CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0332 |
0.0079 |
0.8% |
1.0417 |
| High |
1.0345 |
1.0400 |
0.0055 |
0.5% |
1.0431 |
| Low |
1.0180 |
1.0291 |
0.0111 |
1.1% |
1.0172 |
| Close |
1.0322 |
1.0377 |
0.0055 |
0.5% |
1.0377 |
| Range |
0.0165 |
0.0109 |
-0.0056 |
-33.9% |
0.0259 |
| ATR |
0.0151 |
0.0148 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
91,733 |
11,075 |
-80,658 |
-87.9% |
526,915 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0683 |
1.0639 |
1.0437 |
|
| R3 |
1.0574 |
1.0530 |
1.0407 |
|
| R2 |
1.0465 |
1.0465 |
1.0397 |
|
| R1 |
1.0421 |
1.0421 |
1.0387 |
1.0443 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0367 |
| S1 |
1.0312 |
1.0312 |
1.0367 |
1.0334 |
| S2 |
1.0247 |
1.0247 |
1.0357 |
|
| S3 |
1.0138 |
1.0203 |
1.0347 |
|
| S4 |
1.0029 |
1.0094 |
1.0317 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.0999 |
1.0519 |
|
| R3 |
1.0845 |
1.0740 |
1.0448 |
|
| R2 |
1.0586 |
1.0586 |
1.0424 |
|
| R1 |
1.0481 |
1.0481 |
1.0401 |
1.0404 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0288 |
| S1 |
1.0222 |
1.0222 |
1.0353 |
1.0145 |
| S2 |
1.0068 |
1.0068 |
1.0330 |
|
| S3 |
0.9809 |
0.9963 |
1.0306 |
|
| S4 |
0.9550 |
0.9704 |
1.0235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0431 |
1.0172 |
0.0259 |
2.5% |
0.0154 |
1.5% |
79% |
False |
False |
105,383 |
| 10 |
1.0723 |
1.0172 |
0.0551 |
5.3% |
0.0153 |
1.5% |
37% |
False |
False |
95,422 |
| 20 |
1.0745 |
1.0172 |
0.0573 |
5.5% |
0.0134 |
1.3% |
36% |
False |
False |
94,800 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0156 |
1.5% |
45% |
False |
False |
120,227 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0143 |
1.4% |
45% |
False |
False |
117,497 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0136 |
1.3% |
45% |
False |
False |
102,095 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0132 |
1.3% |
45% |
False |
False |
81,721 |
| 120 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0122 |
1.2% |
45% |
False |
False |
68,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0685 |
|
1.618 |
1.0576 |
|
1.000 |
1.0509 |
|
0.618 |
1.0467 |
|
HIGH |
1.0400 |
|
0.618 |
1.0358 |
|
0.500 |
1.0346 |
|
0.382 |
1.0333 |
|
LOW |
1.0291 |
|
0.618 |
1.0224 |
|
1.000 |
1.0182 |
|
1.618 |
1.0115 |
|
2.618 |
1.0006 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0347 |
| PP |
1.0356 |
1.0316 |
| S1 |
1.0346 |
1.0286 |
|