CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0596 |
1.0272 |
-0.0324 |
-3.1% |
1.0829 |
| High |
1.0600 |
1.0361 |
-0.0239 |
-2.3% |
1.0866 |
| Low |
1.0300 |
1.0222 |
-0.0078 |
-0.8% |
1.0222 |
| Close |
1.0325 |
1.0311 |
-0.0014 |
-0.1% |
1.0311 |
| Range |
0.0300 |
0.0139 |
-0.0161 |
-53.7% |
0.0644 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.6% |
0.0000 |
| Volume |
79 |
189 |
110 |
139.2% |
961 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0652 |
1.0387 |
|
| R3 |
1.0576 |
1.0513 |
1.0349 |
|
| R2 |
1.0437 |
1.0437 |
1.0336 |
|
| R1 |
1.0374 |
1.0374 |
1.0324 |
1.0406 |
| PP |
1.0298 |
1.0298 |
1.0298 |
1.0314 |
| S1 |
1.0235 |
1.0235 |
1.0298 |
1.0267 |
| S2 |
1.0159 |
1.0159 |
1.0286 |
|
| S3 |
1.0020 |
1.0096 |
1.0273 |
|
| S4 |
0.9881 |
0.9957 |
1.0235 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2398 |
1.1999 |
1.0665 |
|
| R3 |
1.1754 |
1.1355 |
1.0488 |
|
| R2 |
1.1110 |
1.1110 |
1.0429 |
|
| R1 |
1.0711 |
1.0711 |
1.0370 |
1.0589 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0405 |
| S1 |
1.0067 |
1.0067 |
1.0252 |
0.9945 |
| S2 |
0.9822 |
0.9822 |
1.0193 |
|
| S3 |
0.9178 |
0.9423 |
1.0134 |
|
| S4 |
0.8534 |
0.8779 |
0.9957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0866 |
1.0222 |
0.0644 |
6.2% |
0.0165 |
1.6% |
14% |
False |
True |
192 |
| 10 |
1.0875 |
1.0222 |
0.0653 |
6.3% |
0.0134 |
1.3% |
14% |
False |
True |
130 |
| 20 |
1.0875 |
1.0222 |
0.0653 |
6.3% |
0.0109 |
1.1% |
14% |
False |
True |
111 |
| 40 |
1.0875 |
1.0189 |
0.0686 |
6.7% |
0.0091 |
0.9% |
18% |
False |
False |
95 |
| 60 |
1.0875 |
1.0189 |
0.0686 |
6.7% |
0.0063 |
0.6% |
18% |
False |
False |
66 |
| 80 |
1.0875 |
1.0170 |
0.0705 |
6.8% |
0.0048 |
0.5% |
20% |
False |
False |
51 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0039 |
0.4% |
59% |
False |
False |
41 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0033 |
0.3% |
59% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0725 |
|
1.618 |
1.0586 |
|
1.000 |
1.0500 |
|
0.618 |
1.0447 |
|
HIGH |
1.0361 |
|
0.618 |
1.0308 |
|
0.500 |
1.0292 |
|
0.382 |
1.0275 |
|
LOW |
1.0222 |
|
0.618 |
1.0136 |
|
1.000 |
1.0083 |
|
1.618 |
0.9997 |
|
2.618 |
0.9858 |
|
4.250 |
0.9631 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0411 |
| PP |
1.0298 |
1.0378 |
| S1 |
1.0292 |
1.0344 |
|