CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0362 |
0.0032 |
0.3% |
1.0276 |
| High |
1.0444 |
1.0362 |
-0.0082 |
-0.8% |
1.0276 |
| Low |
1.0330 |
1.0225 |
-0.0105 |
-1.0% |
0.9795 |
| Close |
1.0410 |
1.0231 |
-0.0179 |
-1.7% |
1.0212 |
| Range |
0.0114 |
0.0137 |
0.0023 |
20.2% |
0.0481 |
| ATR |
0.0151 |
0.0153 |
0.0002 |
1.6% |
0.0000 |
| Volume |
119 |
91 |
-28 |
-23.5% |
1,790 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0594 |
1.0306 |
|
| R3 |
1.0547 |
1.0457 |
1.0269 |
|
| R2 |
1.0410 |
1.0410 |
1.0256 |
|
| R1 |
1.0320 |
1.0320 |
1.0244 |
1.0297 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0261 |
| S1 |
1.0183 |
1.0183 |
1.0218 |
1.0160 |
| S2 |
1.0136 |
1.0136 |
1.0206 |
|
| S3 |
0.9999 |
1.0046 |
1.0193 |
|
| S4 |
0.9862 |
0.9909 |
1.0156 |
|
|
| 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 |
1.0136 |
0.0308 |
3.0% |
0.0100 |
1.0% |
31% |
False |
False |
107 |
| 10 |
1.0444 |
0.9795 |
0.0649 |
6.3% |
0.0173 |
1.7% |
67% |
False |
False |
234 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0149 |
1.5% |
40% |
False |
False |
175 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0115 |
1.1% |
40% |
False |
False |
135 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0089 |
0.9% |
40% |
False |
False |
100 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0068 |
0.7% |
40% |
False |
False |
77 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0054 |
0.5% |
40% |
False |
False |
62 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.6% |
0.0046 |
0.4% |
54% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0944 |
|
2.618 |
1.0721 |
|
1.618 |
1.0584 |
|
1.000 |
1.0499 |
|
0.618 |
1.0447 |
|
HIGH |
1.0362 |
|
0.618 |
1.0310 |
|
0.500 |
1.0294 |
|
0.382 |
1.0277 |
|
LOW |
1.0225 |
|
0.618 |
1.0140 |
|
1.000 |
1.0088 |
|
1.618 |
1.0003 |
|
2.618 |
0.9866 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0294 |
1.0335 |
| PP |
1.0273 |
1.0300 |
| S1 |
1.0252 |
1.0266 |
|