CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0708 |
-0.0011 |
-0.1% |
1.0775 |
| High |
1.0724 |
1.0720 |
-0.0004 |
0.0% |
1.1005 |
| Low |
1.0616 |
1.0398 |
-0.0218 |
-2.1% |
1.0717 |
| Close |
1.0674 |
1.0438 |
-0.0236 |
-2.2% |
1.0931 |
| Range |
0.0108 |
0.0322 |
0.0214 |
198.1% |
0.0288 |
| ATR |
0.0124 |
0.0138 |
0.0014 |
11.4% |
0.0000 |
| Volume |
170,208 |
205,090 |
34,882 |
20.5% |
489,345 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1283 |
1.0615 |
|
| R3 |
1.1163 |
1.0961 |
1.0527 |
|
| R2 |
1.0841 |
1.0841 |
1.0497 |
|
| R1 |
1.0639 |
1.0639 |
1.0468 |
1.0579 |
| PP |
1.0519 |
1.0519 |
1.0519 |
1.0489 |
| S1 |
1.0317 |
1.0317 |
1.0408 |
1.0257 |
| S2 |
1.0197 |
1.0197 |
1.0379 |
|
| S3 |
0.9875 |
0.9995 |
1.0349 |
|
| S4 |
0.9553 |
0.9673 |
1.0261 |
|
|
| 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 |
1.0996 |
1.0398 |
0.0598 |
5.7% |
0.0182 |
1.7% |
7% |
False |
True |
149,973 |
| 10 |
1.1005 |
1.0398 |
0.0607 |
5.8% |
0.0144 |
1.4% |
7% |
False |
True |
119,370 |
| 20 |
1.1005 |
1.0398 |
0.0607 |
5.8% |
0.0132 |
1.3% |
7% |
False |
True |
117,601 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
6.9% |
0.0124 |
1.2% |
22% |
False |
False |
111,245 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
6.9% |
0.0122 |
1.2% |
22% |
False |
False |
75,910 |
| 80 |
1.1005 |
1.0189 |
0.0816 |
7.8% |
0.0115 |
1.1% |
31% |
False |
False |
56,970 |
| 100 |
1.1005 |
0.9550 |
0.1455 |
13.9% |
0.0108 |
1.0% |
61% |
False |
False |
45,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2089 |
|
2.618 |
1.1563 |
|
1.618 |
1.1241 |
|
1.000 |
1.1042 |
|
0.618 |
1.0919 |
|
HIGH |
1.0720 |
|
0.618 |
1.0597 |
|
0.500 |
1.0559 |
|
0.382 |
1.0521 |
|
LOW |
1.0398 |
|
0.618 |
1.0199 |
|
1.000 |
1.0076 |
|
1.618 |
0.9877 |
|
2.618 |
0.9555 |
|
4.250 |
0.9030 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0559 |
1.0669 |
| PP |
1.0519 |
1.0592 |
| S1 |
1.0478 |
1.0515 |
|