CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0120 |
1.0185 |
0.0065 |
0.6% |
1.0062 |
High |
1.0120 |
1.0185 |
0.0065 |
0.6% |
1.0185 |
Low |
1.0120 |
1.0185 |
0.0065 |
0.6% |
1.0000 |
Close |
1.0120 |
1.0176 |
0.0056 |
0.6% |
1.0176 |
Range |
|
|
|
|
|
ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
13 |
10 |
-3 |
-23.1% |
33 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0182 |
1.0179 |
1.0176 |
|
R3 |
1.0182 |
1.0179 |
1.0176 |
|
R2 |
1.0182 |
1.0182 |
1.0176 |
|
R1 |
1.0179 |
1.0179 |
1.0176 |
1.0181 |
PP |
1.0182 |
1.0182 |
1.0182 |
1.0183 |
S1 |
1.0179 |
1.0179 |
1.0176 |
1.0181 |
S2 |
1.0182 |
1.0182 |
1.0176 |
|
S3 |
1.0182 |
1.0179 |
1.0176 |
|
S4 |
1.0182 |
1.0179 |
1.0176 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0675 |
1.0611 |
1.0278 |
|
R3 |
1.0490 |
1.0426 |
1.0227 |
|
R2 |
1.0305 |
1.0305 |
1.0210 |
|
R1 |
1.0241 |
1.0241 |
1.0193 |
1.0273 |
PP |
1.0120 |
1.0120 |
1.0120 |
1.0137 |
S1 |
1.0056 |
1.0056 |
1.0159 |
1.0088 |
S2 |
0.9935 |
0.9935 |
1.0142 |
|
S3 |
0.9750 |
0.9871 |
1.0125 |
|
S4 |
0.9565 |
0.9686 |
1.0074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0185 |
1.0000 |
0.0185 |
1.8% |
0.0000 |
0.0% |
95% |
True |
False |
6 |
10 |
1.0419 |
1.0000 |
0.0419 |
4.1% |
0.0000 |
0.0% |
42% |
False |
False |
4 |
20 |
1.0511 |
1.0000 |
0.0511 |
5.0% |
0.0000 |
0.0% |
34% |
False |
False |
3 |
40 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0001 |
0.0% |
38% |
False |
False |
4 |
60 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0000 |
0.0% |
38% |
False |
False |
3 |
80 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0000 |
0.0% |
38% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0185 |
2.618 |
1.0185 |
1.618 |
1.0185 |
1.000 |
1.0185 |
0.618 |
1.0185 |
HIGH |
1.0185 |
0.618 |
1.0185 |
0.500 |
1.0185 |
0.382 |
1.0185 |
LOW |
1.0185 |
0.618 |
1.0185 |
1.000 |
1.0185 |
1.618 |
1.0185 |
2.618 |
1.0185 |
4.250 |
1.0185 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0185 |
1.0148 |
PP |
1.0182 |
1.0120 |
S1 |
1.0179 |
1.0093 |
|