CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0719 |
-0.0181 |
-1.7% |
1.0775 |
| High |
1.0940 |
1.0724 |
-0.0216 |
-2.0% |
1.1005 |
| Low |
1.0714 |
1.0616 |
-0.0098 |
-0.9% |
1.0717 |
| Close |
1.0748 |
1.0674 |
-0.0074 |
-0.7% |
1.0931 |
| Range |
0.0226 |
0.0108 |
-0.0118 |
-52.2% |
0.0288 |
| ATR |
0.0124 |
0.0124 |
0.0001 |
0.5% |
0.0000 |
| Volume |
132,066 |
170,208 |
38,142 |
28.9% |
489,345 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0943 |
1.0733 |
|
| R3 |
1.0887 |
1.0835 |
1.0704 |
|
| R2 |
1.0779 |
1.0779 |
1.0694 |
|
| R1 |
1.0727 |
1.0727 |
1.0684 |
1.0699 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0658 |
| S1 |
1.0619 |
1.0619 |
1.0664 |
1.0591 |
| S2 |
1.0563 |
1.0563 |
1.0654 |
|
| S3 |
1.0455 |
1.0511 |
1.0644 |
|
| S4 |
1.0347 |
1.0403 |
1.0615 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1748 |
1.1628 |
1.1089 |
|
| R3 |
1.1460 |
1.1340 |
1.1010 |
|
| R2 |
1.1172 |
1.1172 |
1.0984 |
|
| R1 |
1.1052 |
1.1052 |
1.0957 |
1.1112 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0915 |
| S1 |
1.0764 |
1.0764 |
1.0905 |
1.0824 |
| S2 |
1.0596 |
1.0596 |
1.0878 |
|
| S3 |
1.0308 |
1.0476 |
1.0852 |
|
| S4 |
1.0020 |
1.0188 |
1.0773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1005 |
1.0616 |
0.0389 |
3.6% |
0.0137 |
1.3% |
15% |
False |
True |
125,892 |
| 10 |
1.1005 |
1.0615 |
0.0390 |
3.7% |
0.0128 |
1.2% |
15% |
False |
False |
110,604 |
| 20 |
1.1005 |
1.0435 |
0.0570 |
5.3% |
0.0121 |
1.1% |
42% |
False |
False |
112,205 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
6.8% |
0.0119 |
1.1% |
54% |
False |
False |
107,102 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
6.8% |
0.0118 |
1.1% |
54% |
False |
False |
72,494 |
| 80 |
1.1005 |
1.0189 |
0.0816 |
7.6% |
0.0112 |
1.0% |
59% |
False |
False |
54,408 |
| 100 |
1.1005 |
0.9550 |
0.1455 |
13.6% |
0.0105 |
1.0% |
77% |
False |
False |
43,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1183 |
|
2.618 |
1.1007 |
|
1.618 |
1.0899 |
|
1.000 |
1.0832 |
|
0.618 |
1.0791 |
|
HIGH |
1.0724 |
|
0.618 |
1.0683 |
|
0.500 |
1.0670 |
|
0.382 |
1.0657 |
|
LOW |
1.0616 |
|
0.618 |
1.0549 |
|
1.000 |
1.0508 |
|
1.618 |
1.0441 |
|
2.618 |
1.0333 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0806 |
| PP |
1.0671 |
1.0762 |
| S1 |
1.0670 |
1.0718 |
|