CME Australian Dollar Future December 2011
Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0253 |
1.0316 |
0.0063 |
0.6% |
1.0276 |
High |
1.0359 |
1.0330 |
-0.0029 |
-0.3% |
1.0276 |
Low |
1.0246 |
1.0258 |
0.0012 |
0.1% |
0.9795 |
Close |
1.0357 |
1.0314 |
-0.0043 |
-0.4% |
1.0212 |
Range |
0.0113 |
0.0072 |
-0.0041 |
-36.3% |
0.0481 |
ATR |
0.0157 |
0.0152 |
-0.0004 |
-2.6% |
0.0000 |
Volume |
82 |
77 |
-5 |
-6.1% |
1,790 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0517 |
1.0487 |
1.0354 |
|
R3 |
1.0445 |
1.0415 |
1.0334 |
|
R2 |
1.0373 |
1.0373 |
1.0327 |
|
R1 |
1.0343 |
1.0343 |
1.0321 |
1.0322 |
PP |
1.0301 |
1.0301 |
1.0301 |
1.0290 |
S1 |
1.0271 |
1.0271 |
1.0307 |
1.0250 |
S2 |
1.0229 |
1.0229 |
1.0301 |
|
S3 |
1.0157 |
1.0199 |
1.0294 |
|
S4 |
1.0085 |
1.0127 |
1.0274 |
|
|
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 |
1.0359 |
0.9962 |
0.0397 |
3.8% |
0.0139 |
1.4% |
89% |
False |
False |
255 |
10 |
1.0600 |
0.9795 |
0.0805 |
7.8% |
0.0187 |
1.8% |
64% |
False |
False |
252 |
20 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0144 |
1.4% |
48% |
False |
False |
173 |
40 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0112 |
1.1% |
48% |
False |
False |
133 |
60 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0085 |
0.8% |
48% |
False |
False |
97 |
80 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0065 |
0.6% |
48% |
False |
False |
75 |
100 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0052 |
0.5% |
48% |
False |
False |
60 |
120 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0044 |
0.4% |
60% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0636 |
2.618 |
1.0518 |
1.618 |
1.0446 |
1.000 |
1.0402 |
0.618 |
1.0374 |
HIGH |
1.0330 |
0.618 |
1.0302 |
0.500 |
1.0294 |
0.382 |
1.0286 |
LOW |
1.0258 |
0.618 |
1.0214 |
1.000 |
1.0186 |
1.618 |
1.0142 |
2.618 |
1.0070 |
4.250 |
0.9952 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0307 |
1.0292 |
PP |
1.0301 |
1.0270 |
S1 |
1.0294 |
1.0248 |
|