CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
0.9859 |
-0.0236 |
-2.3% |
1.0062 |
| High |
1.0095 |
0.9867 |
-0.0228 |
-2.3% |
1.0185 |
| Low |
0.9886 |
0.9523 |
-0.0363 |
-3.7% |
1.0000 |
| Close |
0.9930 |
0.9529 |
-0.0401 |
-4.0% |
1.0176 |
| Range |
0.0209 |
0.0344 |
0.0135 |
64.6% |
0.0185 |
| ATR |
0.0103 |
0.0125 |
0.0022 |
21.0% |
0.0000 |
| Volume |
46 |
49 |
3 |
6.5% |
33 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0672 |
1.0444 |
0.9718 |
|
| R3 |
1.0328 |
1.0100 |
0.9624 |
|
| R2 |
0.9984 |
0.9984 |
0.9592 |
|
| R1 |
0.9756 |
0.9756 |
0.9561 |
0.9698 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9611 |
| S1 |
0.9412 |
0.9412 |
0.9497 |
0.9354 |
| S2 |
0.9296 |
0.9296 |
0.9466 |
|
| S3 |
0.8952 |
0.9068 |
0.9434 |
|
| S4 |
0.8608 |
0.8724 |
0.9340 |
|
|
| 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 |
0.9523 |
0.0662 |
6.9% |
0.0128 |
1.3% |
1% |
False |
True |
24 |
| 10 |
1.0224 |
0.9523 |
0.0701 |
7.4% |
0.0064 |
0.7% |
1% |
False |
True |
14 |
| 20 |
1.0511 |
0.9523 |
0.0988 |
10.4% |
0.0032 |
0.3% |
1% |
False |
True |
8 |
| 40 |
1.0692 |
0.9523 |
0.1169 |
12.3% |
0.0017 |
0.2% |
1% |
False |
True |
7 |
| 60 |
1.0696 |
0.9523 |
0.1173 |
12.3% |
0.0011 |
0.1% |
1% |
False |
True |
5 |
| 80 |
1.0696 |
0.9523 |
0.1173 |
12.3% |
0.0008 |
0.1% |
1% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.0768 |
|
1.618 |
1.0424 |
|
1.000 |
1.0211 |
|
0.618 |
1.0080 |
|
HIGH |
0.9867 |
|
0.618 |
0.9736 |
|
0.500 |
0.9695 |
|
0.382 |
0.9654 |
|
LOW |
0.9523 |
|
0.618 |
0.9310 |
|
1.000 |
0.9179 |
|
1.618 |
0.8966 |
|
2.618 |
0.8622 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9695 |
0.9827 |
| PP |
0.9640 |
0.9728 |
| S1 |
0.9584 |
0.9628 |
|