CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0426 |
1.0495 |
0.0069 |
0.7% |
1.0398 |
| High |
1.0557 |
1.0518 |
-0.0039 |
-0.4% |
1.0413 |
| Low |
1.0389 |
1.0312 |
-0.0077 |
-0.7% |
0.9871 |
| Close |
1.0517 |
1.0334 |
-0.0183 |
-1.7% |
1.0310 |
| Range |
0.0168 |
0.0206 |
0.0038 |
22.6% |
0.0542 |
| ATR |
0.0174 |
0.0176 |
0.0002 |
1.3% |
0.0000 |
| Volume |
94,622 |
124,597 |
29,975 |
31.7% |
1,056,480 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0876 |
1.0447 |
|
| R3 |
1.0800 |
1.0670 |
1.0391 |
|
| R2 |
1.0594 |
1.0594 |
1.0372 |
|
| R1 |
1.0464 |
1.0464 |
1.0353 |
1.0426 |
| PP |
1.0388 |
1.0388 |
1.0388 |
1.0369 |
| S1 |
1.0258 |
1.0258 |
1.0315 |
1.0220 |
| S2 |
1.0182 |
1.0182 |
1.0296 |
|
| S3 |
0.9976 |
1.0052 |
1.0277 |
|
| S4 |
0.9770 |
0.9846 |
1.0221 |
|
|
| 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 |
1.0198 |
0.0359 |
3.5% |
0.0151 |
1.5% |
38% |
False |
False |
110,262 |
| 10 |
1.0557 |
0.9871 |
0.0686 |
6.6% |
0.0213 |
2.1% |
67% |
False |
False |
171,939 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0178 |
1.7% |
41% |
False |
False |
145,655 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0147 |
1.4% |
41% |
False |
False |
128,845 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0137 |
1.3% |
41% |
False |
False |
104,527 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0132 |
1.3% |
41% |
False |
False |
78,451 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0119 |
1.2% |
41% |
False |
False |
62,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1394 |
|
2.618 |
1.1057 |
|
1.618 |
1.0851 |
|
1.000 |
1.0724 |
|
0.618 |
1.0645 |
|
HIGH |
1.0518 |
|
0.618 |
1.0439 |
|
0.500 |
1.0415 |
|
0.382 |
1.0391 |
|
LOW |
1.0312 |
|
0.618 |
1.0185 |
|
1.000 |
1.0106 |
|
1.618 |
0.9979 |
|
2.618 |
0.9773 |
|
4.250 |
0.9437 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0415 |
1.0435 |
| PP |
1.0388 |
1.0401 |
| S1 |
1.0361 |
1.0368 |
|