |
0.9862 |
1.0193 |
|
| S4 |
0.9463 |
0.9617 |
1.0125 |
|
|
| 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 |
1.0556 |
1.0045 |
0.0511 |
5.0% |
0.0163 |
1.6% |
42% |
False |
True |
219 |
| 10 |
1.0569 |
1.0045 |
0.0524 |
5.1% |
0.0157 |
1.5% |
41% |
False |
True |
147 |
| 20 |
1.0569 |
0.9556 |
0.1013 |
9.9% |
0.0144 |
1.4% |
69% |
False |
False |
109 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0118 |
1.2% |
77% |
False |
False |
73 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.0% |
0.0079 |
0.8% |
77% |
False |
False |
50 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0059 |
0.6% |
70% |
False |
False |
38 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0047 |
0.5% |
70% |
False |
False |
31 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0040 |
0.4% |
70% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.0931 |
|
1.618 |
1.0686 |
|
1.000 |
1.0535 |
|
0.618 |
1.0441 |
|
HIGH |
1.0290 |
|
0.618 |
1.0196 |
|
0.500 |
1.0168 |
|
0.382 |
1.0139 |
|
LOW |
1.0045 |
|
0.618 |
0.9894 |
|
1.000 |
0.9800 |
|
1.618 |
0.9649 |
|
2.618 |
0.9404 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0247 |
| PP |
1.0198 |
1.0233 |
| S1 |
1.0168 |
1.0220 |
|