CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9700 |
0.0020 |
0.2% |
1.0059 |
| High |
0.9760 |
0.9700 |
-0.0060 |
-0.6% |
1.0131 |
| Low |
0.9680 |
0.9628 |
-0.0052 |
-0.5% |
0.9523 |
| Close |
0.9773 |
0.9635 |
-0.0138 |
-1.4% |
0.9547 |
| Range |
0.0080 |
0.0072 |
-0.0008 |
-10.0% |
0.0608 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.7% |
0.0000 |
| Volume |
92 |
11 |
-81 |
-88.0% |
176 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9825 |
0.9675 |
|
| R3 |
0.9798 |
0.9753 |
0.9655 |
|
| R2 |
0.9726 |
0.9726 |
0.9648 |
|
| R1 |
0.9681 |
0.9681 |
0.9642 |
0.9668 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9648 |
| S1 |
0.9609 |
0.9609 |
0.9628 |
0.9596 |
| S2 |
0.9582 |
0.9582 |
0.9622 |
|
| S3 |
0.9510 |
0.9537 |
0.9615 |
|
| S4 |
0.9438 |
0.9465 |
0.9595 |
|
|
| 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 |
0.9867 |
0.9478 |
0.0389 |
4.0% |
0.0158 |
1.6% |
40% |
False |
False |
53 |
| 10 |
1.0185 |
0.9478 |
0.0707 |
7.3% |
0.0108 |
1.1% |
22% |
False |
False |
35 |
| 20 |
1.0511 |
0.9478 |
0.1033 |
10.7% |
0.0054 |
0.6% |
15% |
False |
False |
19 |
| 40 |
1.0511 |
0.9478 |
0.1033 |
10.7% |
0.0028 |
0.3% |
15% |
False |
False |
12 |
| 60 |
1.0696 |
0.9478 |
0.1218 |
12.6% |
0.0019 |
0.2% |
13% |
False |
False |
8 |
| 80 |
1.0696 |
0.9478 |
0.1218 |
12.6% |
0.0014 |
0.1% |
13% |
False |
False |
6 |
| 100 |
1.0696 |
0.9478 |
0.1218 |
12.6% |
0.0011 |
0.1% |
13% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0006 |
|
2.618 |
0.9888 |
|
1.618 |
0.9816 |
|
1.000 |
0.9772 |
|
0.618 |
0.9744 |
|
HIGH |
0.9700 |
|
0.618 |
0.9672 |
|
0.500 |
0.9664 |
|
0.382 |
0.9656 |
|
LOW |
0.9628 |
|
0.618 |
0.9584 |
|
1.000 |
0.9556 |
|
1.618 |
0.9512 |
|
2.618 |
0.9440 |
|
4.250 |
0.9322 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9664 |
0.9630 |
| PP |
0.9654 |
0.9624 |
| S1 |
0.9645 |
0.9619 |
|