CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
1.0226 |
0.0169 |
1.7% |
1.0829 |
| High |
1.0223 |
1.0226 |
0.0003 |
0.0% |
1.0866 |
| Low |
0.9795 |
1.0034 |
0.0239 |
2.4% |
1.0222 |
| Close |
0.9936 |
1.0109 |
0.0173 |
1.7% |
1.0311 |
| Range |
0.0428 |
0.0192 |
-0.0236 |
-55.1% |
0.0644 |
| ATR |
0.0147 |
0.0157 |
0.0010 |
6.9% |
0.0000 |
| Volume |
164 |
811 |
647 |
394.5% |
961 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0699 |
1.0596 |
1.0215 |
|
| R3 |
1.0507 |
1.0404 |
1.0162 |
|
| R2 |
1.0315 |
1.0315 |
1.0144 |
|
| R1 |
1.0212 |
1.0212 |
1.0127 |
1.0168 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0101 |
| S1 |
1.0020 |
1.0020 |
1.0091 |
0.9976 |
| S2 |
0.9931 |
0.9931 |
1.0074 |
|
| S3 |
0.9739 |
0.9828 |
1.0056 |
|
| S4 |
0.9547 |
0.9636 |
1.0003 |
|
|
| 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 |
8.0% |
0.0256 |
2.5% |
39% |
False |
False |
350 |
| 10 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0185 |
1.8% |
29% |
False |
False |
262 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0136 |
1.3% |
29% |
False |
False |
180 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0109 |
1.1% |
29% |
False |
False |
132 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0077 |
0.8% |
29% |
False |
False |
90 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.7% |
0.0059 |
0.6% |
29% |
False |
False |
69 |
| 100 |
1.0875 |
0.9726 |
0.1149 |
11.4% |
0.0047 |
0.5% |
33% |
False |
False |
56 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.8% |
0.0040 |
0.4% |
45% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1042 |
|
2.618 |
1.0729 |
|
1.618 |
1.0537 |
|
1.000 |
1.0418 |
|
0.618 |
1.0345 |
|
HIGH |
1.0226 |
|
0.618 |
1.0153 |
|
0.500 |
1.0130 |
|
0.382 |
1.0107 |
|
LOW |
1.0034 |
|
0.618 |
0.9915 |
|
1.000 |
0.9842 |
|
1.618 |
0.9723 |
|
2.618 |
0.9531 |
|
4.250 |
0.9218 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0085 |
| PP |
1.0123 |
1.0060 |
| S1 |
1.0116 |
1.0036 |
|