CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0057 |
-0.0219 |
-2.1% |
1.0829 |
| High |
1.0276 |
1.0223 |
-0.0053 |
-0.5% |
1.0866 |
| Low |
1.0057 |
0.9795 |
-0.0262 |
-2.6% |
1.0222 |
| Close |
1.0058 |
0.9936 |
-0.0122 |
-1.2% |
1.0311 |
| Range |
0.0219 |
0.0428 |
0.0209 |
95.4% |
0.0644 |
| ATR |
0.0126 |
0.0147 |
0.0022 |
17.2% |
0.0000 |
| Volume |
509 |
164 |
-345 |
-67.8% |
961 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1269 |
1.1030 |
1.0171 |
|
| R3 |
1.0841 |
1.0602 |
1.0054 |
|
| R2 |
1.0413 |
1.0413 |
1.0014 |
|
| R1 |
1.0174 |
1.0174 |
0.9975 |
1.0080 |
| PP |
0.9985 |
0.9985 |
0.9985 |
0.9937 |
| S1 |
0.9746 |
0.9746 |
0.9897 |
0.9652 |
| S2 |
0.9557 |
0.9557 |
0.9858 |
|
| S3 |
0.9129 |
0.9318 |
0.9818 |
|
| S4 |
0.8701 |
0.8890 |
0.9701 |
|
|
| 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 |
1.0600 |
0.9795 |
0.0805 |
8.1% |
0.0234 |
2.4% |
18% |
False |
True |
250 |
| 10 |
1.0875 |
0.9795 |
0.1080 |
10.9% |
0.0177 |
1.8% |
13% |
False |
True |
186 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.9% |
0.0134 |
1.3% |
13% |
False |
True |
142 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.9% |
0.0107 |
1.1% |
13% |
False |
True |
112 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.9% |
0.0074 |
0.7% |
13% |
False |
True |
77 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.9% |
0.0056 |
0.6% |
13% |
False |
True |
59 |
| 100 |
1.0875 |
0.9631 |
0.1244 |
12.5% |
0.0046 |
0.5% |
25% |
False |
False |
48 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
14.0% |
0.0038 |
0.4% |
33% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2042 |
|
2.618 |
1.1344 |
|
1.618 |
1.0916 |
|
1.000 |
1.0651 |
|
0.618 |
1.0488 |
|
HIGH |
1.0223 |
|
0.618 |
1.0060 |
|
0.500 |
1.0009 |
|
0.382 |
0.9958 |
|
LOW |
0.9795 |
|
0.618 |
0.9530 |
|
1.000 |
0.9367 |
|
1.618 |
0.9102 |
|
2.618 |
0.8674 |
|
4.250 |
0.7976 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0078 |
| PP |
0.9985 |
1.0031 |
| S1 |
0.9960 |
0.9983 |
|