CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0343 |
-0.0074 |
-0.7% |
1.0584 |
| High |
1.0431 |
1.0369 |
-0.0062 |
-0.6% |
1.0649 |
| Low |
1.0247 |
1.0253 |
0.0006 |
0.1% |
1.0410 |
| Close |
1.0254 |
1.0316 |
0.0062 |
0.6% |
1.0430 |
| Range |
0.0184 |
0.0116 |
-0.0068 |
-37.0% |
0.0239 |
| ATR |
0.0149 |
0.0147 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
140,772 |
127,739 |
-13,033 |
-9.3% |
327,273 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0604 |
1.0380 |
|
| R3 |
1.0545 |
1.0488 |
1.0348 |
|
| R2 |
1.0429 |
1.0429 |
1.0337 |
|
| R1 |
1.0372 |
1.0372 |
1.0327 |
1.0343 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0298 |
| S1 |
1.0256 |
1.0256 |
1.0305 |
1.0227 |
| S2 |
1.0197 |
1.0197 |
1.0295 |
|
| S3 |
1.0081 |
1.0140 |
1.0284 |
|
| S4 |
0.9965 |
1.0024 |
1.0252 |
|
|
| 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% |
0.0159 |
1.5% |
17% |
False |
False |
119,156 |
| 10 |
1.0745 |
1.0247 |
0.0498 |
4.8% |
0.0134 |
1.3% |
14% |
False |
False |
95,434 |
| 20 |
1.0745 |
1.0247 |
0.0498 |
4.8% |
0.0135 |
1.3% |
14% |
False |
False |
98,274 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0153 |
1.5% |
39% |
False |
False |
121,642 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0140 |
1.4% |
39% |
False |
False |
117,497 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0135 |
1.3% |
39% |
False |
False |
98,878 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0130 |
1.3% |
39% |
False |
False |
79,140 |
| 120 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0120 |
1.2% |
39% |
False |
False |
65,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0673 |
|
1.618 |
1.0557 |
|
1.000 |
1.0485 |
|
0.618 |
1.0441 |
|
HIGH |
1.0369 |
|
0.618 |
1.0325 |
|
0.500 |
1.0311 |
|
0.382 |
1.0297 |
|
LOW |
1.0253 |
|
0.618 |
1.0181 |
|
1.000 |
1.0137 |
|
1.618 |
1.0065 |
|
2.618 |
0.9949 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0314 |
1.0436 |
| PP |
1.0313 |
1.0396 |
| S1 |
1.0311 |
1.0356 |
|