CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0095 |
0.0022 |
0.2% |
1.0062 |
| High |
1.0131 |
1.0095 |
-0.0036 |
-0.4% |
1.0185 |
| Low |
1.0072 |
0.9886 |
-0.0186 |
-1.8% |
1.0000 |
| Close |
1.0075 |
0.9930 |
-0.0145 |
-1.4% |
1.0176 |
| Range |
0.0059 |
0.0209 |
0.0150 |
254.2% |
0.0185 |
| ATR |
0.0095 |
0.0103 |
0.0008 |
8.5% |
0.0000 |
| Volume |
16 |
46 |
30 |
187.5% |
33 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0473 |
1.0045 |
|
| R3 |
1.0388 |
1.0264 |
0.9987 |
|
| R2 |
1.0179 |
1.0179 |
0.9968 |
|
| R1 |
1.0055 |
1.0055 |
0.9949 |
1.0013 |
| PP |
0.9970 |
0.9970 |
0.9970 |
0.9949 |
| S1 |
0.9846 |
0.9846 |
0.9911 |
0.9804 |
| S2 |
0.9761 |
0.9761 |
0.9892 |
|
| S3 |
0.9552 |
0.9637 |
0.9873 |
|
| S4 |
0.9343 |
0.9428 |
0.9815 |
|
|
| 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 |
0.9886 |
0.0299 |
3.0% |
0.0059 |
0.6% |
15% |
False |
True |
17 |
| 10 |
1.0357 |
0.9886 |
0.0471 |
4.7% |
0.0029 |
0.3% |
9% |
False |
True |
10 |
| 20 |
1.0511 |
0.9886 |
0.0625 |
6.3% |
0.0015 |
0.1% |
7% |
False |
True |
6 |
| 40 |
1.0696 |
0.9853 |
0.0843 |
8.5% |
0.0008 |
0.1% |
9% |
False |
False |
5 |
| 60 |
1.0696 |
0.9853 |
0.0843 |
8.5% |
0.0005 |
0.1% |
9% |
False |
False |
4 |
| 80 |
1.0696 |
0.9853 |
0.0843 |
8.5% |
0.0004 |
0.0% |
9% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0983 |
|
2.618 |
1.0642 |
|
1.618 |
1.0433 |
|
1.000 |
1.0304 |
|
0.618 |
1.0224 |
|
HIGH |
1.0095 |
|
0.618 |
1.0015 |
|
0.500 |
0.9991 |
|
0.382 |
0.9966 |
|
LOW |
0.9886 |
|
0.618 |
0.9757 |
|
1.000 |
0.9677 |
|
1.618 |
0.9548 |
|
2.618 |
0.9339 |
|
4.250 |
0.8998 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9991 |
1.0009 |
| PP |
0.9970 |
0.9982 |
| S1 |
0.9950 |
0.9956 |
|