CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9590 |
0.9680 |
0.0090 |
0.9% |
1.0059 |
| High |
0.9651 |
0.9760 |
0.0109 |
1.1% |
1.0131 |
| Low |
0.9478 |
0.9680 |
0.0202 |
2.1% |
0.9523 |
| Close |
0.9570 |
0.9773 |
0.0203 |
2.1% |
0.9547 |
| Range |
0.0173 |
0.0080 |
-0.0093 |
-53.8% |
0.0608 |
| ATR |
0.0128 |
0.0133 |
0.0004 |
3.4% |
0.0000 |
| Volume |
50 |
92 |
42 |
84.0% |
176 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9978 |
0.9955 |
0.9817 |
|
| R3 |
0.9898 |
0.9875 |
0.9795 |
|
| R2 |
0.9818 |
0.9818 |
0.9788 |
|
| R1 |
0.9795 |
0.9795 |
0.9780 |
0.9807 |
| PP |
0.9738 |
0.9738 |
0.9738 |
0.9743 |
| S1 |
0.9715 |
0.9715 |
0.9766 |
0.9727 |
| S2 |
0.9658 |
0.9658 |
0.9758 |
|
| S3 |
0.9578 |
0.9635 |
0.9751 |
|
| S4 |
0.9498 |
0.9555 |
0.9729 |
|
|
| 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 |
1.0095 |
0.9478 |
0.0617 |
6.3% |
0.0185 |
1.9% |
48% |
False |
False |
60 |
| 10 |
1.0185 |
0.9478 |
0.0707 |
7.2% |
0.0101 |
1.0% |
42% |
False |
False |
34 |
| 20 |
1.0511 |
0.9478 |
0.1033 |
10.6% |
0.0051 |
0.5% |
29% |
False |
False |
18 |
| 40 |
1.0515 |
0.9478 |
0.1037 |
10.6% |
0.0026 |
0.3% |
28% |
False |
False |
12 |
| 60 |
1.0696 |
0.9478 |
0.1218 |
12.5% |
0.0017 |
0.2% |
24% |
False |
False |
8 |
| 80 |
1.0696 |
0.9478 |
0.1218 |
12.5% |
0.0013 |
0.1% |
24% |
False |
False |
6 |
| 100 |
1.0696 |
0.9478 |
0.1218 |
12.5% |
0.0010 |
0.1% |
24% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0100 |
|
2.618 |
0.9969 |
|
1.618 |
0.9889 |
|
1.000 |
0.9840 |
|
0.618 |
0.9809 |
|
HIGH |
0.9760 |
|
0.618 |
0.9729 |
|
0.500 |
0.9720 |
|
0.382 |
0.9711 |
|
LOW |
0.9680 |
|
0.618 |
0.9631 |
|
1.000 |
0.9600 |
|
1.618 |
0.9551 |
|
2.618 |
0.9471 |
|
4.250 |
0.9340 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9722 |
| PP |
0.9738 |
0.9670 |
| S1 |
0.9720 |
0.9619 |
|