CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9741 |
0.9808 |
0.0067 |
0.7% |
1.0186 |
| High |
0.9887 |
0.9865 |
-0.0022 |
-0.2% |
1.0205 |
| Low |
0.9679 |
0.9679 |
0.0000 |
0.0% |
0.9570 |
| Close |
0.9865 |
0.9726 |
-0.0139 |
-1.4% |
0.9635 |
| Range |
0.0208 |
0.0186 |
-0.0022 |
-10.6% |
0.0635 |
| ATR |
0.0181 |
0.0181 |
0.0000 |
0.2% |
0.0000 |
| Volume |
142,585 |
134,382 |
-8,203 |
-5.8% |
827,681 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0206 |
0.9828 |
|
| R3 |
1.0129 |
1.0020 |
0.9777 |
|
| R2 |
0.9943 |
0.9943 |
0.9760 |
|
| R1 |
0.9834 |
0.9834 |
0.9743 |
0.9796 |
| PP |
0.9757 |
0.9757 |
0.9757 |
0.9737 |
| S1 |
0.9648 |
0.9648 |
0.9709 |
0.9610 |
| S2 |
0.9571 |
0.9571 |
0.9692 |
|
| S3 |
0.9385 |
0.9462 |
0.9675 |
|
| S4 |
0.9199 |
0.9276 |
0.9624 |
|
|
| 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 |
1.0024 |
0.9524 |
0.0500 |
5.1% |
0.0248 |
2.5% |
40% |
False |
False |
177,449 |
| 10 |
1.0285 |
0.9524 |
0.0761 |
7.8% |
0.0208 |
2.1% |
27% |
False |
False |
144,383 |
| 20 |
1.0630 |
0.9524 |
0.1106 |
11.4% |
0.0172 |
1.8% |
18% |
False |
False |
79,522 |
| 40 |
1.0630 |
0.9524 |
0.1106 |
11.4% |
0.0161 |
1.7% |
18% |
False |
False |
39,876 |
| 60 |
1.0875 |
0.9524 |
0.1351 |
13.9% |
0.0137 |
1.4% |
15% |
False |
False |
26,614 |
| 80 |
1.0875 |
0.9524 |
0.1351 |
13.9% |
0.0120 |
1.2% |
15% |
False |
False |
19,978 |
| 100 |
1.0875 |
0.9524 |
0.1351 |
13.9% |
0.0097 |
1.0% |
15% |
False |
False |
15,984 |
| 120 |
1.0875 |
0.9524 |
0.1351 |
13.9% |
0.0081 |
0.8% |
15% |
False |
False |
13,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0656 |
|
2.618 |
1.0352 |
|
1.618 |
1.0166 |
|
1.000 |
1.0051 |
|
0.618 |
0.9980 |
|
HIGH |
0.9865 |
|
0.618 |
0.9794 |
|
0.500 |
0.9772 |
|
0.382 |
0.9750 |
|
LOW |
0.9679 |
|
0.618 |
0.9564 |
|
1.000 |
0.9493 |
|
1.618 |
0.9378 |
|
2.618 |
0.9192 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9772 |
0.9719 |
| PP |
0.9757 |
0.9712 |
| S1 |
0.9741 |
0.9706 |
|