CME Australian Dollar Future June 2012
Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.0095 |
0.9902 |
-0.0193 |
-1.9% |
0.9980 |
High |
1.0095 |
0.9902 |
-0.0193 |
-1.9% |
1.0095 |
Low |
1.0095 |
0.9902 |
-0.0193 |
-1.9% |
0.9974 |
Close |
1.0095 |
0.9902 |
-0.0193 |
-1.9% |
1.0095 |
Range |
|
|
|
|
|
ATR |
0.0083 |
0.0091 |
0.0008 |
9.5% |
0.0000 |
Volume |
14 |
14 |
0 |
0.0% |
57 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9902 |
0.9902 |
0.9902 |
|
R3 |
0.9902 |
0.9902 |
0.9902 |
|
R2 |
0.9902 |
0.9902 |
0.9902 |
|
R1 |
0.9902 |
0.9902 |
0.9902 |
0.9902 |
PP |
0.9902 |
0.9902 |
0.9902 |
0.9902 |
S1 |
0.9902 |
0.9902 |
0.9902 |
0.9902 |
S2 |
0.9902 |
0.9902 |
0.9902 |
|
S3 |
0.9902 |
0.9902 |
0.9902 |
|
S4 |
0.9902 |
0.9902 |
0.9902 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0418 |
1.0377 |
1.0162 |
|
R3 |
1.0297 |
1.0256 |
1.0128 |
|
R2 |
1.0176 |
1.0176 |
1.0117 |
|
R1 |
1.0135 |
1.0135 |
1.0106 |
1.0156 |
PP |
1.0055 |
1.0055 |
1.0055 |
1.0065 |
S1 |
1.0014 |
1.0014 |
1.0084 |
1.0035 |
S2 |
0.9934 |
0.9934 |
1.0073 |
|
S3 |
0.9813 |
0.9893 |
1.0062 |
|
S4 |
0.9692 |
0.9772 |
1.0028 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9902 |
2.618 |
0.9902 |
1.618 |
0.9902 |
1.000 |
0.9902 |
0.618 |
0.9902 |
HIGH |
0.9902 |
0.618 |
0.9902 |
0.500 |
0.9902 |
0.382 |
0.9902 |
LOW |
0.9902 |
0.618 |
0.9902 |
1.000 |
0.9902 |
1.618 |
0.9902 |
2.618 |
0.9902 |
4.250 |
0.9902 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9902 |
0.9999 |
PP |
0.9902 |
0.9966 |
S1 |
0.9902 |
0.9934 |
|