CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0121 |
1.0000 |
-0.0121 |
-1.2% |
1.0269 |
High |
1.0121 |
1.0000 |
-0.0121 |
-1.2% |
1.0419 |
Low |
1.0121 |
1.0000 |
-0.0121 |
-1.2% |
1.0224 |
Close |
1.0121 |
1.0053 |
-0.0068 |
-0.7% |
1.0224 |
Range |
|
|
|
|
|
ATR |
0.0090 |
0.0093 |
0.0002 |
2.4% |
0.0000 |
Volume |
1 |
8 |
7 |
700.0% |
12 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0018 |
1.0035 |
1.0053 |
|
R3 |
1.0018 |
1.0035 |
1.0053 |
|
R2 |
1.0018 |
1.0018 |
1.0053 |
|
R1 |
1.0035 |
1.0035 |
1.0053 |
1.0027 |
PP |
1.0018 |
1.0018 |
1.0018 |
1.0013 |
S1 |
1.0035 |
1.0035 |
1.0053 |
1.0027 |
S2 |
1.0018 |
1.0018 |
1.0053 |
|
S3 |
1.0018 |
1.0035 |
1.0053 |
|
S4 |
1.0018 |
1.0035 |
1.0053 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0874 |
1.0744 |
1.0331 |
|
R3 |
1.0679 |
1.0549 |
1.0278 |
|
R2 |
1.0484 |
1.0484 |
1.0260 |
|
R1 |
1.0354 |
1.0354 |
1.0242 |
1.0322 |
PP |
1.0289 |
1.0289 |
1.0289 |
1.0273 |
S1 |
1.0159 |
1.0159 |
1.0206 |
1.0127 |
S2 |
1.0094 |
1.0094 |
1.0188 |
|
S3 |
0.9899 |
0.9964 |
1.0170 |
|
S4 |
0.9704 |
0.9769 |
1.0117 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0357 |
1.0000 |
0.0357 |
3.6% |
0.0000 |
0.0% |
15% |
False |
True |
3 |
10 |
1.0511 |
1.0000 |
0.0511 |
5.1% |
0.0000 |
0.0% |
10% |
False |
True |
3 |
20 |
1.0511 |
1.0000 |
0.0511 |
5.1% |
0.0000 |
0.0% |
10% |
False |
True |
3 |
40 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0001 |
0.0% |
24% |
False |
False |
3 |
60 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0000 |
0.0% |
24% |
False |
False |
3 |
80 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0000 |
0.0% |
24% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0000 |
2.618 |
1.0000 |
1.618 |
1.0000 |
1.000 |
1.0000 |
0.618 |
1.0000 |
HIGH |
1.0000 |
0.618 |
1.0000 |
0.500 |
1.0000 |
0.382 |
1.0000 |
LOW |
1.0000 |
0.618 |
1.0000 |
1.000 |
1.0000 |
1.618 |
1.0000 |
2.618 |
1.0000 |
4.250 |
1.0000 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0035 |
1.0061 |
PP |
1.0018 |
1.0058 |
S1 |
1.0000 |
1.0056 |
|