CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0059 |
-0.0126 |
-1.2% |
1.0062 |
| High |
1.0185 |
1.0085 |
-0.0100 |
-1.0% |
1.0185 |
| Low |
1.0185 |
1.0059 |
-0.0126 |
-1.2% |
1.0000 |
| Close |
1.0176 |
0.9980 |
-0.0196 |
-1.9% |
1.0176 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0185 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.3% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
33 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0119 |
1.0076 |
0.9994 |
|
| R3 |
1.0093 |
1.0050 |
0.9987 |
|
| R2 |
1.0067 |
1.0067 |
0.9985 |
|
| R1 |
1.0024 |
1.0024 |
0.9982 |
1.0033 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0046 |
| S1 |
0.9998 |
0.9998 |
0.9978 |
1.0007 |
| S2 |
1.0015 |
1.0015 |
0.9975 |
|
| S3 |
0.9989 |
0.9972 |
0.9973 |
|
| S4 |
0.9963 |
0.9946 |
0.9966 |
|
|
| 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 |
1.9% |
0.0005 |
0.1% |
-11% |
False |
False |
6 |
| 10 |
1.0419 |
1.0000 |
0.0419 |
4.2% |
0.0003 |
0.0% |
-5% |
False |
False |
4 |
| 20 |
1.0511 |
1.0000 |
0.0511 |
5.1% |
0.0001 |
0.0% |
-4% |
False |
False |
3 |
| 40 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0001 |
0.0% |
15% |
False |
False |
4 |
| 60 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0001 |
0.0% |
15% |
False |
False |
3 |
| 80 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0001 |
0.0% |
15% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0196 |
|
2.618 |
1.0153 |
|
1.618 |
1.0127 |
|
1.000 |
1.0111 |
|
0.618 |
1.0101 |
|
HIGH |
1.0085 |
|
0.618 |
1.0075 |
|
0.500 |
1.0072 |
|
0.382 |
1.0069 |
|
LOW |
1.0059 |
|
0.618 |
1.0043 |
|
1.000 |
1.0033 |
|
1.618 |
1.0017 |
|
2.618 |
0.9991 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0122 |
| PP |
1.0041 |
1.0075 |
| S1 |
1.0011 |
1.0027 |
|