CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 06-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0407 |
1.0269 |
-0.0138 |
-1.3% |
1.0402 |
High |
1.0407 |
1.0269 |
-0.0138 |
-1.3% |
1.0511 |
Low |
1.0407 |
1.0269 |
-0.0138 |
-1.3% |
1.0402 |
Close |
1.0407 |
1.0269 |
-0.0138 |
-1.3% |
1.0407 |
Range |
|
|
|
|
|
ATR |
0.0076 |
0.0081 |
0.0004 |
5.8% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0269 |
1.0269 |
1.0269 |
|
R3 |
1.0269 |
1.0269 |
1.0269 |
|
R2 |
1.0269 |
1.0269 |
1.0269 |
|
R1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
PP |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S2 |
1.0269 |
1.0269 |
1.0269 |
|
S3 |
1.0269 |
1.0269 |
1.0269 |
|
S4 |
1.0269 |
1.0269 |
1.0269 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0767 |
1.0696 |
1.0467 |
|
R3 |
1.0658 |
1.0587 |
1.0437 |
|
R2 |
1.0549 |
1.0549 |
1.0427 |
|
R1 |
1.0478 |
1.0478 |
1.0417 |
1.0514 |
PP |
1.0440 |
1.0440 |
1.0440 |
1.0458 |
S1 |
1.0369 |
1.0369 |
1.0397 |
1.0405 |
S2 |
1.0331 |
1.0331 |
1.0387 |
|
S3 |
1.0222 |
1.0260 |
1.0377 |
|
S4 |
1.0113 |
1.0151 |
1.0347 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0511 |
1.0269 |
0.0242 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
10 |
1.0511 |
1.0201 |
0.0310 |
3.0% |
0.0000 |
0.0% |
22% |
False |
False |
3 |
20 |
1.0511 |
0.9853 |
0.0658 |
6.4% |
0.0000 |
0.0% |
63% |
False |
False |
4 |
40 |
1.0696 |
0.9853 |
0.0843 |
8.2% |
0.0001 |
0.0% |
49% |
False |
False |
3 |
60 |
1.0696 |
0.9853 |
0.0843 |
8.2% |
0.0000 |
0.0% |
49% |
False |
False |
2 |
80 |
1.0696 |
0.9853 |
0.0843 |
8.2% |
0.0000 |
0.0% |
49% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0269 |
2.618 |
1.0269 |
1.618 |
1.0269 |
1.000 |
1.0269 |
0.618 |
1.0269 |
HIGH |
1.0269 |
0.618 |
1.0269 |
0.500 |
1.0269 |
0.382 |
1.0269 |
LOW |
1.0269 |
0.618 |
1.0269 |
1.000 |
1.0269 |
1.618 |
1.0269 |
2.618 |
1.0269 |
4.250 |
1.0269 |
|
|
Fisher Pivots for day following 06-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0269 |
1.0390 |
PP |
1.0269 |
1.0350 |
S1 |
1.0269 |
1.0309 |
|