CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0531 |
1.0456 |
-0.0075 |
-0.7% |
1.0468 |
| High |
1.0533 |
1.0508 |
-0.0025 |
-0.2% |
1.0533 |
| Low |
1.0441 |
1.0297 |
-0.0144 |
-1.4% |
1.0297 |
| Close |
1.0455 |
1.0317 |
-0.0138 |
-1.3% |
1.0317 |
| Range |
0.0092 |
0.0211 |
0.0119 |
129.3% |
0.0236 |
| ATR |
0.0127 |
0.0133 |
0.0006 |
4.8% |
0.0000 |
| Volume |
8,816 |
16,935 |
8,119 |
92.1% |
49,404 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0873 |
1.0433 |
|
| R3 |
1.0796 |
1.0662 |
1.0375 |
|
| R2 |
1.0585 |
1.0585 |
1.0356 |
|
| R1 |
1.0451 |
1.0451 |
1.0336 |
1.0413 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0355 |
| S1 |
1.0240 |
1.0240 |
1.0298 |
1.0202 |
| S2 |
1.0163 |
1.0163 |
1.0278 |
|
| S3 |
0.9952 |
1.0029 |
1.0259 |
|
| S4 |
0.9741 |
0.9818 |
1.0201 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.0940 |
1.0447 |
|
| R3 |
1.0854 |
1.0704 |
1.0382 |
|
| R2 |
1.0618 |
1.0618 |
1.0360 |
|
| R1 |
1.0468 |
1.0468 |
1.0339 |
1.0425 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0361 |
| S1 |
1.0232 |
1.0232 |
1.0295 |
1.0189 |
| S2 |
1.0146 |
1.0146 |
1.0274 |
|
| S3 |
0.9910 |
0.9996 |
1.0252 |
|
| S4 |
0.9674 |
0.9760 |
1.0187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0608 |
1.0297 |
0.0311 |
3.0% |
0.0147 |
1.4% |
6% |
False |
True |
10,055 |
| 10 |
1.0630 |
1.0294 |
0.0336 |
3.3% |
0.0123 |
1.2% |
7% |
False |
False |
5,272 |
| 20 |
1.0630 |
1.0136 |
0.0494 |
4.8% |
0.0113 |
1.1% |
37% |
False |
False |
2,701 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0129 |
1.3% |
48% |
False |
False |
1,442 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0112 |
1.1% |
48% |
False |
False |
989 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0089 |
0.9% |
48% |
False |
False |
744 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0072 |
0.7% |
48% |
False |
False |
597 |
| 120 |
1.0875 |
0.9786 |
0.1089 |
10.6% |
0.0061 |
0.6% |
49% |
False |
False |
498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1405 |
|
2.618 |
1.1060 |
|
1.618 |
1.0849 |
|
1.000 |
1.0719 |
|
0.618 |
1.0638 |
|
HIGH |
1.0508 |
|
0.618 |
1.0427 |
|
0.500 |
1.0403 |
|
0.382 |
1.0378 |
|
LOW |
1.0297 |
|
0.618 |
1.0167 |
|
1.000 |
1.0086 |
|
1.618 |
0.9956 |
|
2.618 |
0.9745 |
|
4.250 |
0.9400 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0415 |
| PP |
1.0374 |
1.0382 |
| S1 |
1.0346 |
1.0350 |
|