CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0584 |
-0.0119 |
-1.1% |
1.0537 |
| High |
1.0723 |
1.0611 |
-0.0112 |
-1.0% |
1.0745 |
| Low |
1.0606 |
1.0460 |
-0.0146 |
-1.4% |
1.0529 |
| Close |
1.0619 |
1.0471 |
-0.0148 |
-1.4% |
1.0619 |
| Range |
0.0117 |
0.0151 |
0.0034 |
29.1% |
0.0216 |
| ATR |
0.0141 |
0.0142 |
0.0001 |
0.9% |
0.0000 |
| Volume |
100,034 |
0 |
-100,034 |
-100.0% |
418,028 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0870 |
1.0554 |
|
| R3 |
1.0816 |
1.0719 |
1.0513 |
|
| R2 |
1.0665 |
1.0665 |
1.0499 |
|
| R1 |
1.0568 |
1.0568 |
1.0485 |
1.0541 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0501 |
| S1 |
1.0417 |
1.0417 |
1.0457 |
1.0390 |
| S2 |
1.0363 |
1.0363 |
1.0443 |
|
| S3 |
1.0212 |
1.0266 |
1.0429 |
|
| S4 |
1.0061 |
1.0115 |
1.0388 |
|
|
| 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 |
1.0460 |
0.0285 |
2.7% |
0.0109 |
1.0% |
4% |
False |
True |
71,712 |
| 10 |
1.0745 |
1.0350 |
0.0395 |
3.8% |
0.0114 |
1.1% |
31% |
False |
False |
83,078 |
| 20 |
1.0745 |
0.9871 |
0.0874 |
8.3% |
0.0155 |
1.5% |
69% |
False |
False |
114,709 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0150 |
1.4% |
53% |
False |
False |
122,341 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0138 |
1.3% |
53% |
False |
False |
117,388 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0131 |
1.3% |
53% |
False |
False |
91,443 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0126 |
1.2% |
53% |
False |
False |
73,186 |
| 120 |
1.1005 |
0.9580 |
0.1425 |
13.6% |
0.0116 |
1.1% |
63% |
False |
False |
61,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1253 |
|
2.618 |
1.1006 |
|
1.618 |
1.0855 |
|
1.000 |
1.0762 |
|
0.618 |
1.0704 |
|
HIGH |
1.0611 |
|
0.618 |
1.0553 |
|
0.500 |
1.0536 |
|
0.382 |
1.0518 |
|
LOW |
1.0460 |
|
0.618 |
1.0367 |
|
1.000 |
1.0309 |
|
1.618 |
1.0216 |
|
2.618 |
1.0065 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0603 |
| PP |
1.0514 |
1.0559 |
| S1 |
1.0493 |
1.0515 |
|