CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9808 |
0.9663 |
-0.0145 |
-1.5% |
1.0186 |
| High |
0.9865 |
0.9787 |
-0.0078 |
-0.8% |
1.0205 |
| Low |
0.9679 |
0.9611 |
-0.0068 |
-0.7% |
0.9570 |
| Close |
0.9726 |
0.9633 |
-0.0093 |
-1.0% |
0.9635 |
| Range |
0.0186 |
0.0176 |
-0.0010 |
-5.4% |
0.0635 |
| ATR |
0.0181 |
0.0181 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
134,382 |
138,528 |
4,146 |
3.1% |
827,681 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0095 |
0.9730 |
|
| R3 |
1.0029 |
0.9919 |
0.9681 |
|
| R2 |
0.9853 |
0.9853 |
0.9665 |
|
| R1 |
0.9743 |
0.9743 |
0.9649 |
0.9710 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9661 |
| S1 |
0.9567 |
0.9567 |
0.9617 |
0.9534 |
| S2 |
0.9501 |
0.9501 |
0.9601 |
|
| S3 |
0.9325 |
0.9391 |
0.9585 |
|
| S4 |
0.9149 |
0.9215 |
0.9536 |
|
|
| 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 |
0.9887 |
0.9524 |
0.0363 |
3.8% |
0.0196 |
2.0% |
30% |
False |
False |
157,681 |
| 10 |
1.0285 |
0.9524 |
0.0761 |
7.9% |
0.0209 |
2.2% |
14% |
False |
False |
149,453 |
| 20 |
1.0630 |
0.9524 |
0.1106 |
11.5% |
0.0178 |
1.8% |
10% |
False |
False |
86,430 |
| 40 |
1.0630 |
0.9524 |
0.1106 |
11.5% |
0.0163 |
1.7% |
10% |
False |
False |
43,331 |
| 60 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0139 |
1.4% |
8% |
False |
False |
28,920 |
| 80 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0122 |
1.3% |
8% |
False |
False |
21,710 |
| 100 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0099 |
1.0% |
8% |
False |
False |
17,369 |
| 120 |
1.0875 |
0.9524 |
0.1351 |
14.0% |
0.0083 |
0.9% |
8% |
False |
False |
14,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0535 |
|
2.618 |
1.0248 |
|
1.618 |
1.0072 |
|
1.000 |
0.9963 |
|
0.618 |
0.9896 |
|
HIGH |
0.9787 |
|
0.618 |
0.9720 |
|
0.500 |
0.9699 |
|
0.382 |
0.9678 |
|
LOW |
0.9611 |
|
0.618 |
0.9502 |
|
1.000 |
0.9435 |
|
1.618 |
0.9326 |
|
2.618 |
0.9150 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9699 |
0.9749 |
| PP |
0.9677 |
0.9710 |
| S1 |
0.9655 |
0.9672 |
|