CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0272 |
1.0276 |
0.0004 |
0.0% |
1.0829 |
| High |
1.0361 |
1.0276 |
-0.0085 |
-0.8% |
1.0866 |
| Low |
1.0222 |
1.0057 |
-0.0165 |
-1.6% |
1.0222 |
| Close |
1.0311 |
1.0058 |
-0.0253 |
-2.5% |
1.0311 |
| Range |
0.0139 |
0.0219 |
0.0080 |
57.6% |
0.0644 |
| ATR |
0.0116 |
0.0126 |
0.0010 |
8.5% |
0.0000 |
| Volume |
189 |
509 |
320 |
169.3% |
961 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0787 |
1.0642 |
1.0178 |
|
| R3 |
1.0568 |
1.0423 |
1.0118 |
|
| R2 |
1.0349 |
1.0349 |
1.0098 |
|
| R1 |
1.0204 |
1.0204 |
1.0078 |
1.0167 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0112 |
| S1 |
0.9985 |
0.9985 |
1.0038 |
0.9948 |
| S2 |
0.9911 |
0.9911 |
1.0018 |
|
| S3 |
0.9692 |
0.9766 |
0.9998 |
|
| S4 |
0.9473 |
0.9547 |
0.9938 |
|
|
| 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 |
1.0797 |
1.0057 |
0.0740 |
7.4% |
0.0184 |
1.8% |
0% |
False |
True |
263 |
| 10 |
1.0875 |
1.0057 |
0.0818 |
8.1% |
0.0149 |
1.5% |
0% |
False |
True |
171 |
| 20 |
1.0875 |
1.0057 |
0.0818 |
8.1% |
0.0117 |
1.2% |
0% |
False |
True |
135 |
| 40 |
1.0875 |
1.0057 |
0.0818 |
8.1% |
0.0097 |
1.0% |
0% |
False |
True |
108 |
| 60 |
1.0875 |
1.0057 |
0.0818 |
8.1% |
0.0066 |
0.7% |
0% |
False |
True |
74 |
| 80 |
1.0875 |
1.0057 |
0.0818 |
8.1% |
0.0051 |
0.5% |
0% |
False |
True |
57 |
| 100 |
1.0875 |
0.9483 |
0.1392 |
13.8% |
0.0041 |
0.4% |
41% |
False |
False |
46 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.8% |
0.0034 |
0.3% |
41% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.0849 |
|
1.618 |
1.0630 |
|
1.000 |
1.0495 |
|
0.618 |
1.0411 |
|
HIGH |
1.0276 |
|
0.618 |
1.0192 |
|
0.500 |
1.0167 |
|
0.382 |
1.0141 |
|
LOW |
1.0057 |
|
0.618 |
0.9922 |
|
1.000 |
0.9838 |
|
1.618 |
0.9703 |
|
2.618 |
0.9484 |
|
4.250 |
0.9126 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0329 |
| PP |
1.0130 |
1.0238 |
| S1 |
1.0094 |
1.0148 |
|