CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0253 |
-0.0052 |
-0.5% |
1.0584 |
| High |
1.0366 |
1.0345 |
-0.0021 |
-0.2% |
1.0649 |
| Low |
1.0172 |
1.0180 |
0.0008 |
0.1% |
1.0410 |
| Close |
1.0245 |
1.0322 |
0.0077 |
0.8% |
1.0430 |
| Range |
0.0194 |
0.0165 |
-0.0029 |
-14.9% |
0.0239 |
| ATR |
0.0150 |
0.0151 |
0.0001 |
0.7% |
0.0000 |
| Volume |
155,596 |
91,733 |
-63,863 |
-41.0% |
327,273 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0715 |
1.0413 |
|
| R3 |
1.0612 |
1.0550 |
1.0367 |
|
| R2 |
1.0447 |
1.0447 |
1.0352 |
|
| R1 |
1.0385 |
1.0385 |
1.0337 |
1.0416 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0298 |
| S1 |
1.0220 |
1.0220 |
1.0307 |
1.0251 |
| S2 |
1.0117 |
1.0117 |
1.0292 |
|
| S3 |
0.9952 |
1.0055 |
1.0277 |
|
| S4 |
0.9787 |
0.9890 |
1.0231 |
|
|
| 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 |
1.0625 |
1.0172 |
0.0453 |
4.4% |
0.0175 |
1.7% |
33% |
False |
False |
130,766 |
| 10 |
1.0745 |
1.0172 |
0.0573 |
5.6% |
0.0153 |
1.5% |
26% |
False |
False |
104,232 |
| 20 |
1.0745 |
1.0172 |
0.0573 |
5.6% |
0.0139 |
1.3% |
26% |
False |
False |
100,476 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0157 |
1.5% |
40% |
False |
False |
122,886 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0142 |
1.4% |
40% |
False |
False |
118,839 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0136 |
1.3% |
40% |
False |
False |
101,964 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0132 |
1.3% |
40% |
False |
False |
81,611 |
| 120 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0121 |
1.2% |
40% |
False |
False |
68,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1046 |
|
2.618 |
1.0777 |
|
1.618 |
1.0612 |
|
1.000 |
1.0510 |
|
0.618 |
1.0447 |
|
HIGH |
1.0345 |
|
0.618 |
1.0282 |
|
0.500 |
1.0263 |
|
0.382 |
1.0243 |
|
LOW |
1.0180 |
|
0.618 |
1.0078 |
|
1.000 |
1.0015 |
|
1.618 |
0.9913 |
|
2.618 |
0.9748 |
|
4.250 |
0.9479 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0302 |
1.0305 |
| PP |
1.0282 |
1.0288 |
| S1 |
1.0263 |
1.0271 |
|