CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0316 |
1.0330 |
0.0014 |
0.1% |
1.0276 |
| High |
1.0330 |
1.0444 |
0.0114 |
1.1% |
1.0276 |
| Low |
1.0258 |
1.0330 |
0.0072 |
0.7% |
0.9795 |
| Close |
1.0314 |
1.0410 |
0.0096 |
0.9% |
1.0212 |
| Range |
0.0072 |
0.0114 |
0.0042 |
58.3% |
0.0481 |
| ATR |
0.0152 |
0.0151 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
77 |
119 |
42 |
54.5% |
1,790 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0687 |
1.0473 |
|
| R3 |
1.0623 |
1.0573 |
1.0441 |
|
| R2 |
1.0509 |
1.0509 |
1.0431 |
|
| R1 |
1.0459 |
1.0459 |
1.0420 |
1.0484 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0407 |
| S1 |
1.0345 |
1.0345 |
1.0400 |
1.0370 |
| S2 |
1.0281 |
1.0281 |
1.0389 |
|
| S3 |
1.0167 |
1.0231 |
1.0379 |
|
| S4 |
1.0053 |
1.0117 |
1.0347 |
|
|
| 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 |
1.0444 |
0.9962 |
0.0482 |
4.6% |
0.0124 |
1.2% |
93% |
True |
False |
116 |
| 10 |
1.0600 |
0.9795 |
0.0805 |
7.7% |
0.0190 |
1.8% |
76% |
False |
False |
233 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0149 |
1.4% |
57% |
False |
False |
172 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0113 |
1.1% |
57% |
False |
False |
134 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0087 |
0.8% |
57% |
False |
False |
99 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0066 |
0.6% |
57% |
False |
False |
76 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0053 |
0.5% |
57% |
False |
False |
61 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.4% |
0.0045 |
0.4% |
67% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0929 |
|
2.618 |
1.0742 |
|
1.618 |
1.0628 |
|
1.000 |
1.0558 |
|
0.618 |
1.0514 |
|
HIGH |
1.0444 |
|
0.618 |
1.0400 |
|
0.500 |
1.0387 |
|
0.382 |
1.0374 |
|
LOW |
1.0330 |
|
0.618 |
1.0260 |
|
1.000 |
1.0216 |
|
1.618 |
1.0146 |
|
2.618 |
1.0032 |
|
4.250 |
0.9846 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0402 |
1.0388 |
| PP |
1.0395 |
1.0367 |
| S1 |
1.0387 |
1.0345 |
|