CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0179 |
0.0179 |
1.8% |
1.0276 |
| High |
1.0218 |
1.0200 |
-0.0018 |
-0.2% |
1.0276 |
| Low |
0.9962 |
1.0136 |
0.0174 |
1.7% |
0.9795 |
| Close |
1.0159 |
1.0212 |
0.0053 |
0.5% |
1.0212 |
| Range |
0.0256 |
0.0064 |
-0.0192 |
-75.0% |
0.0481 |
| ATR |
0.0165 |
0.0157 |
-0.0007 |
-4.4% |
0.0000 |
| Volume |
138 |
168 |
30 |
21.7% |
1,790 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0357 |
1.0247 |
|
| R3 |
1.0311 |
1.0293 |
1.0230 |
|
| R2 |
1.0247 |
1.0247 |
1.0224 |
|
| R1 |
1.0229 |
1.0229 |
1.0218 |
1.0238 |
| PP |
1.0183 |
1.0183 |
1.0183 |
1.0187 |
| S1 |
1.0165 |
1.0165 |
1.0206 |
1.0174 |
| S2 |
1.0119 |
1.0119 |
1.0200 |
|
| S3 |
1.0055 |
1.0101 |
1.0194 |
|
| S4 |
0.9991 |
1.0037 |
1.0177 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1356 |
1.0477 |
|
| R3 |
1.1056 |
1.0875 |
1.0344 |
|
| R2 |
1.0575 |
1.0575 |
1.0300 |
|
| R1 |
1.0394 |
1.0394 |
1.0256 |
1.0244 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0020 |
| S1 |
0.9913 |
0.9913 |
1.0168 |
0.9763 |
| S2 |
0.9613 |
0.9613 |
1.0124 |
|
| S3 |
0.9132 |
0.9432 |
1.0080 |
|
| S4 |
0.8651 |
0.8951 |
0.9947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0276 |
0.9795 |
0.0481 |
4.7% |
0.0232 |
2.3% |
87% |
False |
False |
358 |
| 10 |
1.0866 |
0.9795 |
0.1071 |
10.5% |
0.0199 |
1.9% |
39% |
False |
False |
275 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0145 |
1.4% |
39% |
False |
False |
182 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0111 |
1.1% |
39% |
False |
False |
134 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0082 |
0.8% |
39% |
False |
False |
95 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0063 |
0.6% |
39% |
False |
False |
73 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0051 |
0.5% |
39% |
False |
False |
59 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.6% |
0.0042 |
0.4% |
52% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0472 |
|
2.618 |
1.0368 |
|
1.618 |
1.0304 |
|
1.000 |
1.0264 |
|
0.618 |
1.0240 |
|
HIGH |
1.0200 |
|
0.618 |
1.0176 |
|
0.500 |
1.0168 |
|
0.382 |
1.0160 |
|
LOW |
1.0136 |
|
0.618 |
1.0096 |
|
1.000 |
1.0072 |
|
1.618 |
1.0032 |
|
2.618 |
0.9968 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0197 |
1.0173 |
| PP |
1.0183 |
1.0133 |
| S1 |
1.0168 |
1.0094 |
|