CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
0.9946 |
-0.0211 |
-2.1% |
1.0316 |
| High |
1.0183 |
1.0024 |
-0.0159 |
-1.6% |
1.0319 |
| Low |
0.9925 |
0.9590 |
-0.0335 |
-3.4% |
1.0066 |
| Close |
1.0024 |
0.9615 |
-0.0409 |
-4.1% |
1.0265 |
| Range |
0.0258 |
0.0434 |
0.0176 |
68.2% |
0.0253 |
| ATR |
0.0152 |
0.0172 |
0.0020 |
13.2% |
0.0000 |
| Volume |
148,096 |
237,366 |
89,270 |
60.3% |
275,040 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0764 |
0.9854 |
|
| R3 |
1.0611 |
1.0330 |
0.9734 |
|
| R2 |
1.0177 |
1.0177 |
0.9695 |
|
| R1 |
0.9896 |
0.9896 |
0.9655 |
0.9820 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9705 |
| S1 |
0.9462 |
0.9462 |
0.9575 |
0.9386 |
| S2 |
0.9309 |
0.9309 |
0.9535 |
|
| S3 |
0.8875 |
0.9028 |
0.9496 |
|
| S4 |
0.8441 |
0.8594 |
0.9376 |
|
|
| 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 |
0.9590 |
0.0695 |
7.2% |
0.0221 |
2.3% |
4% |
False |
True |
141,226 |
| 10 |
1.0508 |
0.9590 |
0.0918 |
9.5% |
0.0197 |
2.0% |
3% |
False |
True |
90,587 |
| 20 |
1.0630 |
0.9590 |
0.1040 |
10.8% |
0.0153 |
1.6% |
2% |
False |
True |
47,086 |
| 40 |
1.0875 |
0.9590 |
0.1285 |
13.4% |
0.0153 |
1.6% |
2% |
False |
True |
23,643 |
| 60 |
1.0875 |
0.9590 |
0.1285 |
13.4% |
0.0131 |
1.4% |
2% |
False |
True |
15,792 |
| 80 |
1.0875 |
0.9590 |
0.1285 |
13.4% |
0.0111 |
1.2% |
2% |
False |
True |
11,855 |
| 100 |
1.0875 |
0.9590 |
0.1285 |
13.4% |
0.0090 |
0.9% |
2% |
False |
True |
9,486 |
| 120 |
1.0875 |
0.9590 |
0.1285 |
13.4% |
0.0075 |
0.8% |
2% |
False |
True |
7,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1869 |
|
2.618 |
1.1160 |
|
1.618 |
1.0726 |
|
1.000 |
1.0458 |
|
0.618 |
1.0292 |
|
HIGH |
1.0024 |
|
0.618 |
0.9858 |
|
0.500 |
0.9807 |
|
0.382 |
0.9756 |
|
LOW |
0.9590 |
|
0.618 |
0.9322 |
|
1.000 |
0.9156 |
|
1.618 |
0.8888 |
|
2.618 |
0.8454 |
|
4.250 |
0.7746 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9807 |
0.9896 |
| PP |
0.9743 |
0.9802 |
| S1 |
0.9679 |
0.9709 |
|