CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0569 |
1.0417 |
-0.0152 |
-1.4% |
1.0584 |
| High |
1.0625 |
1.0431 |
-0.0194 |
-1.8% |
1.0649 |
| Low |
1.0410 |
1.0247 |
-0.0163 |
-1.6% |
1.0410 |
| Close |
1.0430 |
1.0254 |
-0.0176 |
-1.7% |
1.0430 |
| Range |
0.0215 |
0.0184 |
-0.0031 |
-14.4% |
0.0239 |
| ATR |
0.0147 |
0.0149 |
0.0003 |
1.8% |
0.0000 |
| Volume |
137,990 |
140,772 |
2,782 |
2.0% |
327,273 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0863 |
1.0742 |
1.0355 |
|
| R3 |
1.0679 |
1.0558 |
1.0305 |
|
| R2 |
1.0495 |
1.0495 |
1.0288 |
|
| R1 |
1.0374 |
1.0374 |
1.0271 |
1.0343 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0295 |
| S1 |
1.0190 |
1.0190 |
1.0237 |
1.0159 |
| S2 |
1.0127 |
1.0127 |
1.0220 |
|
| S3 |
0.9943 |
1.0006 |
1.0203 |
|
| S4 |
0.9759 |
0.9822 |
1.0153 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1061 |
1.0561 |
|
| R3 |
1.0974 |
1.0822 |
1.0496 |
|
| R2 |
1.0735 |
1.0735 |
1.0474 |
|
| R1 |
1.0583 |
1.0583 |
1.0452 |
1.0540 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0475 |
| S1 |
1.0344 |
1.0344 |
1.0408 |
1.0301 |
| S2 |
1.0257 |
1.0257 |
1.0386 |
|
| S3 |
1.0018 |
1.0105 |
1.0364 |
|
| S4 |
0.9779 |
0.9866 |
1.0299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0649 |
1.0247 |
0.0402 |
3.9% |
0.0166 |
1.6% |
2% |
False |
True |
93,609 |
| 10 |
1.0745 |
1.0247 |
0.0498 |
4.9% |
0.0132 |
1.3% |
1% |
False |
True |
88,607 |
| 20 |
1.0745 |
1.0247 |
0.0498 |
4.9% |
0.0137 |
1.3% |
1% |
False |
True |
96,163 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0153 |
1.5% |
34% |
False |
False |
120,671 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0140 |
1.4% |
34% |
False |
False |
117,189 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0134 |
1.3% |
34% |
False |
False |
97,285 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0130 |
1.3% |
34% |
False |
False |
77,863 |
| 120 |
1.1005 |
0.9866 |
0.1139 |
11.1% |
0.0119 |
1.2% |
34% |
False |
False |
64,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.0913 |
|
1.618 |
1.0729 |
|
1.000 |
1.0615 |
|
0.618 |
1.0545 |
|
HIGH |
1.0431 |
|
0.618 |
1.0361 |
|
0.500 |
1.0339 |
|
0.382 |
1.0317 |
|
LOW |
1.0247 |
|
0.618 |
1.0133 |
|
1.000 |
1.0063 |
|
1.618 |
0.9949 |
|
2.618 |
0.9765 |
|
4.250 |
0.9465 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0448 |
| PP |
1.0311 |
1.0383 |
| S1 |
1.0282 |
1.0319 |
|