CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0232 |
1.0194 |
-0.0038 |
-0.4% |
1.0468 |
| High |
1.0260 |
1.0261 |
0.0001 |
0.0% |
1.0533 |
| Low |
1.0147 |
1.0066 |
-0.0081 |
-0.8% |
1.0297 |
| Close |
1.0208 |
1.0138 |
-0.0070 |
-0.7% |
1.0317 |
| Range |
0.0113 |
0.0195 |
0.0082 |
72.6% |
0.0236 |
| ATR |
0.0134 |
0.0139 |
0.0004 |
3.2% |
0.0000 |
| Volume |
28,204 |
43,430 |
15,226 |
54.0% |
49,404 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0634 |
1.0245 |
|
| R3 |
1.0545 |
1.0439 |
1.0192 |
|
| R2 |
1.0350 |
1.0350 |
1.0174 |
|
| R1 |
1.0244 |
1.0244 |
1.0156 |
1.0200 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0133 |
| S1 |
1.0049 |
1.0049 |
1.0120 |
1.0005 |
| S2 |
0.9960 |
0.9960 |
1.0102 |
|
| S3 |
0.9765 |
0.9854 |
1.0084 |
|
| S4 |
0.9570 |
0.9659 |
1.0031 |
|
|
| 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 |
1.0066 |
0.0467 |
4.6% |
0.0158 |
1.6% |
15% |
False |
True |
24,146 |
| 10 |
1.0630 |
1.0066 |
0.0564 |
5.6% |
0.0137 |
1.3% |
13% |
False |
True |
14,662 |
| 20 |
1.0630 |
1.0066 |
0.0564 |
5.6% |
0.0125 |
1.2% |
13% |
False |
True |
7,434 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0135 |
1.3% |
32% |
False |
False |
3,803 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0116 |
1.1% |
32% |
False |
False |
2,566 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0095 |
0.9% |
32% |
False |
False |
1,931 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0077 |
0.8% |
32% |
False |
False |
1,547 |
| 120 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0064 |
0.6% |
32% |
False |
False |
1,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0772 |
|
1.618 |
1.0577 |
|
1.000 |
1.0456 |
|
0.618 |
1.0382 |
|
HIGH |
1.0261 |
|
0.618 |
1.0187 |
|
0.500 |
1.0164 |
|
0.382 |
1.0140 |
|
LOW |
1.0066 |
|
0.618 |
0.9945 |
|
1.000 |
0.9871 |
|
1.618 |
0.9750 |
|
2.618 |
0.9555 |
|
4.250 |
0.9237 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0193 |
| PP |
1.0155 |
1.0174 |
| S1 |
1.0147 |
1.0156 |
|