CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0316 |
-0.0140 |
-1.3% |
1.0468 |
| High |
1.0508 |
1.0319 |
-0.0189 |
-1.8% |
1.0533 |
| Low |
1.0297 |
1.0140 |
-0.0157 |
-1.5% |
1.0297 |
| Close |
1.0317 |
1.0147 |
-0.0170 |
-1.6% |
1.0317 |
| Range |
0.0211 |
0.0179 |
-0.0032 |
-15.2% |
0.0236 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.5% |
0.0000 |
| Volume |
16,935 |
23,349 |
6,414 |
37.9% |
49,404 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0622 |
1.0245 |
|
| R3 |
1.0560 |
1.0443 |
1.0196 |
|
| R2 |
1.0381 |
1.0381 |
1.0180 |
|
| R1 |
1.0264 |
1.0264 |
1.0163 |
1.0233 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0187 |
| S1 |
1.0085 |
1.0085 |
1.0131 |
1.0054 |
| S2 |
1.0023 |
1.0023 |
1.0114 |
|
| S3 |
0.9844 |
0.9906 |
1.0098 |
|
| S4 |
0.9665 |
0.9727 |
1.0049 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.0940 |
1.0447 |
|
| R3 |
1.0854 |
1.0704 |
1.0382 |
|
| R2 |
1.0618 |
1.0618 |
1.0360 |
|
| R1 |
1.0468 |
1.0468 |
1.0339 |
1.0425 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0361 |
| S1 |
1.0232 |
1.0232 |
1.0295 |
1.0189 |
| S2 |
1.0146 |
1.0146 |
1.0274 |
|
| S3 |
0.9910 |
0.9996 |
1.0252 |
|
| S4 |
0.9674 |
0.9760 |
1.0187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0533 |
1.0140 |
0.0393 |
3.9% |
0.0161 |
1.6% |
2% |
False |
True |
14,550 |
| 10 |
1.0630 |
1.0140 |
0.0490 |
4.8% |
0.0126 |
1.2% |
1% |
False |
True |
7,598 |
| 20 |
1.0630 |
1.0140 |
0.0490 |
4.8% |
0.0119 |
1.2% |
1% |
False |
True |
3,860 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0132 |
1.3% |
33% |
False |
False |
2,021 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0114 |
1.1% |
33% |
False |
False |
1,376 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0091 |
0.9% |
33% |
False |
False |
1,036 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0074 |
0.7% |
33% |
False |
False |
830 |
| 120 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0062 |
0.6% |
33% |
False |
False |
692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0788 |
|
1.618 |
1.0609 |
|
1.000 |
1.0498 |
|
0.618 |
1.0430 |
|
HIGH |
1.0319 |
|
0.618 |
1.0251 |
|
0.500 |
1.0230 |
|
0.382 |
1.0208 |
|
LOW |
1.0140 |
|
0.618 |
1.0029 |
|
1.000 |
0.9961 |
|
1.618 |
0.9850 |
|
2.618 |
0.9671 |
|
4.250 |
0.9379 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0337 |
| PP |
1.0202 |
1.0273 |
| S1 |
1.0175 |
1.0210 |
|