CME Australian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9570 |
0.9570 |
0.0000 |
0.0% |
0.9590 |
| High |
0.9690 |
0.9582 |
-0.0108 |
-1.1% |
0.9760 |
| Low |
0.9570 |
0.9493 |
-0.0077 |
-0.8% |
0.9478 |
| Close |
0.9544 |
0.9522 |
-0.0022 |
-0.2% |
0.9522 |
| Range |
0.0120 |
0.0089 |
-0.0031 |
-25.8% |
0.0282 |
| ATR |
0.0133 |
0.0129 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
74 |
23 |
-51 |
-68.9% |
250 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9799 |
0.9750 |
0.9571 |
|
| R3 |
0.9710 |
0.9661 |
0.9546 |
|
| R2 |
0.9621 |
0.9621 |
0.9538 |
|
| R1 |
0.9572 |
0.9572 |
0.9530 |
0.9552 |
| PP |
0.9532 |
0.9532 |
0.9532 |
0.9523 |
| S1 |
0.9483 |
0.9483 |
0.9514 |
0.9463 |
| S2 |
0.9443 |
0.9443 |
0.9506 |
|
| S3 |
0.9354 |
0.9394 |
0.9498 |
|
| S4 |
0.9265 |
0.9305 |
0.9473 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0259 |
0.9677 |
|
| R3 |
1.0151 |
0.9977 |
0.9600 |
|
| R2 |
0.9869 |
0.9869 |
0.9574 |
|
| R1 |
0.9695 |
0.9695 |
0.9548 |
0.9641 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9560 |
| S1 |
0.9413 |
0.9413 |
0.9496 |
0.9359 |
| S2 |
0.9305 |
0.9305 |
0.9470 |
|
| S3 |
0.9023 |
0.9131 |
0.9444 |
|
| S4 |
0.8741 |
0.8849 |
0.9367 |
|
|
| 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% |
0.0107 |
1.1% |
16% |
False |
False |
50 |
| 10 |
1.0131 |
0.9478 |
0.0653 |
6.9% |
0.0129 |
1.4% |
7% |
False |
False |
42 |
| 20 |
1.0419 |
0.9478 |
0.0941 |
9.9% |
0.0065 |
0.7% |
5% |
False |
False |
23 |
| 40 |
1.0511 |
0.9478 |
0.1033 |
10.8% |
0.0032 |
0.3% |
4% |
False |
False |
14 |
| 60 |
1.0696 |
0.9478 |
0.1218 |
12.8% |
0.0022 |
0.2% |
4% |
False |
False |
10 |
| 80 |
1.0696 |
0.9478 |
0.1218 |
12.8% |
0.0016 |
0.2% |
4% |
False |
False |
8 |
| 100 |
1.0696 |
0.9478 |
0.1218 |
12.8% |
0.0013 |
0.1% |
4% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9960 |
|
2.618 |
0.9815 |
|
1.618 |
0.9726 |
|
1.000 |
0.9671 |
|
0.618 |
0.9637 |
|
HIGH |
0.9582 |
|
0.618 |
0.9548 |
|
0.500 |
0.9538 |
|
0.382 |
0.9527 |
|
LOW |
0.9493 |
|
0.618 |
0.9438 |
|
1.000 |
0.9404 |
|
1.618 |
0.9349 |
|
2.618 |
0.9260 |
|
4.250 |
0.9115 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9538 |
0.9597 |
| PP |
0.9532 |
0.9572 |
| S1 |
0.9527 |
0.9547 |
|