CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0341 |
1.0114 |
-0.0227 |
-2.2% |
1.0926 |
| High |
1.0343 |
1.0312 |
-0.0031 |
-0.3% |
1.0996 |
| Low |
1.0117 |
1.0063 |
-0.0054 |
-0.5% |
1.0319 |
| Close |
1.0207 |
1.0257 |
0.0050 |
0.5% |
1.0413 |
| Range |
0.0226 |
0.0249 |
0.0023 |
10.2% |
0.0677 |
| ATR |
0.0182 |
0.0187 |
0.0005 |
2.6% |
0.0000 |
| Volume |
204,710 |
207,490 |
2,780 |
1.4% |
876,421 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0856 |
1.0394 |
|
| R3 |
1.0709 |
1.0607 |
1.0325 |
|
| R2 |
1.0460 |
1.0460 |
1.0303 |
|
| R1 |
1.0358 |
1.0358 |
1.0280 |
1.0409 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0236 |
| S1 |
1.0109 |
1.0109 |
1.0234 |
1.0160 |
| S2 |
0.9962 |
0.9962 |
1.0211 |
|
| S3 |
0.9713 |
0.9860 |
1.0189 |
|
| S4 |
0.9464 |
0.9611 |
1.0120 |
|
|
| 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 |
1.0471 |
0.9871 |
0.0600 |
5.8% |
0.0274 |
2.7% |
64% |
False |
False |
233,616 |
| 10 |
1.0996 |
0.9871 |
0.1125 |
11.0% |
0.0228 |
2.2% |
34% |
False |
False |
191,794 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0169 |
1.6% |
34% |
False |
False |
143,773 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0142 |
1.4% |
34% |
False |
False |
128,270 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0132 |
1.3% |
34% |
False |
False |
95,364 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.1% |
0.0128 |
1.2% |
34% |
False |
False |
71,566 |
| 100 |
1.1005 |
0.9822 |
0.1183 |
11.5% |
0.0116 |
1.1% |
37% |
False |
False |
57,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1370 |
|
2.618 |
1.0964 |
|
1.618 |
1.0715 |
|
1.000 |
1.0561 |
|
0.618 |
1.0466 |
|
HIGH |
1.0312 |
|
0.618 |
1.0217 |
|
0.500 |
1.0188 |
|
0.382 |
1.0158 |
|
LOW |
1.0063 |
|
0.618 |
0.9909 |
|
1.000 |
0.9814 |
|
1.618 |
0.9660 |
|
2.618 |
0.9411 |
|
4.250 |
0.9005 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0207 |
| PP |
1.0211 |
1.0157 |
| S1 |
1.0188 |
1.0107 |
|