CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0242 |
-0.0004 |
0.0% |
1.0490 |
| High |
1.0246 |
1.0242 |
-0.0004 |
0.0% |
1.0490 |
| Low |
1.0180 |
1.0136 |
-0.0044 |
-0.4% |
1.0045 |
| Close |
1.0242 |
1.0226 |
-0.0016 |
-0.2% |
1.0242 |
| Range |
0.0066 |
0.0106 |
0.0040 |
60.6% |
0.0445 |
| ATR |
0.0157 |
0.0154 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
147 |
11 |
-136 |
-92.5% |
1,129 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0479 |
1.0284 |
|
| R3 |
1.0413 |
1.0373 |
1.0255 |
|
| R2 |
1.0307 |
1.0307 |
1.0245 |
|
| R1 |
1.0267 |
1.0267 |
1.0236 |
1.0234 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0185 |
| S1 |
1.0161 |
1.0161 |
1.0216 |
1.0128 |
| S2 |
1.0095 |
1.0095 |
1.0207 |
|
| S3 |
0.9989 |
1.0055 |
1.0197 |
|
| S4 |
0.9883 |
0.9949 |
1.0168 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1363 |
1.0487 |
|
| R3 |
1.1149 |
1.0918 |
1.0364 |
|
| R2 |
1.0704 |
1.0704 |
1.0324 |
|
| R1 |
1.0473 |
1.0473 |
1.0283 |
1.0366 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0206 |
| S1 |
1.0028 |
1.0028 |
1.0201 |
0.9921 |
| S2 |
0.9814 |
0.9814 |
1.0160 |
|
| S3 |
0.9369 |
0.9583 |
1.0120 |
|
| S4 |
0.8924 |
0.9138 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0394 |
1.0045 |
0.0349 |
3.4% |
0.0156 |
1.5% |
52% |
False |
False |
174 |
| 10 |
1.0569 |
1.0045 |
0.0524 |
5.1% |
0.0144 |
1.4% |
35% |
False |
False |
156 |
| 20 |
1.0569 |
0.9740 |
0.0829 |
8.1% |
0.0144 |
1.4% |
59% |
False |
False |
103 |
| 40 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0122 |
1.2% |
74% |
False |
False |
76 |
| 60 |
1.0569 |
0.9233 |
0.1336 |
13.1% |
0.0082 |
0.8% |
74% |
False |
False |
52 |
| 80 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0062 |
0.6% |
68% |
False |
False |
40 |
| 100 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0049 |
0.5% |
68% |
False |
False |
32 |
| 120 |
1.0696 |
0.9233 |
0.1463 |
14.3% |
0.0041 |
0.4% |
68% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0520 |
|
1.618 |
1.0414 |
|
1.000 |
1.0348 |
|
0.618 |
1.0308 |
|
HIGH |
1.0242 |
|
0.618 |
1.0202 |
|
0.500 |
1.0189 |
|
0.382 |
1.0176 |
|
LOW |
1.0136 |
|
0.618 |
1.0070 |
|
1.000 |
1.0030 |
|
1.618 |
0.9964 |
|
2.618 |
0.9858 |
|
4.250 |
0.9686 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0207 |
| PP |
1.0201 |
1.0187 |
| S1 |
1.0189 |
1.0168 |
|