CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9681 |
0.0018 |
0.2% |
0.9686 |
| High |
0.9787 |
0.9719 |
-0.0068 |
-0.7% |
0.9887 |
| Low |
0.9611 |
0.9569 |
-0.0042 |
-0.4% |
0.9524 |
| Close |
0.9633 |
0.9611 |
-0.0022 |
-0.2% |
0.9611 |
| Range |
0.0176 |
0.0150 |
-0.0026 |
-14.8% |
0.0363 |
| ATR |
0.0181 |
0.0179 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
138,528 |
131,136 |
-7,392 |
-5.3% |
705,762 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
0.9997 |
0.9694 |
|
| R3 |
0.9933 |
0.9847 |
0.9652 |
|
| R2 |
0.9783 |
0.9783 |
0.9639 |
|
| R1 |
0.9697 |
0.9697 |
0.9625 |
0.9665 |
| PP |
0.9633 |
0.9633 |
0.9633 |
0.9617 |
| S1 |
0.9547 |
0.9547 |
0.9597 |
0.9515 |
| S2 |
0.9483 |
0.9483 |
0.9584 |
|
| S3 |
0.9333 |
0.9397 |
0.9570 |
|
| S4 |
0.9183 |
0.9247 |
0.9529 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0550 |
0.9811 |
|
| R3 |
1.0400 |
1.0187 |
0.9711 |
|
| R2 |
1.0037 |
1.0037 |
0.9678 |
|
| R1 |
0.9824 |
0.9824 |
0.9644 |
0.9749 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9637 |
| S1 |
0.9461 |
0.9461 |
0.9578 |
0.9386 |
| S2 |
0.9311 |
0.9311 |
0.9544 |
|
| S3 |
0.8948 |
0.9098 |
0.9511 |
|
| S4 |
0.8585 |
0.8735 |
0.9411 |
|
|
| 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% |
0.0187 |
1.9% |
24% |
False |
False |
141,152 |
| 10 |
1.0205 |
0.9524 |
0.0681 |
7.1% |
0.0213 |
2.2% |
13% |
False |
False |
153,344 |
| 20 |
1.0608 |
0.9524 |
0.1084 |
11.3% |
0.0181 |
1.9% |
8% |
False |
False |
92,937 |
| 40 |
1.0630 |
0.9524 |
0.1106 |
11.5% |
0.0160 |
1.7% |
8% |
False |
False |
46,607 |
| 60 |
1.0875 |
0.9524 |
0.1351 |
14.1% |
0.0141 |
1.5% |
6% |
False |
False |
31,106 |
| 80 |
1.0875 |
0.9524 |
0.1351 |
14.1% |
0.0124 |
1.3% |
6% |
False |
False |
23,349 |
| 100 |
1.0875 |
0.9524 |
0.1351 |
14.1% |
0.0100 |
1.0% |
6% |
False |
False |
18,681 |
| 120 |
1.0875 |
0.9524 |
0.1351 |
14.1% |
0.0084 |
0.9% |
6% |
False |
False |
15,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0357 |
|
2.618 |
1.0112 |
|
1.618 |
0.9962 |
|
1.000 |
0.9869 |
|
0.618 |
0.9812 |
|
HIGH |
0.9719 |
|
0.618 |
0.9662 |
|
0.500 |
0.9644 |
|
0.382 |
0.9626 |
|
LOW |
0.9569 |
|
0.618 |
0.9476 |
|
1.000 |
0.9419 |
|
1.618 |
0.9326 |
|
2.618 |
0.9176 |
|
4.250 |
0.8932 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9644 |
0.9717 |
| PP |
0.9633 |
0.9682 |
| S1 |
0.9622 |
0.9646 |
|