CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0328 |
0.0032 |
0.3% |
1.0398 |
| High |
1.0318 |
1.0466 |
0.0148 |
1.4% |
1.0413 |
| Low |
1.0198 |
1.0310 |
0.0112 |
1.1% |
0.9871 |
| Close |
1.0310 |
1.0460 |
0.0150 |
1.5% |
1.0310 |
| Range |
0.0120 |
0.0156 |
0.0036 |
30.0% |
0.0542 |
| ATR |
0.0182 |
0.0180 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
137,909 |
85,526 |
-52,383 |
-38.0% |
1,056,480 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0880 |
1.0826 |
1.0546 |
|
| R3 |
1.0724 |
1.0670 |
1.0503 |
|
| R2 |
1.0568 |
1.0568 |
1.0489 |
|
| R1 |
1.0514 |
1.0514 |
1.0474 |
1.0541 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0426 |
| S1 |
1.0358 |
1.0358 |
1.0446 |
1.0385 |
| S2 |
1.0256 |
1.0256 |
1.0431 |
|
| S3 |
1.0100 |
1.0202 |
1.0417 |
|
| S4 |
0.9944 |
1.0046 |
1.0374 |
|
|
| 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 |
1.0466 |
0.9871 |
0.0595 |
5.7% |
0.0242 |
2.3% |
99% |
True |
False |
184,897 |
| 10 |
1.0940 |
0.9871 |
0.1069 |
10.2% |
0.0230 |
2.2% |
55% |
False |
False |
189,888 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0172 |
1.6% |
52% |
False |
False |
145,011 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0142 |
1.4% |
52% |
False |
False |
127,108 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0135 |
1.3% |
52% |
False |
False |
99,079 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0129 |
1.2% |
52% |
False |
False |
74,357 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0117 |
1.1% |
52% |
False |
False |
59,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.0874 |
|
1.618 |
1.0718 |
|
1.000 |
1.0622 |
|
0.618 |
1.0562 |
|
HIGH |
1.0466 |
|
0.618 |
1.0406 |
|
0.500 |
1.0388 |
|
0.382 |
1.0370 |
|
LOW |
1.0310 |
|
0.618 |
1.0214 |
|
1.000 |
1.0154 |
|
1.618 |
1.0058 |
|
2.618 |
0.9902 |
|
4.250 |
0.9647 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0395 |
| PP |
1.0412 |
1.0330 |
| S1 |
1.0388 |
1.0265 |
|