CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0134 |
-0.0264 |
-2.5% |
1.0926 |
| High |
1.0413 |
1.0328 |
-0.0085 |
-0.8% |
1.0996 |
| Low |
1.0126 |
0.9871 |
-0.0255 |
-2.5% |
1.0319 |
| Close |
1.0157 |
1.0031 |
-0.0126 |
-1.2% |
1.0413 |
| Range |
0.0287 |
0.0457 |
0.0170 |
59.2% |
0.0677 |
| ATR |
0.0150 |
0.0172 |
0.0022 |
14.6% |
0.0000 |
| Volume |
217,518 |
288,853 |
71,335 |
32.8% |
876,421 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1196 |
1.0282 |
|
| R3 |
1.0991 |
1.0739 |
1.0157 |
|
| R2 |
1.0534 |
1.0534 |
1.0115 |
|
| R1 |
1.0282 |
1.0282 |
1.0073 |
1.0180 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0025 |
| S1 |
0.9825 |
0.9825 |
0.9989 |
0.9723 |
| S2 |
0.9620 |
0.9620 |
0.9947 |
|
| S3 |
0.9163 |
0.9368 |
0.9905 |
|
| S4 |
0.8706 |
0.8911 |
0.9780 |
|
|
| 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 |
1.0724 |
0.9871 |
0.0853 |
8.5% |
0.0265 |
2.6% |
19% |
False |
True |
226,236 |
| 10 |
1.1005 |
0.9871 |
0.1134 |
11.3% |
0.0205 |
2.0% |
14% |
False |
True |
170,618 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
11.3% |
0.0160 |
1.6% |
14% |
False |
True |
136,043 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.3% |
0.0138 |
1.4% |
14% |
False |
True |
123,873 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.3% |
0.0128 |
1.3% |
14% |
False |
True |
88,498 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.3% |
0.0124 |
1.2% |
14% |
False |
True |
66,415 |
| 100 |
1.1005 |
0.9680 |
0.1325 |
13.2% |
0.0112 |
1.1% |
26% |
False |
False |
53,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2270 |
|
2.618 |
1.1524 |
|
1.618 |
1.1067 |
|
1.000 |
1.0785 |
|
0.618 |
1.0610 |
|
HIGH |
1.0328 |
|
0.618 |
1.0153 |
|
0.500 |
1.0100 |
|
0.382 |
1.0046 |
|
LOW |
0.9871 |
|
0.618 |
0.9589 |
|
1.000 |
0.9414 |
|
1.618 |
0.9132 |
|
2.618 |
0.8675 |
|
4.250 |
0.7929 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0171 |
| PP |
1.0077 |
1.0124 |
| S1 |
1.0054 |
1.0078 |
|