CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0316 |
1.0232 |
-0.0084 |
-0.8% |
1.0468 |
| High |
1.0319 |
1.0260 |
-0.0059 |
-0.6% |
1.0533 |
| Low |
1.0140 |
1.0147 |
0.0007 |
0.1% |
1.0297 |
| Close |
1.0147 |
1.0208 |
0.0061 |
0.6% |
1.0317 |
| Range |
0.0179 |
0.0113 |
-0.0066 |
-36.9% |
0.0236 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
23,349 |
28,204 |
4,855 |
20.8% |
49,404 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0544 |
1.0489 |
1.0270 |
|
| R3 |
1.0431 |
1.0376 |
1.0239 |
|
| R2 |
1.0318 |
1.0318 |
1.0229 |
|
| R1 |
1.0263 |
1.0263 |
1.0218 |
1.0234 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0191 |
| S1 |
1.0150 |
1.0150 |
1.0198 |
1.0121 |
| S2 |
1.0092 |
1.0092 |
1.0187 |
|
| S3 |
0.9979 |
1.0037 |
1.0177 |
|
| S4 |
0.9866 |
0.9924 |
1.0146 |
|
|
| 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 |
3.8% |
0.0153 |
1.5% |
17% |
False |
False |
16,934 |
| 10 |
1.0630 |
1.0140 |
0.0490 |
4.8% |
0.0127 |
1.2% |
14% |
False |
False |
10,361 |
| 20 |
1.0630 |
1.0140 |
0.0490 |
4.8% |
0.0119 |
1.2% |
14% |
False |
False |
5,266 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0133 |
1.3% |
38% |
False |
False |
2,722 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0114 |
1.1% |
38% |
False |
False |
1,844 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0093 |
0.9% |
38% |
False |
False |
1,388 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0075 |
0.7% |
38% |
False |
False |
1,112 |
| 120 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0063 |
0.6% |
38% |
False |
False |
927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0740 |
|
2.618 |
1.0556 |
|
1.618 |
1.0443 |
|
1.000 |
1.0373 |
|
0.618 |
1.0330 |
|
HIGH |
1.0260 |
|
0.618 |
1.0217 |
|
0.500 |
1.0204 |
|
0.382 |
1.0190 |
|
LOW |
1.0147 |
|
0.618 |
1.0077 |
|
1.000 |
1.0034 |
|
1.618 |
0.9964 |
|
2.618 |
0.9851 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0324 |
| PP |
1.0205 |
1.0285 |
| S1 |
1.0204 |
1.0247 |
|