CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0398 |
0.0002 |
0.0% |
1.0926 |
| High |
1.0471 |
1.0413 |
-0.0058 |
-0.6% |
1.0996 |
| Low |
1.0319 |
1.0126 |
-0.0193 |
-1.9% |
1.0319 |
| Close |
1.0413 |
1.0157 |
-0.0256 |
-2.5% |
1.0413 |
| Range |
0.0152 |
0.0287 |
0.0135 |
88.8% |
0.0677 |
| ATR |
0.0139 |
0.0150 |
0.0011 |
7.6% |
0.0000 |
| Volume |
249,513 |
217,518 |
-31,995 |
-12.8% |
876,421 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.0912 |
1.0315 |
|
| R3 |
1.0806 |
1.0625 |
1.0236 |
|
| R2 |
1.0519 |
1.0519 |
1.0210 |
|
| R1 |
1.0338 |
1.0338 |
1.0183 |
1.0285 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0206 |
| S1 |
1.0051 |
1.0051 |
1.0131 |
0.9998 |
| S2 |
0.9945 |
0.9945 |
1.0104 |
|
| S3 |
0.9658 |
0.9764 |
1.0078 |
|
| S4 |
0.9371 |
0.9477 |
0.9999 |
|
|
| 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 |
1.0940 |
1.0126 |
0.0814 |
8.0% |
0.0219 |
2.2% |
4% |
False |
True |
194,879 |
| 10 |
1.1005 |
1.0126 |
0.0879 |
8.7% |
0.0174 |
1.7% |
4% |
False |
True |
150,600 |
| 20 |
1.1005 |
1.0126 |
0.0879 |
8.7% |
0.0144 |
1.4% |
4% |
False |
True |
129,973 |
| 40 |
1.1005 |
1.0126 |
0.0879 |
8.7% |
0.0129 |
1.3% |
4% |
False |
True |
118,727 |
| 60 |
1.1005 |
1.0126 |
0.0879 |
8.7% |
0.0123 |
1.2% |
4% |
False |
True |
83,688 |
| 80 |
1.1005 |
1.0126 |
0.0879 |
8.7% |
0.0119 |
1.2% |
4% |
False |
True |
62,805 |
| 100 |
1.1005 |
0.9580 |
0.1425 |
14.0% |
0.0108 |
1.1% |
40% |
False |
False |
50,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1633 |
|
2.618 |
1.1164 |
|
1.618 |
1.0877 |
|
1.000 |
1.0700 |
|
0.618 |
1.0590 |
|
HIGH |
1.0413 |
|
0.618 |
1.0303 |
|
0.500 |
1.0270 |
|
0.382 |
1.0236 |
|
LOW |
1.0126 |
|
0.618 |
0.9949 |
|
1.000 |
0.9839 |
|
1.618 |
0.9662 |
|
2.618 |
0.9375 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0423 |
| PP |
1.0232 |
1.0334 |
| S1 |
1.0195 |
1.0246 |
|