CME Australian Dollar Future June 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 |
1.0331 |
1.0098 |
-0.0233 |
-2.3% |
1.0218 |
High |
1.0331 |
1.0098 |
-0.0233 |
-2.3% |
1.0454 |
Low |
1.0331 |
1.0098 |
-0.0233 |
-2.3% |
1.0136 |
Close |
1.0331 |
1.0098 |
-0.0233 |
-2.3% |
1.0446 |
Range |
|
|
|
|
|
ATR |
0.0094 |
0.0104 |
0.0010 |
10.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0098 |
1.0098 |
1.0098 |
|
R3 |
1.0098 |
1.0098 |
1.0098 |
|
R2 |
1.0098 |
1.0098 |
1.0098 |
|
R1 |
1.0098 |
1.0098 |
1.0098 |
1.0098 |
PP |
1.0098 |
1.0098 |
1.0098 |
1.0098 |
S1 |
1.0098 |
1.0098 |
1.0098 |
1.0098 |
S2 |
1.0098 |
1.0098 |
1.0098 |
|
S3 |
1.0098 |
1.0098 |
1.0098 |
|
S4 |
1.0098 |
1.0098 |
1.0098 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1299 |
1.1191 |
1.0621 |
|
R3 |
1.0981 |
1.0873 |
1.0533 |
|
R2 |
1.0663 |
1.0663 |
1.0504 |
|
R1 |
1.0555 |
1.0555 |
1.0475 |
1.0609 |
PP |
1.0345 |
1.0345 |
1.0345 |
1.0373 |
S1 |
1.0237 |
1.0237 |
1.0417 |
1.0291 |
S2 |
1.0027 |
1.0027 |
1.0388 |
|
S3 |
0.9709 |
0.9919 |
1.0359 |
|
S4 |
0.9391 |
0.9601 |
1.0271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0454 |
1.0098 |
0.0356 |
3.5% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.0454 |
0.9958 |
0.0496 |
4.9% |
0.0000 |
0.0% |
28% |
False |
False |
1 |
20 |
1.0454 |
0.9409 |
0.1045 |
10.3% |
0.0000 |
0.0% |
66% |
False |
False |
1 |
40 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0001 |
0.0% |
72% |
False |
False |
3 |
60 |
1.0454 |
0.9172 |
0.1282 |
12.7% |
0.0001 |
0.0% |
72% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0098 |
2.618 |
1.0098 |
1.618 |
1.0098 |
1.000 |
1.0098 |
0.618 |
1.0098 |
HIGH |
1.0098 |
0.618 |
1.0098 |
0.500 |
1.0098 |
0.382 |
1.0098 |
LOW |
1.0098 |
0.618 |
1.0098 |
1.000 |
1.0098 |
1.618 |
1.0098 |
2.618 |
1.0098 |
4.250 |
1.0098 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0098 |
1.0275 |
PP |
1.0098 |
1.0216 |
S1 |
1.0098 |
1.0157 |
|