CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0186 |
-0.0034 |
-0.3% |
1.0316 |
| High |
1.0285 |
1.0205 |
-0.0080 |
-0.8% |
1.0319 |
| Low |
1.0181 |
1.0056 |
-0.0125 |
-1.2% |
1.0066 |
| Close |
1.0265 |
1.0068 |
-0.0197 |
-1.9% |
1.0265 |
| Range |
0.0104 |
0.0149 |
0.0045 |
43.3% |
0.0253 |
| ATR |
0.0138 |
0.0143 |
0.0005 |
3.7% |
0.0000 |
| Volume |
92,232 |
110,728 |
18,496 |
20.1% |
275,040 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0461 |
1.0150 |
|
| R3 |
1.0408 |
1.0312 |
1.0109 |
|
| R2 |
1.0259 |
1.0259 |
1.0095 |
|
| R1 |
1.0163 |
1.0163 |
1.0082 |
1.0137 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0096 |
| S1 |
1.0014 |
1.0014 |
1.0054 |
0.9988 |
| S2 |
0.9961 |
0.9961 |
1.0041 |
|
| S3 |
0.9812 |
0.9865 |
1.0027 |
|
| S4 |
0.9663 |
0.9716 |
0.9986 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0873 |
1.0404 |
|
| R3 |
1.0723 |
1.0620 |
1.0335 |
|
| R2 |
1.0470 |
1.0470 |
1.0311 |
|
| R1 |
1.0367 |
1.0367 |
1.0288 |
1.0292 |
| PP |
1.0217 |
1.0217 |
1.0217 |
1.0179 |
| S1 |
1.0114 |
1.0114 |
1.0242 |
1.0039 |
| S2 |
0.9964 |
0.9964 |
1.0219 |
|
| S3 |
0.9711 |
0.9861 |
1.0195 |
|
| S4 |
0.9458 |
0.9608 |
1.0126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0285 |
1.0056 |
0.0229 |
2.3% |
0.0145 |
1.4% |
5% |
False |
True |
72,483 |
| 10 |
1.0533 |
1.0056 |
0.0477 |
4.7% |
0.0153 |
1.5% |
3% |
False |
True |
43,517 |
| 20 |
1.0630 |
1.0056 |
0.0574 |
5.7% |
0.0126 |
1.3% |
2% |
False |
True |
21,957 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0140 |
1.4% |
25% |
False |
False |
11,067 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0120 |
1.2% |
25% |
False |
False |
7,410 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0100 |
1.0% |
25% |
False |
False |
5,566 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0081 |
0.8% |
25% |
False |
False |
4,454 |
| 120 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0068 |
0.7% |
25% |
False |
False |
3,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0838 |
|
2.618 |
1.0595 |
|
1.618 |
1.0446 |
|
1.000 |
1.0354 |
|
0.618 |
1.0297 |
|
HIGH |
1.0205 |
|
0.618 |
1.0148 |
|
0.500 |
1.0131 |
|
0.382 |
1.0113 |
|
LOW |
1.0056 |
|
0.618 |
0.9964 |
|
1.000 |
0.9907 |
|
1.618 |
0.9815 |
|
2.618 |
0.9666 |
|
4.250 |
0.9423 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0171 |
| PP |
1.0110 |
1.0136 |
| S1 |
1.0089 |
1.0102 |
|