CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0215 |
-0.0147 |
-1.4% |
1.0253 |
| High |
1.0362 |
1.0330 |
-0.0032 |
-0.3% |
1.0444 |
| Low |
1.0225 |
1.0186 |
-0.0039 |
-0.4% |
1.0186 |
| Close |
1.0231 |
1.0249 |
0.0018 |
0.2% |
1.0249 |
| Range |
0.0137 |
0.0144 |
0.0007 |
5.1% |
0.0258 |
| ATR |
0.0153 |
0.0153 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
91 |
109 |
18 |
19.8% |
478 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0687 |
1.0612 |
1.0328 |
|
| R3 |
1.0543 |
1.0468 |
1.0289 |
|
| R2 |
1.0399 |
1.0399 |
1.0275 |
|
| R1 |
1.0324 |
1.0324 |
1.0262 |
1.0362 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0274 |
| S1 |
1.0180 |
1.0180 |
1.0236 |
1.0218 |
| S2 |
1.0111 |
1.0111 |
1.0223 |
|
| S3 |
0.9967 |
1.0036 |
1.0209 |
|
| S4 |
0.9823 |
0.9892 |
1.0170 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.0916 |
1.0391 |
|
| R3 |
1.0809 |
1.0658 |
1.0320 |
|
| R2 |
1.0551 |
1.0551 |
1.0296 |
|
| R1 |
1.0400 |
1.0400 |
1.0273 |
1.0347 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0266 |
| S1 |
1.0142 |
1.0142 |
1.0225 |
1.0089 |
| S2 |
1.0035 |
1.0035 |
1.0202 |
|
| S3 |
0.9777 |
0.9884 |
1.0178 |
|
| S4 |
0.9519 |
0.9626 |
1.0107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0444 |
1.0186 |
0.0258 |
2.5% |
0.0116 |
1.1% |
24% |
False |
True |
95 |
| 10 |
1.0444 |
0.9795 |
0.0649 |
6.3% |
0.0174 |
1.7% |
70% |
False |
False |
226 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0154 |
1.5% |
42% |
False |
False |
178 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0116 |
1.1% |
42% |
False |
False |
136 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0092 |
0.9% |
42% |
False |
False |
102 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0070 |
0.7% |
42% |
False |
False |
79 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0056 |
0.5% |
42% |
False |
False |
63 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.6% |
0.0047 |
0.5% |
55% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0707 |
|
1.618 |
1.0563 |
|
1.000 |
1.0474 |
|
0.618 |
1.0419 |
|
HIGH |
1.0330 |
|
0.618 |
1.0275 |
|
0.500 |
1.0258 |
|
0.382 |
1.0241 |
|
LOW |
1.0186 |
|
0.618 |
1.0097 |
|
1.000 |
1.0042 |
|
1.618 |
0.9953 |
|
2.618 |
0.9809 |
|
4.250 |
0.9574 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0315 |
| PP |
1.0255 |
1.0293 |
| S1 |
1.0252 |
1.0271 |
|