CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0464 |
0.0136 |
1.3% |
1.0398 |
| High |
1.0466 |
1.0465 |
-0.0001 |
0.0% |
1.0413 |
| Low |
1.0310 |
1.0361 |
0.0051 |
0.5% |
0.9871 |
| Close |
1.0460 |
1.0419 |
-0.0041 |
-0.4% |
1.0310 |
| Range |
0.0156 |
0.0104 |
-0.0052 |
-33.3% |
0.0542 |
| ATR |
0.0180 |
0.0175 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
85,526 |
108,656 |
23,130 |
27.0% |
1,056,480 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0677 |
1.0476 |
|
| R3 |
1.0623 |
1.0573 |
1.0448 |
|
| R2 |
1.0519 |
1.0519 |
1.0438 |
|
| R1 |
1.0469 |
1.0469 |
1.0429 |
1.0442 |
| PP |
1.0415 |
1.0415 |
1.0415 |
1.0402 |
| S1 |
1.0365 |
1.0365 |
1.0409 |
1.0338 |
| S2 |
1.0311 |
1.0311 |
1.0400 |
|
| S3 |
1.0207 |
1.0261 |
1.0390 |
|
| S4 |
1.0103 |
1.0157 |
1.0362 |
|
|
| 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 |
1.0063 |
0.0403 |
3.9% |
0.0171 |
1.6% |
88% |
False |
False |
148,858 |
| 10 |
1.0724 |
0.9871 |
0.0853 |
8.2% |
0.0218 |
2.1% |
64% |
False |
False |
187,547 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0170 |
1.6% |
48% |
False |
False |
144,709 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0142 |
1.4% |
48% |
False |
False |
127,634 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0135 |
1.3% |
48% |
False |
False |
100,887 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0130 |
1.2% |
48% |
False |
False |
75,713 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0117 |
1.1% |
48% |
False |
False |
60,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0907 |
|
2.618 |
1.0737 |
|
1.618 |
1.0633 |
|
1.000 |
1.0569 |
|
0.618 |
1.0529 |
|
HIGH |
1.0465 |
|
0.618 |
1.0425 |
|
0.500 |
1.0413 |
|
0.382 |
1.0401 |
|
LOW |
1.0361 |
|
0.618 |
1.0297 |
|
1.000 |
1.0257 |
|
1.618 |
1.0193 |
|
2.618 |
1.0089 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0390 |
| PP |
1.0415 |
1.0361 |
| S1 |
1.0413 |
1.0332 |
|