CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9859 |
0.9575 |
-0.0284 |
-2.9% |
1.0059 |
| High |
0.9867 |
0.9651 |
-0.0216 |
-2.2% |
1.0131 |
| Low |
0.9523 |
0.9531 |
0.0008 |
0.1% |
0.9523 |
| Close |
0.9529 |
0.9547 |
0.0018 |
0.2% |
0.9547 |
| Range |
0.0344 |
0.0120 |
-0.0224 |
-65.1% |
0.0608 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
49 |
63 |
14 |
28.6% |
176 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9862 |
0.9613 |
|
| R3 |
0.9816 |
0.9742 |
0.9580 |
|
| R2 |
0.9696 |
0.9696 |
0.9569 |
|
| R1 |
0.9622 |
0.9622 |
0.9558 |
0.9599 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9565 |
| S1 |
0.9502 |
0.9502 |
0.9536 |
0.9479 |
| S2 |
0.9456 |
0.9456 |
0.9525 |
|
| S3 |
0.9336 |
0.9382 |
0.9514 |
|
| S4 |
0.9216 |
0.9262 |
0.9481 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1558 |
1.1160 |
0.9881 |
|
| R3 |
1.0950 |
1.0552 |
0.9714 |
|
| R2 |
1.0342 |
1.0342 |
0.9658 |
|
| R1 |
0.9944 |
0.9944 |
0.9603 |
0.9839 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9681 |
| S1 |
0.9336 |
0.9336 |
0.9491 |
0.9231 |
| S2 |
0.9126 |
0.9126 |
0.9436 |
|
| S3 |
0.8518 |
0.8728 |
0.9380 |
|
| S4 |
0.7910 |
0.8120 |
0.9213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0131 |
0.9523 |
0.0608 |
6.4% |
0.0152 |
1.6% |
4% |
False |
False |
35 |
| 10 |
1.0185 |
0.9523 |
0.0662 |
6.9% |
0.0076 |
0.8% |
4% |
False |
False |
20 |
| 20 |
1.0511 |
0.9523 |
0.0988 |
10.3% |
0.0038 |
0.4% |
2% |
False |
False |
11 |
| 40 |
1.0692 |
0.9523 |
0.1169 |
12.2% |
0.0020 |
0.2% |
2% |
False |
False |
8 |
| 60 |
1.0696 |
0.9523 |
0.1173 |
12.3% |
0.0013 |
0.1% |
2% |
False |
False |
6 |
| 80 |
1.0696 |
0.9523 |
0.1173 |
12.3% |
0.0010 |
0.1% |
2% |
False |
False |
5 |
| 100 |
1.0696 |
0.9523 |
0.1173 |
12.3% |
0.0008 |
0.1% |
2% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0161 |
|
2.618 |
0.9965 |
|
1.618 |
0.9845 |
|
1.000 |
0.9771 |
|
0.618 |
0.9725 |
|
HIGH |
0.9651 |
|
0.618 |
0.9605 |
|
0.500 |
0.9591 |
|
0.382 |
0.9577 |
|
LOW |
0.9531 |
|
0.618 |
0.9457 |
|
1.000 |
0.9411 |
|
1.618 |
0.9337 |
|
2.618 |
0.9217 |
|
4.250 |
0.9021 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9591 |
0.9809 |
| PP |
0.9576 |
0.9722 |
| S1 |
0.9562 |
0.9634 |
|