CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9575 |
0.9590 |
0.0015 |
0.2% |
1.0059 |
| High |
0.9651 |
0.9651 |
0.0000 |
0.0% |
1.0131 |
| Low |
0.9531 |
0.9478 |
-0.0053 |
-0.6% |
0.9523 |
| Close |
0.9547 |
0.9570 |
0.0023 |
0.2% |
0.9547 |
| Range |
0.0120 |
0.0173 |
0.0053 |
44.2% |
0.0608 |
| ATR |
0.0125 |
0.0128 |
0.0003 |
2.8% |
0.0000 |
| Volume |
63 |
50 |
-13 |
-20.6% |
176 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0085 |
1.0001 |
0.9665 |
|
| R3 |
0.9912 |
0.9828 |
0.9618 |
|
| R2 |
0.9739 |
0.9739 |
0.9602 |
|
| R1 |
0.9655 |
0.9655 |
0.9586 |
0.9611 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9544 |
| S1 |
0.9482 |
0.9482 |
0.9554 |
0.9438 |
| S2 |
0.9393 |
0.9393 |
0.9538 |
|
| S3 |
0.9220 |
0.9309 |
0.9522 |
|
| S4 |
0.9047 |
0.9136 |
0.9475 |
|
|
| 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 |
0.9478 |
0.0653 |
6.8% |
0.0181 |
1.9% |
14% |
False |
True |
44 |
| 10 |
1.0185 |
0.9478 |
0.0707 |
7.4% |
0.0093 |
1.0% |
13% |
False |
True |
25 |
| 20 |
1.0511 |
0.9478 |
0.1033 |
10.8% |
0.0047 |
0.5% |
9% |
False |
True |
14 |
| 40 |
1.0648 |
0.9478 |
0.1170 |
12.2% |
0.0024 |
0.3% |
8% |
False |
True |
9 |
| 60 |
1.0696 |
0.9478 |
0.1218 |
12.7% |
0.0016 |
0.2% |
8% |
False |
True |
6 |
| 80 |
1.0696 |
0.9478 |
0.1218 |
12.7% |
0.0012 |
0.1% |
8% |
False |
True |
5 |
| 100 |
1.0696 |
0.9478 |
0.1218 |
12.7% |
0.0010 |
0.1% |
8% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0104 |
|
1.618 |
0.9931 |
|
1.000 |
0.9824 |
|
0.618 |
0.9758 |
|
HIGH |
0.9651 |
|
0.618 |
0.9585 |
|
0.500 |
0.9565 |
|
0.382 |
0.9544 |
|
LOW |
0.9478 |
|
0.618 |
0.9371 |
|
1.000 |
0.9305 |
|
1.618 |
0.9198 |
|
2.618 |
0.9025 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9568 |
0.9673 |
| PP |
0.9566 |
0.9638 |
| S1 |
0.9565 |
0.9604 |
|