CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0703 |
0.0034 |
0.3% |
1.0537 |
| High |
1.0745 |
1.0723 |
-0.0022 |
-0.2% |
1.0745 |
| Low |
1.0638 |
1.0606 |
-0.0032 |
-0.3% |
1.0529 |
| Close |
1.0723 |
1.0619 |
-0.0104 |
-1.0% |
1.0619 |
| Range |
0.0107 |
0.0117 |
0.0010 |
9.3% |
0.0216 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
99,180 |
100,034 |
854 |
0.9% |
418,028 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0927 |
1.0683 |
|
| R3 |
1.0883 |
1.0810 |
1.0651 |
|
| R2 |
1.0766 |
1.0766 |
1.0640 |
|
| R1 |
1.0693 |
1.0693 |
1.0630 |
1.0671 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0639 |
| S1 |
1.0576 |
1.0576 |
1.0608 |
1.0554 |
| S2 |
1.0532 |
1.0532 |
1.0598 |
|
| S3 |
1.0415 |
1.0459 |
1.0587 |
|
| S4 |
1.0298 |
1.0342 |
1.0555 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1165 |
1.0738 |
|
| R3 |
1.1063 |
1.0949 |
1.0678 |
|
| R2 |
1.0847 |
1.0847 |
1.0659 |
|
| R1 |
1.0733 |
1.0733 |
1.0639 |
1.0790 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0660 |
| S1 |
1.0517 |
1.0517 |
1.0599 |
1.0574 |
| S2 |
1.0415 |
1.0415 |
1.0579 |
|
| S3 |
1.0199 |
1.0301 |
1.0560 |
|
| S4 |
0.9983 |
1.0085 |
1.0500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0745 |
1.0529 |
0.0216 |
2.0% |
0.0099 |
0.9% |
42% |
False |
False |
83,605 |
| 10 |
1.0745 |
1.0324 |
0.0421 |
4.0% |
0.0110 |
1.0% |
70% |
False |
False |
91,126 |
| 20 |
1.0745 |
0.9871 |
0.0874 |
8.2% |
0.0162 |
1.5% |
86% |
False |
False |
125,585 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0149 |
1.4% |
66% |
False |
False |
125,045 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0137 |
1.3% |
66% |
False |
False |
119,294 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0131 |
1.2% |
66% |
False |
False |
91,446 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0125 |
1.2% |
66% |
False |
False |
73,187 |
| 120 |
1.1005 |
0.9550 |
0.1455 |
13.7% |
0.0116 |
1.1% |
73% |
False |
False |
61,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1220 |
|
2.618 |
1.1029 |
|
1.618 |
1.0912 |
|
1.000 |
1.0840 |
|
0.618 |
1.0795 |
|
HIGH |
1.0723 |
|
0.618 |
1.0678 |
|
0.500 |
1.0665 |
|
0.382 |
1.0651 |
|
LOW |
1.0606 |
|
0.618 |
1.0534 |
|
1.000 |
1.0489 |
|
1.618 |
1.0417 |
|
2.618 |
1.0300 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0676 |
| PP |
1.0649 |
1.0657 |
| S1 |
1.0634 |
1.0638 |
|