CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9570 |
-0.0130 |
-1.3% |
1.0059 |
| High |
0.9700 |
0.9690 |
-0.0010 |
-0.1% |
1.0131 |
| Low |
0.9628 |
0.9570 |
-0.0058 |
-0.6% |
0.9523 |
| Close |
0.9635 |
0.9544 |
-0.0091 |
-0.9% |
0.9547 |
| Range |
0.0072 |
0.0120 |
0.0048 |
66.7% |
0.0608 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
11 |
74 |
63 |
572.7% |
176 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9873 |
0.9610 |
|
| R3 |
0.9841 |
0.9753 |
0.9577 |
|
| R2 |
0.9721 |
0.9721 |
0.9566 |
|
| R1 |
0.9633 |
0.9633 |
0.9555 |
0.9617 |
| PP |
0.9601 |
0.9601 |
0.9601 |
0.9594 |
| S1 |
0.9513 |
0.9513 |
0.9533 |
0.9497 |
| S2 |
0.9481 |
0.9481 |
0.9522 |
|
| S3 |
0.9361 |
0.9393 |
0.9511 |
|
| S4 |
0.9241 |
0.9273 |
0.9478 |
|
|
| 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 |
0.9760 |
0.9478 |
0.0282 |
3.0% |
0.0113 |
1.2% |
23% |
False |
False |
58 |
| 10 |
1.0185 |
0.9478 |
0.0707 |
7.4% |
0.0120 |
1.3% |
9% |
False |
False |
41 |
| 20 |
1.0511 |
0.9478 |
0.1033 |
10.8% |
0.0060 |
0.6% |
6% |
False |
False |
22 |
| 40 |
1.0511 |
0.9478 |
0.1033 |
10.8% |
0.0030 |
0.3% |
6% |
False |
False |
14 |
| 60 |
1.0696 |
0.9478 |
0.1218 |
12.8% |
0.0021 |
0.2% |
5% |
False |
False |
9 |
| 80 |
1.0696 |
0.9478 |
0.1218 |
12.8% |
0.0015 |
0.2% |
5% |
False |
False |
7 |
| 100 |
1.0696 |
0.9478 |
0.1218 |
12.8% |
0.0012 |
0.1% |
5% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0004 |
|
1.618 |
0.9884 |
|
1.000 |
0.9810 |
|
0.618 |
0.9764 |
|
HIGH |
0.9690 |
|
0.618 |
0.9644 |
|
0.500 |
0.9630 |
|
0.382 |
0.9616 |
|
LOW |
0.9570 |
|
0.618 |
0.9496 |
|
1.000 |
0.9450 |
|
1.618 |
0.9376 |
|
2.618 |
0.9256 |
|
4.250 |
0.9060 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9630 |
0.9665 |
| PP |
0.9601 |
0.9625 |
| S1 |
0.9573 |
0.9584 |
|