CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0341 |
0.0207 |
2.0% |
1.0926 |
| High |
1.0328 |
1.0343 |
0.0015 |
0.1% |
1.0996 |
| Low |
0.9871 |
1.0117 |
0.0246 |
2.5% |
1.0319 |
| Close |
1.0031 |
1.0207 |
0.0176 |
1.8% |
1.0413 |
| Range |
0.0457 |
0.0226 |
-0.0231 |
-50.5% |
0.0677 |
| ATR |
0.0172 |
0.0182 |
0.0010 |
5.8% |
0.0000 |
| Volume |
288,853 |
204,710 |
-84,143 |
-29.1% |
876,421 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0780 |
1.0331 |
|
| R3 |
1.0674 |
1.0554 |
1.0269 |
|
| R2 |
1.0448 |
1.0448 |
1.0248 |
|
| R1 |
1.0328 |
1.0328 |
1.0228 |
1.0275 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0196 |
| S1 |
1.0102 |
1.0102 |
1.0186 |
1.0049 |
| S2 |
0.9996 |
0.9996 |
1.0166 |
|
| S3 |
0.9770 |
0.9876 |
1.0145 |
|
| S4 |
0.9544 |
0.9650 |
1.0083 |
|
|
| 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 |
1.0720 |
0.9871 |
0.0849 |
8.3% |
0.0289 |
2.8% |
40% |
False |
False |
233,136 |
| 10 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0213 |
2.1% |
30% |
False |
False |
179,514 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0161 |
1.6% |
30% |
False |
False |
139,484 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0140 |
1.4% |
30% |
False |
False |
126,460 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0130 |
1.3% |
30% |
False |
False |
91,907 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0126 |
1.2% |
30% |
False |
False |
68,973 |
| 100 |
1.1005 |
0.9760 |
0.1245 |
12.2% |
0.0114 |
1.1% |
36% |
False |
False |
55,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.0935 |
|
1.618 |
1.0709 |
|
1.000 |
1.0569 |
|
0.618 |
1.0483 |
|
HIGH |
1.0343 |
|
0.618 |
1.0257 |
|
0.500 |
1.0230 |
|
0.382 |
1.0203 |
|
LOW |
1.0117 |
|
0.618 |
0.9977 |
|
1.000 |
0.9891 |
|
1.618 |
0.9751 |
|
2.618 |
0.9525 |
|
4.250 |
0.9157 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0185 |
| PP |
1.0222 |
1.0164 |
| S1 |
1.0215 |
1.0142 |
|