CME Australian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
0.9900 |
-0.0089 |
-0.9% |
0.9980 |
| High |
0.9989 |
0.9900 |
-0.0089 |
-0.9% |
1.0095 |
| Low |
0.9989 |
0.9850 |
-0.0139 |
-1.4% |
0.9974 |
| Close |
0.9989 |
0.9845 |
-0.0144 |
-1.4% |
1.0095 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0121 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.8% |
0.0000 |
| Volume |
14 |
14 |
0 |
0.0% |
57 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9980 |
0.9873 |
|
| R3 |
0.9965 |
0.9930 |
0.9859 |
|
| R2 |
0.9915 |
0.9915 |
0.9854 |
|
| R1 |
0.9880 |
0.9880 |
0.9850 |
0.9873 |
| PP |
0.9865 |
0.9865 |
0.9865 |
0.9861 |
| S1 |
0.9830 |
0.9830 |
0.9840 |
0.9823 |
| S2 |
0.9815 |
0.9815 |
0.9836 |
|
| S3 |
0.9765 |
0.9780 |
0.9831 |
|
| S4 |
0.9715 |
0.9730 |
0.9818 |
|
|
| 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 |
1.0113 |
|
2.618 |
1.0031 |
|
1.618 |
0.9981 |
|
1.000 |
0.9950 |
|
0.618 |
0.9931 |
|
HIGH |
0.9900 |
|
0.618 |
0.9881 |
|
0.500 |
0.9875 |
|
0.382 |
0.9869 |
|
LOW |
0.9850 |
|
0.618 |
0.9819 |
|
1.000 |
0.9800 |
|
1.618 |
0.9769 |
|
2.618 |
0.9719 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9875 |
0.9920 |
| PP |
0.9865 |
0.9895 |
| S1 |
0.9855 |
0.9870 |
|