CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0569 |
-0.0073 |
-0.7% |
1.0584 |
| High |
1.0649 |
1.0625 |
-0.0024 |
-0.2% |
1.0649 |
| Low |
1.0553 |
1.0410 |
-0.0143 |
-1.4% |
1.0410 |
| Close |
1.0570 |
1.0430 |
-0.0140 |
-1.3% |
1.0430 |
| Range |
0.0096 |
0.0215 |
0.0119 |
124.0% |
0.0239 |
| ATR |
0.0141 |
0.0147 |
0.0005 |
3.7% |
0.0000 |
| Volume |
106,062 |
137,990 |
31,928 |
30.1% |
327,273 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.0997 |
1.0548 |
|
| R3 |
1.0918 |
1.0782 |
1.0489 |
|
| R2 |
1.0703 |
1.0703 |
1.0469 |
|
| R1 |
1.0567 |
1.0567 |
1.0450 |
1.0528 |
| PP |
1.0488 |
1.0488 |
1.0488 |
1.0469 |
| S1 |
1.0352 |
1.0352 |
1.0410 |
1.0313 |
| S2 |
1.0273 |
1.0273 |
1.0391 |
|
| S3 |
1.0058 |
1.0137 |
1.0371 |
|
| S4 |
0.9843 |
0.9922 |
1.0312 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1061 |
1.0561 |
|
| R3 |
1.0974 |
1.0822 |
1.0496 |
|
| R2 |
1.0735 |
1.0735 |
1.0474 |
|
| R1 |
1.0583 |
1.0583 |
1.0452 |
1.0540 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0475 |
| S1 |
1.0344 |
1.0344 |
1.0408 |
1.0301 |
| S2 |
1.0257 |
1.0257 |
1.0386 |
|
| S3 |
1.0018 |
1.0105 |
1.0364 |
|
| S4 |
0.9779 |
0.9866 |
1.0299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0723 |
1.0410 |
0.0313 |
3.0% |
0.0152 |
1.5% |
6% |
False |
True |
85,461 |
| 10 |
1.0745 |
1.0390 |
0.0355 |
3.4% |
0.0131 |
1.3% |
11% |
False |
False |
87,097 |
| 20 |
1.0745 |
1.0198 |
0.0547 |
5.2% |
0.0133 |
1.3% |
42% |
False |
False |
96,020 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0151 |
1.4% |
49% |
False |
False |
119,896 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0139 |
1.3% |
49% |
False |
False |
117,520 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0132 |
1.3% |
49% |
False |
False |
95,528 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0129 |
1.2% |
49% |
False |
False |
76,456 |
| 120 |
1.1005 |
0.9822 |
0.1183 |
11.3% |
0.0118 |
1.1% |
51% |
False |
False |
63,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1539 |
|
2.618 |
1.1188 |
|
1.618 |
1.0973 |
|
1.000 |
1.0840 |
|
0.618 |
1.0758 |
|
HIGH |
1.0625 |
|
0.618 |
1.0543 |
|
0.500 |
1.0518 |
|
0.382 |
1.0492 |
|
LOW |
1.0410 |
|
0.618 |
1.0277 |
|
1.000 |
1.0195 |
|
1.618 |
1.0062 |
|
2.618 |
0.9847 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0530 |
| PP |
1.0488 |
1.0496 |
| S1 |
1.0459 |
1.0463 |
|