CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0537 |
0.0137 |
1.3% |
1.0351 |
| High |
1.0564 |
1.0633 |
0.0069 |
0.7% |
1.0564 |
| Low |
1.0390 |
1.0529 |
0.0139 |
1.3% |
1.0324 |
| Close |
1.0529 |
1.0610 |
0.0081 |
0.8% |
1.0529 |
| Range |
0.0174 |
0.0104 |
-0.0070 |
-40.2% |
0.0240 |
| ATR |
0.0159 |
0.0155 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
125,669 |
59,468 |
-66,201 |
-52.7% |
493,235 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0860 |
1.0667 |
|
| R3 |
1.0799 |
1.0756 |
1.0639 |
|
| R2 |
1.0695 |
1.0695 |
1.0629 |
|
| R1 |
1.0652 |
1.0652 |
1.0620 |
1.0674 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0601 |
| S1 |
1.0548 |
1.0548 |
1.0600 |
1.0570 |
| S2 |
1.0487 |
1.0487 |
1.0591 |
|
| S3 |
1.0383 |
1.0444 |
1.0581 |
|
| S4 |
1.0279 |
1.0340 |
1.0553 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1101 |
1.0661 |
|
| R3 |
1.0952 |
1.0861 |
1.0595 |
|
| R2 |
1.0712 |
1.0712 |
1.0573 |
|
| R1 |
1.0621 |
1.0621 |
1.0551 |
1.0667 |
| PP |
1.0472 |
1.0472 |
1.0472 |
1.0495 |
| S1 |
1.0381 |
1.0381 |
1.0507 |
1.0427 |
| S2 |
1.0232 |
1.0232 |
1.0485 |
|
| S3 |
0.9992 |
1.0141 |
1.0463 |
|
| S4 |
0.9752 |
0.9901 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0633 |
1.0350 |
0.0283 |
2.7% |
0.0119 |
1.1% |
92% |
True |
False |
94,444 |
| 10 |
1.0633 |
1.0276 |
0.0357 |
3.4% |
0.0135 |
1.3% |
94% |
True |
False |
101,113 |
| 20 |
1.0940 |
0.9871 |
0.1069 |
10.1% |
0.0183 |
1.7% |
69% |
False |
False |
145,501 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0148 |
1.4% |
65% |
False |
False |
126,171 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0137 |
1.3% |
65% |
False |
False |
115,787 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0134 |
1.3% |
65% |
False |
False |
86,973 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0124 |
1.2% |
65% |
False |
False |
69,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0905 |
|
1.618 |
1.0801 |
|
1.000 |
1.0737 |
|
0.618 |
1.0697 |
|
HIGH |
1.0633 |
|
0.618 |
1.0593 |
|
0.500 |
1.0581 |
|
0.382 |
1.0569 |
|
LOW |
1.0529 |
|
0.618 |
1.0465 |
|
1.000 |
1.0425 |
|
1.618 |
1.0361 |
|
2.618 |
1.0257 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0577 |
| PP |
1.0591 |
1.0544 |
| S1 |
1.0581 |
1.0512 |
|