CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0708 |
1.0396 |
-0.0312 |
-2.9% |
1.0926 |
| High |
1.0720 |
1.0471 |
-0.0249 |
-2.3% |
1.0996 |
| Low |
1.0398 |
1.0319 |
-0.0079 |
-0.8% |
1.0319 |
| Close |
1.0438 |
1.0413 |
-0.0025 |
-0.2% |
1.0413 |
| Range |
0.0322 |
0.0152 |
-0.0170 |
-52.8% |
0.0677 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
0.7% |
0.0000 |
| Volume |
205,090 |
249,513 |
44,423 |
21.7% |
876,421 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0787 |
1.0497 |
|
| R3 |
1.0705 |
1.0635 |
1.0455 |
|
| R2 |
1.0553 |
1.0553 |
1.0441 |
|
| R1 |
1.0483 |
1.0483 |
1.0427 |
1.0518 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0419 |
| S1 |
1.0331 |
1.0331 |
1.0399 |
1.0366 |
| S2 |
1.0249 |
1.0249 |
1.0385 |
|
| S3 |
1.0097 |
1.0179 |
1.0371 |
|
| S4 |
0.9945 |
1.0027 |
1.0329 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2187 |
1.0785 |
|
| R3 |
1.1930 |
1.1510 |
1.0599 |
|
| R2 |
1.1253 |
1.1253 |
1.0537 |
|
| R1 |
1.0833 |
1.0833 |
1.0475 |
1.0705 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0512 |
| S1 |
1.0156 |
1.0156 |
1.0351 |
1.0028 |
| S2 |
0.9899 |
0.9899 |
1.0289 |
|
| S3 |
0.9222 |
0.9479 |
1.0227 |
|
| S4 |
0.8545 |
0.8802 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0996 |
1.0319 |
0.0677 |
6.5% |
0.0190 |
1.8% |
14% |
False |
True |
175,284 |
| 10 |
1.1005 |
1.0319 |
0.0686 |
6.6% |
0.0153 |
1.5% |
14% |
False |
True |
136,576 |
| 20 |
1.1005 |
1.0319 |
0.0686 |
6.6% |
0.0135 |
1.3% |
14% |
False |
True |
124,506 |
| 40 |
1.1005 |
1.0281 |
0.0724 |
7.0% |
0.0125 |
1.2% |
18% |
False |
False |
116,149 |
| 60 |
1.1005 |
1.0281 |
0.0724 |
7.0% |
0.0120 |
1.2% |
18% |
False |
False |
80,067 |
| 80 |
1.1005 |
1.0247 |
0.0758 |
7.3% |
0.0115 |
1.1% |
22% |
False |
False |
60,088 |
| 100 |
1.1005 |
0.9550 |
0.1455 |
14.0% |
0.0107 |
1.0% |
59% |
False |
False |
48,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1117 |
|
2.618 |
1.0869 |
|
1.618 |
1.0717 |
|
1.000 |
1.0623 |
|
0.618 |
1.0565 |
|
HIGH |
1.0471 |
|
0.618 |
1.0413 |
|
0.500 |
1.0395 |
|
0.382 |
1.0377 |
|
LOW |
1.0319 |
|
0.618 |
1.0225 |
|
1.000 |
1.0167 |
|
1.618 |
1.0073 |
|
2.618 |
0.9921 |
|
4.250 |
0.9673 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0522 |
| PP |
1.0401 |
1.0485 |
| S1 |
1.0395 |
1.0449 |
|