CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0537 |
1.0638 |
0.0101 |
1.0% |
1.0351 |
| High |
1.0633 |
1.0694 |
0.0061 |
0.6% |
1.0564 |
| Low |
1.0529 |
1.0595 |
0.0066 |
0.6% |
1.0324 |
| Close |
1.0610 |
1.0685 |
0.0075 |
0.7% |
1.0529 |
| Range |
0.0104 |
0.0099 |
-0.0005 |
-4.8% |
0.0240 |
| ATR |
0.0155 |
0.0151 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
59,468 |
79,936 |
20,468 |
34.4% |
493,235 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0919 |
1.0739 |
|
| R3 |
1.0856 |
1.0820 |
1.0712 |
|
| R2 |
1.0757 |
1.0757 |
1.0703 |
|
| R1 |
1.0721 |
1.0721 |
1.0694 |
1.0739 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0667 |
| S1 |
1.0622 |
1.0622 |
1.0676 |
1.0640 |
| S2 |
1.0559 |
1.0559 |
1.0667 |
|
| S3 |
1.0460 |
1.0523 |
1.0658 |
|
| S4 |
1.0361 |
1.0424 |
1.0631 |
|
|
| 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 |
1.0694 |
1.0390 |
0.0304 |
2.8% |
0.0110 |
1.0% |
97% |
True |
False |
91,993 |
| 10 |
1.0694 |
1.0276 |
0.0418 |
3.9% |
0.0135 |
1.3% |
98% |
True |
False |
98,241 |
| 20 |
1.0724 |
0.9871 |
0.0853 |
8.0% |
0.0177 |
1.7% |
95% |
False |
False |
142,894 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0148 |
1.4% |
72% |
False |
False |
125,601 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0138 |
1.3% |
72% |
False |
False |
116,828 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0133 |
1.2% |
72% |
False |
False |
87,969 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0125 |
1.2% |
72% |
False |
False |
70,404 |
| 120 |
1.1005 |
0.9550 |
0.1455 |
13.6% |
0.0117 |
1.1% |
78% |
False |
False |
58,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1115 |
|
2.618 |
1.0953 |
|
1.618 |
1.0854 |
|
1.000 |
1.0793 |
|
0.618 |
1.0755 |
|
HIGH |
1.0694 |
|
0.618 |
1.0656 |
|
0.500 |
1.0645 |
|
0.382 |
1.0633 |
|
LOW |
1.0595 |
|
0.618 |
1.0534 |
|
1.000 |
1.0496 |
|
1.618 |
1.0435 |
|
2.618 |
1.0336 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0672 |
1.0637 |
| PP |
1.0658 |
1.0590 |
| S1 |
1.0645 |
1.0542 |
|