CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0237 |
0.0022 |
0.2% |
1.0253 |
| High |
1.0330 |
1.0331 |
0.0001 |
0.0% |
1.0444 |
| Low |
1.0186 |
1.0218 |
0.0032 |
0.3% |
1.0186 |
| Close |
1.0249 |
1.0284 |
0.0035 |
0.3% |
1.0249 |
| Range |
0.0144 |
0.0113 |
-0.0031 |
-21.5% |
0.0258 |
| ATR |
0.0153 |
0.0150 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
109 |
111 |
2 |
1.8% |
478 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0563 |
1.0346 |
|
| R3 |
1.0504 |
1.0450 |
1.0315 |
|
| R2 |
1.0391 |
1.0391 |
1.0305 |
|
| R1 |
1.0337 |
1.0337 |
1.0294 |
1.0364 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0291 |
| S1 |
1.0224 |
1.0224 |
1.0274 |
1.0251 |
| S2 |
1.0165 |
1.0165 |
1.0263 |
|
| S3 |
1.0052 |
1.0111 |
1.0253 |
|
| S4 |
0.9939 |
0.9998 |
1.0222 |
|
|
| 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% |
38% |
False |
False |
101 |
| 10 |
1.0444 |
0.9795 |
0.0649 |
6.3% |
0.0163 |
1.6% |
75% |
False |
False |
187 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0156 |
1.5% |
45% |
False |
False |
179 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0117 |
1.1% |
45% |
False |
False |
137 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0094 |
0.9% |
45% |
False |
False |
104 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0071 |
0.7% |
45% |
False |
False |
80 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0057 |
0.6% |
45% |
False |
False |
64 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0048 |
0.5% |
58% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0627 |
|
1.618 |
1.0514 |
|
1.000 |
1.0444 |
|
0.618 |
1.0401 |
|
HIGH |
1.0331 |
|
0.618 |
1.0288 |
|
0.500 |
1.0275 |
|
0.382 |
1.0261 |
|
LOW |
1.0218 |
|
0.618 |
1.0148 |
|
1.000 |
1.0105 |
|
1.618 |
1.0035 |
|
2.618 |
0.9922 |
|
4.250 |
0.9738 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0281 |
1.0281 |
| PP |
1.0278 |
1.0277 |
| S1 |
1.0275 |
1.0274 |
|