CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0104 |
-0.0082 |
-0.8% |
1.0316 |
| High |
1.0205 |
1.0202 |
-0.0003 |
0.0% |
1.0319 |
| Low |
1.0056 |
1.0041 |
-0.0015 |
-0.1% |
1.0066 |
| Close |
1.0068 |
1.0165 |
0.0097 |
1.0% |
1.0265 |
| Range |
0.0149 |
0.0161 |
0.0012 |
8.1% |
0.0253 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.9% |
0.0000 |
| Volume |
110,728 |
117,708 |
6,980 |
6.3% |
275,040 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0553 |
1.0254 |
|
| R3 |
1.0458 |
1.0392 |
1.0209 |
|
| R2 |
1.0297 |
1.0297 |
1.0195 |
|
| R1 |
1.0231 |
1.0231 |
1.0180 |
1.0264 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0153 |
| S1 |
1.0070 |
1.0070 |
1.0150 |
1.0103 |
| S2 |
0.9975 |
0.9975 |
1.0135 |
|
| S3 |
0.9814 |
0.9909 |
1.0121 |
|
| S4 |
0.9653 |
0.9748 |
1.0076 |
|
|
| 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 |
1.0285 |
1.0041 |
0.0244 |
2.4% |
0.0155 |
1.5% |
51% |
False |
True |
90,384 |
| 10 |
1.0533 |
1.0041 |
0.0492 |
4.8% |
0.0154 |
1.5% |
25% |
False |
True |
53,659 |
| 20 |
1.0630 |
1.0041 |
0.0589 |
5.8% |
0.0128 |
1.3% |
21% |
False |
True |
27,837 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0142 |
1.4% |
34% |
False |
False |
14,008 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0121 |
1.2% |
34% |
False |
False |
9,370 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0102 |
1.0% |
34% |
False |
False |
7,037 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0083 |
0.8% |
34% |
False |
False |
5,631 |
| 120 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0069 |
0.7% |
34% |
False |
False |
4,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0886 |
|
2.618 |
1.0623 |
|
1.618 |
1.0462 |
|
1.000 |
1.0363 |
|
0.618 |
1.0301 |
|
HIGH |
1.0202 |
|
0.618 |
1.0140 |
|
0.500 |
1.0122 |
|
0.382 |
1.0103 |
|
LOW |
1.0041 |
|
0.618 |
0.9942 |
|
1.000 |
0.9880 |
|
1.618 |
0.9781 |
|
2.618 |
0.9620 |
|
4.250 |
0.9357 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0151 |
1.0164 |
| PP |
1.0136 |
1.0164 |
| S1 |
1.0122 |
1.0163 |
|