CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0426 |
-0.0038 |
-0.4% |
1.0398 |
| High |
1.0465 |
1.0557 |
0.0092 |
0.9% |
1.0413 |
| Low |
1.0361 |
1.0389 |
0.0028 |
0.3% |
0.9871 |
| Close |
1.0419 |
1.0517 |
0.0098 |
0.9% |
1.0310 |
| Range |
0.0104 |
0.0168 |
0.0064 |
61.5% |
0.0542 |
| ATR |
0.0175 |
0.0174 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
108,656 |
94,622 |
-14,034 |
-12.9% |
1,056,480 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0922 |
1.0609 |
|
| R3 |
1.0824 |
1.0754 |
1.0563 |
|
| R2 |
1.0656 |
1.0656 |
1.0548 |
|
| R1 |
1.0586 |
1.0586 |
1.0532 |
1.0621 |
| PP |
1.0488 |
1.0488 |
1.0488 |
1.0505 |
| S1 |
1.0418 |
1.0418 |
1.0502 |
1.0453 |
| S2 |
1.0320 |
1.0320 |
1.0486 |
|
| S3 |
1.0152 |
1.0250 |
1.0471 |
|
| S4 |
0.9984 |
1.0082 |
1.0425 |
|
|
| 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 |
1.0557 |
1.0063 |
0.0494 |
4.7% |
0.0159 |
1.5% |
92% |
True |
False |
126,840 |
| 10 |
1.0720 |
0.9871 |
0.0849 |
8.1% |
0.0224 |
2.1% |
76% |
False |
False |
179,988 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0176 |
1.7% |
57% |
False |
False |
145,296 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0144 |
1.4% |
57% |
False |
False |
128,021 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0135 |
1.3% |
57% |
False |
False |
102,461 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0131 |
1.2% |
57% |
False |
False |
76,894 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0118 |
1.1% |
57% |
False |
False |
61,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.0997 |
|
1.618 |
1.0829 |
|
1.000 |
1.0725 |
|
0.618 |
1.0661 |
|
HIGH |
1.0557 |
|
0.618 |
1.0493 |
|
0.500 |
1.0473 |
|
0.382 |
1.0453 |
|
LOW |
1.0389 |
|
0.618 |
1.0285 |
|
1.000 |
1.0221 |
|
1.618 |
1.0117 |
|
2.618 |
0.9949 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0502 |
1.0489 |
| PP |
1.0488 |
1.0461 |
| S1 |
1.0473 |
1.0434 |
|