CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0059 |
1.0073 |
0.0014 |
0.1% |
1.0062 |
| High |
1.0085 |
1.0131 |
0.0046 |
0.5% |
1.0185 |
| Low |
1.0059 |
1.0072 |
0.0013 |
0.1% |
1.0000 |
| Close |
0.9980 |
1.0075 |
0.0095 |
1.0% |
1.0176 |
| Range |
0.0026 |
0.0059 |
0.0033 |
126.9% |
0.0185 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.7% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
33 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0231 |
1.0107 |
|
| R3 |
1.0211 |
1.0172 |
1.0091 |
|
| R2 |
1.0152 |
1.0152 |
1.0086 |
|
| R1 |
1.0113 |
1.0113 |
1.0080 |
1.0133 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0102 |
| S1 |
1.0054 |
1.0054 |
1.0070 |
1.0074 |
| S2 |
1.0034 |
1.0034 |
1.0064 |
|
| S3 |
0.9975 |
0.9995 |
1.0059 |
|
| S4 |
0.9916 |
0.9936 |
1.0043 |
|
|
| 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% |
0.0017 |
0.2% |
41% |
False |
False |
9 |
| 10 |
1.0419 |
1.0000 |
0.0419 |
4.2% |
0.0009 |
0.1% |
18% |
False |
False |
6 |
| 20 |
1.0511 |
1.0000 |
0.0511 |
5.1% |
0.0004 |
0.0% |
15% |
False |
False |
4 |
| 40 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0003 |
0.0% |
26% |
False |
False |
4 |
| 60 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0002 |
0.0% |
26% |
False |
False |
3 |
| 80 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0001 |
0.0% |
26% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0382 |
|
2.618 |
1.0285 |
|
1.618 |
1.0226 |
|
1.000 |
1.0190 |
|
0.618 |
1.0167 |
|
HIGH |
1.0131 |
|
0.618 |
1.0108 |
|
0.500 |
1.0102 |
|
0.382 |
1.0095 |
|
LOW |
1.0072 |
|
0.618 |
1.0036 |
|
1.000 |
1.0013 |
|
1.618 |
0.9977 |
|
2.618 |
0.9918 |
|
4.250 |
0.9821 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0122 |
| PP |
1.0093 |
1.0106 |
| S1 |
1.0084 |
1.0091 |
|