CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 01-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0456 |
1.0511 |
0.0055 |
0.5% |
1.0196 |
High |
1.0456 |
1.0511 |
0.0055 |
0.5% |
1.0325 |
Low |
1.0456 |
1.0511 |
0.0055 |
0.5% |
1.0196 |
Close |
1.0456 |
1.0511 |
0.0055 |
0.5% |
1.0325 |
Range |
|
|
|
|
|
ATR |
0.0076 |
0.0074 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0511 |
1.0511 |
1.0511 |
|
R3 |
1.0511 |
1.0511 |
1.0511 |
|
R2 |
1.0511 |
1.0511 |
1.0511 |
|
R1 |
1.0511 |
1.0511 |
1.0511 |
1.0511 |
PP |
1.0511 |
1.0511 |
1.0511 |
1.0511 |
S1 |
1.0511 |
1.0511 |
1.0511 |
1.0511 |
S2 |
1.0511 |
1.0511 |
1.0511 |
|
S3 |
1.0511 |
1.0511 |
1.0511 |
|
S4 |
1.0511 |
1.0511 |
1.0511 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0669 |
1.0626 |
1.0396 |
|
R3 |
1.0540 |
1.0497 |
1.0360 |
|
R2 |
1.0411 |
1.0411 |
1.0349 |
|
R1 |
1.0368 |
1.0368 |
1.0337 |
1.0390 |
PP |
1.0282 |
1.0282 |
1.0282 |
1.0293 |
S1 |
1.0239 |
1.0239 |
1.0313 |
1.0261 |
S2 |
1.0153 |
1.0153 |
1.0301 |
|
S3 |
1.0024 |
1.0110 |
1.0290 |
|
S4 |
0.9895 |
0.9981 |
1.0254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0511 |
1.0325 |
0.0186 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
3 |
10 |
1.0511 |
1.0161 |
0.0350 |
3.3% |
0.0000 |
0.0% |
100% |
True |
False |
3 |
20 |
1.0511 |
0.9853 |
0.0658 |
6.3% |
0.0000 |
0.0% |
100% |
True |
False |
5 |
40 |
1.0696 |
0.9853 |
0.0843 |
8.0% |
0.0001 |
0.0% |
78% |
False |
False |
3 |
60 |
1.0696 |
0.9853 |
0.0843 |
8.0% |
0.0000 |
0.0% |
78% |
False |
False |
2 |
80 |
1.0696 |
0.9853 |
0.0843 |
8.0% |
0.0000 |
0.0% |
78% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0511 |
2.618 |
1.0511 |
1.618 |
1.0511 |
1.000 |
1.0511 |
0.618 |
1.0511 |
HIGH |
1.0511 |
0.618 |
1.0511 |
0.500 |
1.0511 |
0.382 |
1.0511 |
LOW |
1.0511 |
0.618 |
1.0511 |
1.000 |
1.0511 |
1.618 |
1.0511 |
2.618 |
1.0511 |
4.250 |
1.0511 |
|
|
Fisher Pivots for day following 01-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0511 |
1.0502 |
PP |
1.0511 |
1.0493 |
S1 |
1.0511 |
1.0484 |
|