CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0642 |
0.0167 |
1.6% |
1.0537 |
| High |
1.0648 |
1.0649 |
0.0001 |
0.0% |
1.0745 |
| Low |
1.0466 |
1.0553 |
0.0087 |
0.8% |
1.0529 |
| Close |
1.0632 |
1.0570 |
-0.0062 |
-0.6% |
1.0619 |
| Range |
0.0182 |
0.0096 |
-0.0086 |
-47.3% |
0.0216 |
| ATR |
0.0145 |
0.0141 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
83,221 |
106,062 |
22,841 |
27.4% |
418,028 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0879 |
1.0820 |
1.0623 |
|
| R3 |
1.0783 |
1.0724 |
1.0596 |
|
| R2 |
1.0687 |
1.0687 |
1.0588 |
|
| R1 |
1.0628 |
1.0628 |
1.0579 |
1.0610 |
| PP |
1.0591 |
1.0591 |
1.0591 |
1.0581 |
| S1 |
1.0532 |
1.0532 |
1.0561 |
1.0514 |
| S2 |
1.0495 |
1.0495 |
1.0552 |
|
| S3 |
1.0399 |
1.0436 |
1.0544 |
|
| S4 |
1.0303 |
1.0340 |
1.0517 |
|
|
| 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% |
0.0131 |
1.2% |
39% |
False |
False |
77,699 |
| 10 |
1.0745 |
1.0390 |
0.0355 |
3.4% |
0.0119 |
1.1% |
51% |
False |
False |
84,349 |
| 20 |
1.0745 |
1.0063 |
0.0682 |
6.5% |
0.0135 |
1.3% |
74% |
False |
False |
99,495 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0148 |
1.4% |
62% |
False |
False |
119,489 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0138 |
1.3% |
62% |
False |
False |
117,471 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0131 |
1.2% |
62% |
False |
False |
93,804 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0128 |
1.2% |
62% |
False |
False |
75,078 |
| 120 |
1.1005 |
0.9760 |
0.1245 |
11.8% |
0.0117 |
1.1% |
65% |
False |
False |
62,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.0900 |
|
1.618 |
1.0804 |
|
1.000 |
1.0745 |
|
0.618 |
1.0708 |
|
HIGH |
1.0649 |
|
0.618 |
1.0612 |
|
0.500 |
1.0601 |
|
0.382 |
1.0590 |
|
LOW |
1.0553 |
|
0.618 |
1.0494 |
|
1.000 |
1.0457 |
|
1.618 |
1.0398 |
|
2.618 |
1.0302 |
|
4.250 |
1.0145 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0601 |
1.0565 |
| PP |
1.0591 |
1.0560 |
| S1 |
1.0580 |
1.0555 |
|