CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0258 |
0.0021 |
0.2% |
1.0253 |
| High |
1.0331 |
1.0395 |
0.0064 |
0.6% |
1.0444 |
| Low |
1.0218 |
1.0258 |
0.0040 |
0.4% |
1.0186 |
| Close |
1.0284 |
1.0363 |
0.0079 |
0.8% |
1.0249 |
| Range |
0.0113 |
0.0137 |
0.0024 |
21.2% |
0.0258 |
| ATR |
0.0150 |
0.0149 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
111 |
228 |
117 |
105.4% |
478 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0750 |
1.0693 |
1.0438 |
|
| R3 |
1.0613 |
1.0556 |
1.0401 |
|
| R2 |
1.0476 |
1.0476 |
1.0388 |
|
| R1 |
1.0419 |
1.0419 |
1.0376 |
1.0448 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0353 |
| S1 |
1.0282 |
1.0282 |
1.0350 |
1.0311 |
| S2 |
1.0202 |
1.0202 |
1.0338 |
|
| S3 |
1.0065 |
1.0145 |
1.0325 |
|
| S4 |
0.9928 |
1.0008 |
1.0288 |
|
|
| 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% |
0.0129 |
1.2% |
69% |
False |
False |
131 |
| 10 |
1.0444 |
0.9962 |
0.0482 |
4.7% |
0.0134 |
1.3% |
83% |
False |
False |
193 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0156 |
1.5% |
53% |
False |
False |
189 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0120 |
1.2% |
53% |
False |
False |
139 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0096 |
0.9% |
53% |
False |
False |
107 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0073 |
0.7% |
53% |
False |
False |
83 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0058 |
0.6% |
53% |
False |
False |
67 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.4% |
0.0049 |
0.5% |
63% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0977 |
|
2.618 |
1.0754 |
|
1.618 |
1.0617 |
|
1.000 |
1.0532 |
|
0.618 |
1.0480 |
|
HIGH |
1.0395 |
|
0.618 |
1.0343 |
|
0.500 |
1.0327 |
|
0.382 |
1.0310 |
|
LOW |
1.0258 |
|
0.618 |
1.0173 |
|
1.000 |
1.0121 |
|
1.618 |
1.0036 |
|
2.618 |
0.9899 |
|
4.250 |
0.9676 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0351 |
1.0339 |
| PP |
1.0339 |
1.0315 |
| S1 |
1.0327 |
1.0291 |
|