CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
0.9645 |
-0.0301 |
-3.0% |
1.0186 |
| High |
1.0024 |
0.9767 |
-0.0257 |
-2.6% |
1.0205 |
| Low |
0.9590 |
0.9570 |
-0.0020 |
-0.2% |
0.9570 |
| Close |
0.9615 |
0.9635 |
0.0020 |
0.2% |
0.9635 |
| Range |
0.0434 |
0.0197 |
-0.0237 |
-54.6% |
0.0635 |
| ATR |
0.0172 |
0.0174 |
0.0002 |
1.0% |
0.0000 |
| Volume |
237,366 |
213,783 |
-23,583 |
-9.9% |
827,681 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0139 |
0.9743 |
|
| R3 |
1.0051 |
0.9942 |
0.9689 |
|
| R2 |
0.9854 |
0.9854 |
0.9671 |
|
| R1 |
0.9745 |
0.9745 |
0.9653 |
0.9701 |
| PP |
0.9657 |
0.9657 |
0.9657 |
0.9636 |
| S1 |
0.9548 |
0.9548 |
0.9617 |
0.9504 |
| S2 |
0.9460 |
0.9460 |
0.9599 |
|
| S3 |
0.9263 |
0.9351 |
0.9581 |
|
| S4 |
0.9066 |
0.9154 |
0.9527 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1307 |
0.9984 |
|
| R3 |
1.1073 |
1.0672 |
0.9810 |
|
| R2 |
1.0438 |
1.0438 |
0.9751 |
|
| R1 |
1.0037 |
1.0037 |
0.9693 |
0.9920 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9745 |
| S1 |
0.9402 |
0.9402 |
0.9577 |
0.9285 |
| S2 |
0.9168 |
0.9168 |
0.9519 |
|
| S3 |
0.8533 |
0.8767 |
0.9460 |
|
| S4 |
0.7898 |
0.8132 |
0.9286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0205 |
0.9570 |
0.0635 |
6.6% |
0.0240 |
2.5% |
10% |
False |
True |
165,536 |
| 10 |
1.0319 |
0.9570 |
0.0749 |
7.8% |
0.0195 |
2.0% |
9% |
False |
True |
110,272 |
| 20 |
1.0630 |
0.9570 |
0.1060 |
11.0% |
0.0159 |
1.7% |
6% |
False |
True |
57,772 |
| 40 |
1.0866 |
0.9570 |
0.1296 |
13.5% |
0.0156 |
1.6% |
5% |
False |
True |
28,985 |
| 60 |
1.0875 |
0.9570 |
0.1305 |
13.5% |
0.0132 |
1.4% |
5% |
False |
True |
19,354 |
| 80 |
1.0875 |
0.9570 |
0.1305 |
13.5% |
0.0114 |
1.2% |
5% |
False |
True |
14,527 |
| 100 |
1.0875 |
0.9570 |
0.1305 |
13.5% |
0.0091 |
0.9% |
5% |
False |
True |
11,624 |
| 120 |
1.0875 |
0.9570 |
0.1305 |
13.5% |
0.0076 |
0.8% |
5% |
False |
True |
9,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0283 |
|
1.618 |
1.0086 |
|
1.000 |
0.9964 |
|
0.618 |
0.9889 |
|
HIGH |
0.9767 |
|
0.618 |
0.9692 |
|
0.500 |
0.9669 |
|
0.382 |
0.9645 |
|
LOW |
0.9570 |
|
0.618 |
0.9448 |
|
1.000 |
0.9373 |
|
1.618 |
0.9251 |
|
2.618 |
0.9054 |
|
4.250 |
0.8733 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9669 |
0.9877 |
| PP |
0.9657 |
0.9796 |
| S1 |
0.9646 |
0.9716 |
|