CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0652 |
1.0669 |
0.0017 |
0.2% |
1.0351 |
| High |
1.0695 |
1.0745 |
0.0050 |
0.5% |
1.0564 |
| Low |
1.0626 |
1.0638 |
0.0012 |
0.1% |
1.0324 |
| Close |
1.0666 |
1.0723 |
0.0057 |
0.5% |
1.0529 |
| Range |
0.0069 |
0.0107 |
0.0038 |
55.1% |
0.0240 |
| ATR |
0.0145 |
0.0143 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
79,410 |
99,180 |
19,770 |
24.9% |
493,235 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0980 |
1.0782 |
|
| R3 |
1.0916 |
1.0873 |
1.0752 |
|
| R2 |
1.0809 |
1.0809 |
1.0743 |
|
| R1 |
1.0766 |
1.0766 |
1.0733 |
1.0788 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0713 |
| S1 |
1.0659 |
1.0659 |
1.0713 |
1.0681 |
| S2 |
1.0595 |
1.0595 |
1.0703 |
|
| S3 |
1.0488 |
1.0552 |
1.0694 |
|
| S4 |
1.0381 |
1.0445 |
1.0664 |
|
|
| 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 |
1.0745 |
1.0390 |
0.0355 |
3.3% |
0.0111 |
1.0% |
94% |
True |
False |
88,732 |
| 10 |
1.0745 |
1.0276 |
0.0469 |
4.4% |
0.0115 |
1.1% |
95% |
True |
False |
94,178 |
| 20 |
1.0745 |
0.9871 |
0.0874 |
8.2% |
0.0164 |
1.5% |
97% |
True |
False |
133,059 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0148 |
1.4% |
75% |
False |
False |
125,330 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0137 |
1.3% |
75% |
False |
False |
118,516 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0132 |
1.2% |
75% |
False |
False |
90,197 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0125 |
1.2% |
75% |
False |
False |
72,187 |
| 120 |
1.1005 |
0.9550 |
0.1455 |
13.6% |
0.0118 |
1.1% |
81% |
False |
False |
60,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1025 |
|
1.618 |
1.0918 |
|
1.000 |
1.0852 |
|
0.618 |
1.0811 |
|
HIGH |
1.0745 |
|
0.618 |
1.0704 |
|
0.500 |
1.0692 |
|
0.382 |
1.0679 |
|
LOW |
1.0638 |
|
0.618 |
1.0572 |
|
1.000 |
1.0531 |
|
1.618 |
1.0465 |
|
2.618 |
1.0358 |
|
4.250 |
1.0183 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0713 |
1.0705 |
| PP |
1.0702 |
1.0688 |
| S1 |
1.0692 |
1.0670 |
|