CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0220 |
0.0070 |
0.7% |
1.0316 |
| High |
1.0236 |
1.0285 |
0.0049 |
0.5% |
1.0319 |
| Low |
1.0072 |
1.0181 |
0.0109 |
1.1% |
1.0066 |
| Close |
1.0211 |
1.0265 |
0.0054 |
0.5% |
1.0265 |
| Range |
0.0164 |
0.0104 |
-0.0060 |
-36.6% |
0.0253 |
| ATR |
0.0140 |
0.0138 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
87,825 |
92,232 |
4,407 |
5.0% |
275,040 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0556 |
1.0514 |
1.0322 |
|
| R3 |
1.0452 |
1.0410 |
1.0294 |
|
| R2 |
1.0348 |
1.0348 |
1.0284 |
|
| R1 |
1.0306 |
1.0306 |
1.0275 |
1.0327 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0254 |
| S1 |
1.0202 |
1.0202 |
1.0255 |
1.0223 |
| S2 |
1.0140 |
1.0140 |
1.0246 |
|
| S3 |
1.0036 |
1.0098 |
1.0236 |
|
| S4 |
0.9932 |
0.9994 |
1.0208 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0873 |
1.0404 |
|
| R3 |
1.0723 |
1.0620 |
1.0335 |
|
| R2 |
1.0470 |
1.0470 |
1.0311 |
|
| R1 |
1.0367 |
1.0367 |
1.0288 |
1.0292 |
| PP |
1.0217 |
1.0217 |
1.0217 |
1.0179 |
| S1 |
1.0114 |
1.0114 |
1.0242 |
1.0039 |
| S2 |
0.9964 |
0.9964 |
1.0219 |
|
| S3 |
0.9711 |
0.9861 |
1.0195 |
|
| S4 |
0.9458 |
0.9608 |
1.0126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0319 |
1.0066 |
0.0253 |
2.5% |
0.0151 |
1.5% |
79% |
False |
False |
55,008 |
| 10 |
1.0608 |
1.0066 |
0.0542 |
5.3% |
0.0149 |
1.5% |
37% |
False |
False |
32,531 |
| 20 |
1.0630 |
1.0066 |
0.0564 |
5.5% |
0.0126 |
1.2% |
35% |
False |
False |
16,426 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0137 |
1.3% |
44% |
False |
False |
8,300 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0119 |
1.2% |
44% |
False |
False |
5,565 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0099 |
1.0% |
44% |
False |
False |
4,181 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0080 |
0.8% |
44% |
False |
False |
3,347 |
| 120 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0066 |
0.6% |
44% |
False |
False |
2,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0727 |
|
2.618 |
1.0557 |
|
1.618 |
1.0453 |
|
1.000 |
1.0389 |
|
0.618 |
1.0349 |
|
HIGH |
1.0285 |
|
0.618 |
1.0245 |
|
0.500 |
1.0233 |
|
0.382 |
1.0221 |
|
LOW |
1.0181 |
|
0.618 |
1.0117 |
|
1.000 |
1.0077 |
|
1.618 |
1.0013 |
|
2.618 |
0.9909 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0235 |
| PP |
1.0244 |
1.0205 |
| S1 |
1.0233 |
1.0176 |
|