CME Australian Dollar Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1.0351 1.0360 0.0009 0.1% 1.0328
High 1.0436 1.0498 0.0062 0.6% 1.0557
Low 1.0324 1.0350 0.0026 0.3% 1.0276
Close 1.0386 1.0469 0.0083 0.8% 1.0352
Range 0.0112 0.0148 0.0036 32.1% 0.0281
ATR 0.0171 0.0170 -0.0002 -1.0% 0.0000
Volume 80,479 92,195 11,716 14.6% 543,960
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0883 1.0824 1.0550
R3 1.0735 1.0676 1.0510
R2 1.0587 1.0587 1.0496
R1 1.0528 1.0528 1.0483 1.0558
PP 1.0439 1.0439 1.0439 1.0454
S1 1.0380 1.0380 1.0455 1.0410
S2 1.0291 1.0291 1.0442
S3 1.0143 1.0232 1.0428
S4 0.9995 1.0084 1.0388
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% 0.0160 1.5% 69% False False 104,490
10 1.0557 1.0063 0.0494 4.7% 0.0166 1.6% 82% False False 126,674
20 1.1005 0.9871 0.1134 10.8% 0.0185 1.8% 53% False False 148,646
40 1.1005 0.9871 0.1134 10.8% 0.0149 1.4% 53% False False 127,086
60 1.1005 0.9871 0.1134 10.8% 0.0139 1.3% 53% False False 109,561
80 1.1005 0.9871 0.1134 10.8% 0.0134 1.3% 53% False False 82,236
100 1.1005 0.9871 0.1134 10.8% 0.0122 1.2% 53% False False 65,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1127
2.618 1.0885
1.618 1.0737
1.000 1.0646
0.618 1.0589
HIGH 1.0498
0.618 1.0441
0.500 1.0424
0.382 1.0407
LOW 1.0350
0.618 1.0259
1.000 1.0202
1.618 1.0111
2.618 0.9963
4.250 0.9721
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1.0454 1.0442
PP 1.0439 1.0414
S1 1.0424 1.0387

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These figures are updated between 7pm and 10pm EST after a trading day.

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