CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0491 |
1.0434 |
-0.0057 |
-0.5% |
1.0328 |
| High |
1.0493 |
1.0483 |
-0.0010 |
-0.1% |
1.0557 |
| Low |
1.0412 |
1.0393 |
-0.0019 |
-0.2% |
1.0276 |
| Close |
1.0429 |
1.0400 |
-0.0029 |
-0.3% |
1.0352 |
| Range |
0.0081 |
0.0090 |
0.0009 |
11.1% |
0.0281 |
| ATR |
0.0163 |
0.0158 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
84,381 |
110,511 |
26,130 |
31.0% |
543,960 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0638 |
1.0450 |
|
| R3 |
1.0605 |
1.0548 |
1.0425 |
|
| R2 |
1.0515 |
1.0515 |
1.0417 |
|
| R1 |
1.0458 |
1.0458 |
1.0408 |
1.0442 |
| PP |
1.0425 |
1.0425 |
1.0425 |
1.0417 |
| S1 |
1.0368 |
1.0368 |
1.0392 |
1.0352 |
| S2 |
1.0335 |
1.0335 |
1.0384 |
|
| S3 |
1.0245 |
1.0278 |
1.0375 |
|
| S4 |
1.0155 |
1.0188 |
1.0351 |
|
|
| 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 |
1.0498 |
1.0276 |
0.0222 |
2.1% |
0.0120 |
1.2% |
56% |
False |
False |
99,625 |
| 10 |
1.0557 |
1.0198 |
0.0359 |
3.5% |
0.0135 |
1.3% |
56% |
False |
False |
104,943 |
| 20 |
1.0996 |
0.9871 |
0.1125 |
10.8% |
0.0182 |
1.7% |
47% |
False |
False |
148,369 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0146 |
1.4% |
47% |
False |
False |
126,246 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0137 |
1.3% |
47% |
False |
False |
112,765 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0135 |
1.3% |
47% |
False |
False |
84,666 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.9% |
0.0123 |
1.2% |
47% |
False |
False |
67,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0719 |
|
1.618 |
1.0629 |
|
1.000 |
1.0573 |
|
0.618 |
1.0539 |
|
HIGH |
1.0483 |
|
0.618 |
1.0449 |
|
0.500 |
1.0438 |
|
0.382 |
1.0427 |
|
LOW |
1.0393 |
|
0.618 |
1.0337 |
|
1.000 |
1.0303 |
|
1.618 |
1.0247 |
|
2.618 |
1.0157 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0438 |
1.0424 |
| PP |
1.0425 |
1.0416 |
| S1 |
1.0413 |
1.0408 |
|