CME Australian Dollar Future September 2011
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0343 |
1.0305 |
-0.0038 |
-0.4% |
1.0584 |
High |
1.0369 |
1.0366 |
-0.0003 |
0.0% |
1.0649 |
Low |
1.0253 |
1.0172 |
-0.0081 |
-0.8% |
1.0410 |
Close |
1.0316 |
1.0245 |
-0.0071 |
-0.7% |
1.0430 |
Range |
0.0116 |
0.0194 |
0.0078 |
67.2% |
0.0239 |
ATR |
0.0147 |
0.0150 |
0.0003 |
2.3% |
0.0000 |
Volume |
127,739 |
155,596 |
27,857 |
21.8% |
327,273 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0843 |
1.0738 |
1.0352 |
|
R3 |
1.0649 |
1.0544 |
1.0298 |
|
R2 |
1.0455 |
1.0455 |
1.0281 |
|
R1 |
1.0350 |
1.0350 |
1.0263 |
1.0306 |
PP |
1.0261 |
1.0261 |
1.0261 |
1.0239 |
S1 |
1.0156 |
1.0156 |
1.0227 |
1.0112 |
S2 |
1.0067 |
1.0067 |
1.0209 |
|
S3 |
0.9873 |
0.9962 |
1.0192 |
|
S4 |
0.9679 |
0.9768 |
1.0138 |
|
|
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 |
1.0172 |
0.0477 |
4.7% |
0.0161 |
1.6% |
15% |
False |
True |
133,631 |
10 |
1.0745 |
1.0172 |
0.0573 |
5.6% |
0.0143 |
1.4% |
13% |
False |
True |
103,000 |
20 |
1.0745 |
1.0172 |
0.0573 |
5.6% |
0.0139 |
1.4% |
13% |
False |
True |
100,621 |
40 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0154 |
1.5% |
33% |
False |
False |
122,665 |
60 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0141 |
1.4% |
33% |
False |
False |
118,629 |
80 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0136 |
1.3% |
33% |
False |
False |
100,821 |
100 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0132 |
1.3% |
33% |
False |
False |
80,694 |
120 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0121 |
1.2% |
33% |
False |
False |
67,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1191 |
2.618 |
1.0874 |
1.618 |
1.0680 |
1.000 |
1.0560 |
0.618 |
1.0486 |
HIGH |
1.0366 |
0.618 |
1.0292 |
0.500 |
1.0269 |
0.382 |
1.0246 |
LOW |
1.0172 |
0.618 |
1.0052 |
1.000 |
0.9978 |
1.618 |
0.9858 |
2.618 |
0.9664 |
4.250 |
0.9348 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0269 |
1.0302 |
PP |
1.0261 |
1.0283 |
S1 |
1.0253 |
1.0264 |
|