CME Australian Dollar Future December 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 |
1.0194 |
1.0150 |
-0.0044 |
-0.4% |
1.0468 |
| High |
1.0261 |
1.0236 |
-0.0025 |
-0.2% |
1.0533 |
| Low |
1.0066 |
1.0072 |
0.0006 |
0.1% |
1.0297 |
| Close |
1.0138 |
1.0211 |
0.0073 |
0.7% |
1.0317 |
| Range |
0.0195 |
0.0164 |
-0.0031 |
-15.9% |
0.0236 |
| ATR |
0.0139 |
0.0140 |
0.0002 |
1.3% |
0.0000 |
| Volume |
43,430 |
87,825 |
44,395 |
102.2% |
49,404 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0602 |
1.0301 |
|
| R3 |
1.0501 |
1.0438 |
1.0256 |
|
| R2 |
1.0337 |
1.0337 |
1.0241 |
|
| R1 |
1.0274 |
1.0274 |
1.0226 |
1.0306 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0189 |
| S1 |
1.0110 |
1.0110 |
1.0196 |
1.0142 |
| S2 |
1.0009 |
1.0009 |
1.0181 |
|
| S3 |
0.9845 |
0.9946 |
1.0166 |
|
| S4 |
0.9681 |
0.9782 |
1.0121 |
|
|
| 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 |
1.0508 |
1.0066 |
0.0442 |
4.3% |
0.0172 |
1.7% |
33% |
False |
False |
39,948 |
| 10 |
1.0630 |
1.0066 |
0.0564 |
5.5% |
0.0147 |
1.4% |
26% |
False |
False |
23,406 |
| 20 |
1.0630 |
1.0066 |
0.0564 |
5.5% |
0.0127 |
1.2% |
26% |
False |
False |
11,819 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0138 |
1.4% |
39% |
False |
False |
5,996 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0118 |
1.2% |
39% |
False |
False |
4,029 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0097 |
1.0% |
39% |
False |
False |
3,029 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0079 |
0.8% |
39% |
False |
False |
2,425 |
| 120 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0065 |
0.6% |
39% |
False |
False |
2,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0933 |
|
2.618 |
1.0665 |
|
1.618 |
1.0501 |
|
1.000 |
1.0400 |
|
0.618 |
1.0337 |
|
HIGH |
1.0236 |
|
0.618 |
1.0173 |
|
0.500 |
1.0154 |
|
0.382 |
1.0135 |
|
LOW |
1.0072 |
|
0.618 |
0.9971 |
|
1.000 |
0.9908 |
|
1.618 |
0.9807 |
|
2.618 |
0.9643 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0192 |
1.0195 |
| PP |
1.0173 |
1.0179 |
| S1 |
1.0154 |
1.0164 |
|