CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0343 |
1.0351 |
0.0008 |
0.1% |
1.0328 |
| High |
1.0443 |
1.0436 |
-0.0007 |
-0.1% |
1.0557 |
| Low |
1.0276 |
1.0324 |
0.0048 |
0.5% |
1.0276 |
| Close |
1.0352 |
1.0386 |
0.0034 |
0.3% |
1.0352 |
| Range |
0.0167 |
0.0112 |
-0.0055 |
-32.9% |
0.0281 |
| ATR |
0.0176 |
0.0171 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
130,559 |
80,479 |
-50,080 |
-38.4% |
543,960 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0664 |
1.0448 |
|
| R3 |
1.0606 |
1.0552 |
1.0417 |
|
| R2 |
1.0494 |
1.0494 |
1.0407 |
|
| R1 |
1.0440 |
1.0440 |
1.0396 |
1.0467 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0396 |
| S1 |
1.0328 |
1.0328 |
1.0376 |
1.0355 |
| S2 |
1.0270 |
1.0270 |
1.0365 |
|
| S3 |
1.0158 |
1.0216 |
1.0355 |
|
| S4 |
1.0046 |
1.0104 |
1.0324 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1076 |
1.0507 |
|
| R3 |
1.0957 |
1.0795 |
1.0429 |
|
| R2 |
1.0676 |
1.0676 |
1.0404 |
|
| R1 |
1.0514 |
1.0514 |
1.0378 |
1.0595 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0436 |
| S1 |
1.0233 |
1.0233 |
1.0326 |
1.0314 |
| S2 |
1.0114 |
1.0114 |
1.0300 |
|
| S3 |
0.9833 |
0.9952 |
1.0275 |
|
| S4 |
0.9552 |
0.9671 |
1.0197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0557 |
1.0276 |
0.0281 |
2.7% |
0.0151 |
1.5% |
39% |
False |
False |
107,782 |
| 10 |
1.0557 |
0.9871 |
0.0686 |
6.6% |
0.0197 |
1.9% |
75% |
False |
False |
146,340 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0185 |
1.8% |
45% |
False |
False |
148,470 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0148 |
1.4% |
45% |
False |
False |
127,713 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0138 |
1.3% |
45% |
False |
False |
108,031 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0133 |
1.3% |
45% |
False |
False |
81,085 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0121 |
1.2% |
45% |
False |
False |
64,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0912 |
|
2.618 |
1.0729 |
|
1.618 |
1.0617 |
|
1.000 |
1.0548 |
|
0.618 |
1.0505 |
|
HIGH |
1.0436 |
|
0.618 |
1.0393 |
|
0.500 |
1.0380 |
|
0.382 |
1.0367 |
|
LOW |
1.0324 |
|
0.618 |
1.0255 |
|
1.000 |
1.0212 |
|
1.618 |
1.0143 |
|
2.618 |
1.0031 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0397 |
| PP |
1.0382 |
1.0393 |
| S1 |
1.0380 |
1.0390 |
|