CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 26-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.0198 |
1.0136 |
-0.0062 |
-0.6% |
1.0069 |
High |
1.0198 |
1.0136 |
-0.0062 |
-0.6% |
1.0073 |
Low |
1.0198 |
1.0136 |
-0.0062 |
-0.6% |
0.9958 |
Close |
1.0198 |
1.0136 |
-0.0062 |
-0.6% |
1.0073 |
Range |
|
|
|
|
|
ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0136 |
1.0136 |
1.0136 |
|
R3 |
1.0136 |
1.0136 |
1.0136 |
|
R2 |
1.0136 |
1.0136 |
1.0136 |
|
R1 |
1.0136 |
1.0136 |
1.0136 |
1.0136 |
PP |
1.0136 |
1.0136 |
1.0136 |
1.0136 |
S1 |
1.0136 |
1.0136 |
1.0136 |
1.0136 |
S2 |
1.0136 |
1.0136 |
1.0136 |
|
S3 |
1.0136 |
1.0136 |
1.0136 |
|
S4 |
1.0136 |
1.0136 |
1.0136 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0380 |
1.0341 |
1.0136 |
|
R3 |
1.0265 |
1.0226 |
1.0105 |
|
R2 |
1.0150 |
1.0150 |
1.0094 |
|
R1 |
1.0111 |
1.0111 |
1.0084 |
1.0131 |
PP |
1.0035 |
1.0035 |
1.0035 |
1.0044 |
S1 |
0.9996 |
0.9996 |
1.0062 |
1.0016 |
S2 |
0.9920 |
0.9920 |
1.0052 |
|
S3 |
0.9805 |
0.9881 |
1.0041 |
|
S4 |
0.9690 |
0.9766 |
1.0010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0218 |
0.9995 |
0.0223 |
2.2% |
0.0000 |
0.0% |
63% |
False |
False |
1 |
10 |
1.0218 |
0.9937 |
0.0281 |
2.8% |
0.0000 |
0.0% |
71% |
False |
False |
1 |
20 |
1.0218 |
0.9172 |
0.1046 |
10.3% |
0.0000 |
0.0% |
92% |
False |
False |
1 |
40 |
1.0398 |
0.9172 |
0.1226 |
12.1% |
0.0001 |
0.0% |
79% |
False |
False |
3 |
60 |
1.0398 |
0.9172 |
0.1226 |
12.1% |
0.0003 |
0.0% |
79% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0136 |
2.618 |
1.0136 |
1.618 |
1.0136 |
1.000 |
1.0136 |
0.618 |
1.0136 |
HIGH |
1.0136 |
0.618 |
1.0136 |
0.500 |
1.0136 |
0.382 |
1.0136 |
LOW |
1.0136 |
0.618 |
1.0136 |
1.000 |
1.0136 |
1.618 |
1.0136 |
2.618 |
1.0136 |
4.250 |
1.0136 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0136 |
1.0177 |
PP |
1.0136 |
1.0163 |
S1 |
1.0136 |
1.0150 |
|