CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9645 |
0.9686 |
0.0041 |
0.4% |
1.0186 |
| High |
0.9767 |
0.9739 |
-0.0028 |
-0.3% |
1.0205 |
| Low |
0.9570 |
0.9524 |
-0.0046 |
-0.5% |
0.9570 |
| Close |
0.9635 |
0.9658 |
0.0023 |
0.2% |
0.9635 |
| Range |
0.0197 |
0.0215 |
0.0018 |
9.1% |
0.0635 |
| ATR |
0.0174 |
0.0177 |
0.0003 |
1.7% |
0.0000 |
| Volume |
213,783 |
159,131 |
-54,652 |
-25.6% |
827,681 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0187 |
0.9776 |
|
| R3 |
1.0070 |
0.9972 |
0.9717 |
|
| R2 |
0.9855 |
0.9855 |
0.9697 |
|
| R1 |
0.9757 |
0.9757 |
0.9678 |
0.9699 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9611 |
| S1 |
0.9542 |
0.9542 |
0.9638 |
0.9484 |
| S2 |
0.9425 |
0.9425 |
0.9619 |
|
| S3 |
0.9210 |
0.9327 |
0.9599 |
|
| S4 |
0.8995 |
0.9112 |
0.9540 |
|
|
| 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 |
1.0202 |
0.9524 |
0.0678 |
7.0% |
0.0253 |
2.6% |
20% |
False |
True |
175,216 |
| 10 |
1.0285 |
0.9524 |
0.0761 |
7.9% |
0.0199 |
2.1% |
18% |
False |
True |
123,850 |
| 20 |
1.0630 |
0.9524 |
0.1106 |
11.5% |
0.0162 |
1.7% |
12% |
False |
True |
65,724 |
| 40 |
1.0866 |
0.9524 |
0.1342 |
13.9% |
0.0159 |
1.6% |
10% |
False |
True |
32,961 |
| 60 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0134 |
1.4% |
10% |
False |
True |
22,000 |
| 80 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0116 |
1.2% |
10% |
False |
True |
16,516 |
| 100 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0094 |
1.0% |
10% |
False |
True |
13,215 |
| 120 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0078 |
0.8% |
10% |
False |
True |
11,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0653 |
|
2.618 |
1.0302 |
|
1.618 |
1.0087 |
|
1.000 |
0.9954 |
|
0.618 |
0.9872 |
|
HIGH |
0.9739 |
|
0.618 |
0.9657 |
|
0.500 |
0.9632 |
|
0.382 |
0.9606 |
|
LOW |
0.9524 |
|
0.618 |
0.9391 |
|
1.000 |
0.9309 |
|
1.618 |
0.9176 |
|
2.618 |
0.8961 |
|
4.250 |
0.8610 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9774 |
| PP |
0.9640 |
0.9735 |
| S1 |
0.9632 |
0.9697 |
|