CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0114 |
1.0296 |
0.0182 |
1.8% |
1.0398 |
| High |
1.0312 |
1.0318 |
0.0006 |
0.1% |
1.0413 |
| Low |
1.0063 |
1.0198 |
0.0135 |
1.3% |
0.9871 |
| Close |
1.0257 |
1.0310 |
0.0053 |
0.5% |
1.0310 |
| Range |
0.0249 |
0.0120 |
-0.0129 |
-51.8% |
0.0542 |
| ATR |
0.0187 |
0.0182 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
207,490 |
137,909 |
-69,581 |
-33.5% |
1,056,480 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0593 |
1.0376 |
|
| R3 |
1.0515 |
1.0473 |
1.0343 |
|
| R2 |
1.0395 |
1.0395 |
1.0332 |
|
| R1 |
1.0353 |
1.0353 |
1.0321 |
1.0374 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0286 |
| S1 |
1.0233 |
1.0233 |
1.0299 |
1.0254 |
| S2 |
1.0155 |
1.0155 |
1.0288 |
|
| S3 |
1.0035 |
1.0113 |
1.0277 |
|
| S4 |
0.9915 |
0.9993 |
1.0244 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1824 |
1.1609 |
1.0608 |
|
| R3 |
1.1282 |
1.1067 |
1.0459 |
|
| R2 |
1.0740 |
1.0740 |
1.0409 |
|
| R1 |
1.0525 |
1.0525 |
1.0360 |
1.0362 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0116 |
| S1 |
0.9983 |
0.9983 |
1.0260 |
0.9820 |
| S2 |
0.9656 |
0.9656 |
1.0211 |
|
| S3 |
0.9114 |
0.9441 |
1.0161 |
|
| S4 |
0.8572 |
0.8899 |
1.0012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0413 |
0.9871 |
0.0542 |
5.3% |
0.0268 |
2.6% |
81% |
False |
False |
211,296 |
| 10 |
1.0996 |
0.9871 |
0.1125 |
10.9% |
0.0229 |
2.2% |
39% |
False |
False |
193,290 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0169 |
1.6% |
39% |
False |
False |
145,179 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0142 |
1.4% |
39% |
False |
False |
127,702 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0133 |
1.3% |
39% |
False |
False |
97,659 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0128 |
1.2% |
39% |
False |
False |
73,288 |
| 100 |
1.1005 |
0.9866 |
0.1139 |
11.0% |
0.0116 |
1.1% |
39% |
False |
False |
58,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0828 |
|
2.618 |
1.0632 |
|
1.618 |
1.0512 |
|
1.000 |
1.0438 |
|
0.618 |
1.0392 |
|
HIGH |
1.0318 |
|
0.618 |
1.0272 |
|
0.500 |
1.0258 |
|
0.382 |
1.0244 |
|
LOW |
1.0198 |
|
0.618 |
1.0124 |
|
1.000 |
1.0078 |
|
1.618 |
1.0004 |
|
2.618 |
0.9884 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0274 |
| PP |
1.0275 |
1.0239 |
| S1 |
1.0258 |
1.0203 |
|