CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0491 |
0.0131 |
1.3% |
1.0328 |
| High |
1.0498 |
1.0493 |
-0.0005 |
0.0% |
1.0557 |
| Low |
1.0350 |
1.0412 |
0.0062 |
0.6% |
1.0276 |
| Close |
1.0469 |
1.0429 |
-0.0040 |
-0.4% |
1.0352 |
| Range |
0.0148 |
0.0081 |
-0.0067 |
-45.3% |
0.0281 |
| ATR |
0.0170 |
0.0163 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
92,195 |
84,381 |
-7,814 |
-8.5% |
543,960 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0688 |
1.0639 |
1.0474 |
|
| R3 |
1.0607 |
1.0558 |
1.0451 |
|
| R2 |
1.0526 |
1.0526 |
1.0444 |
|
| R1 |
1.0477 |
1.0477 |
1.0436 |
1.0461 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0437 |
| S1 |
1.0396 |
1.0396 |
1.0422 |
1.0380 |
| S2 |
1.0364 |
1.0364 |
1.0414 |
|
| S3 |
1.0283 |
1.0315 |
1.0407 |
|
| S4 |
1.0202 |
1.0234 |
1.0384 |
|
|
| 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 |
1.0518 |
1.0276 |
0.0242 |
2.3% |
0.0143 |
1.4% |
63% |
False |
False |
102,442 |
| 10 |
1.0557 |
1.0063 |
0.0494 |
4.7% |
0.0151 |
1.4% |
74% |
False |
False |
114,641 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0182 |
1.7% |
49% |
False |
False |
147,078 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0148 |
1.4% |
49% |
False |
False |
126,824 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0138 |
1.3% |
49% |
False |
False |
110,947 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0134 |
1.3% |
49% |
False |
False |
83,288 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0123 |
1.2% |
49% |
False |
False |
66,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0837 |
|
2.618 |
1.0705 |
|
1.618 |
1.0624 |
|
1.000 |
1.0574 |
|
0.618 |
1.0543 |
|
HIGH |
1.0493 |
|
0.618 |
1.0462 |
|
0.500 |
1.0453 |
|
0.382 |
1.0443 |
|
LOW |
1.0412 |
|
0.618 |
1.0362 |
|
1.000 |
1.0331 |
|
1.618 |
1.0281 |
|
2.618 |
1.0200 |
|
4.250 |
1.0068 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0453 |
1.0423 |
| PP |
1.0445 |
1.0417 |
| S1 |
1.0437 |
1.0411 |
|