CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0380 |
1.0324 |
-0.0056 |
-0.5% |
1.0253 |
| High |
1.0380 |
1.0360 |
-0.0020 |
-0.2% |
1.0444 |
| Low |
1.0320 |
1.0287 |
-0.0033 |
-0.3% |
1.0186 |
| Close |
1.0323 |
1.0292 |
-0.0031 |
-0.3% |
1.0249 |
| Range |
0.0060 |
0.0073 |
0.0013 |
21.7% |
0.0258 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
248 |
67 |
-181 |
-73.0% |
478 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0485 |
1.0332 |
|
| R3 |
1.0459 |
1.0412 |
1.0312 |
|
| R2 |
1.0386 |
1.0386 |
1.0305 |
|
| R1 |
1.0339 |
1.0339 |
1.0299 |
1.0326 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0307 |
| S1 |
1.0266 |
1.0266 |
1.0285 |
1.0253 |
| S2 |
1.0240 |
1.0240 |
1.0279 |
|
| S3 |
1.0167 |
1.0193 |
1.0272 |
|
| S4 |
1.0094 |
1.0120 |
1.0252 |
|
|
| 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 |
1.0395 |
1.0186 |
0.0209 |
2.0% |
0.0105 |
1.0% |
51% |
False |
False |
152 |
| 10 |
1.0444 |
1.0136 |
0.0308 |
3.0% |
0.0103 |
1.0% |
51% |
False |
False |
130 |
| 20 |
1.0866 |
0.9795 |
0.1071 |
10.4% |
0.0152 |
1.5% |
46% |
False |
False |
199 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0118 |
1.1% |
46% |
False |
False |
144 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0098 |
1.0% |
46% |
False |
False |
112 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0074 |
0.7% |
46% |
False |
False |
87 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0060 |
0.6% |
46% |
False |
False |
70 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0050 |
0.5% |
58% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0551 |
|
1.618 |
1.0478 |
|
1.000 |
1.0433 |
|
0.618 |
1.0405 |
|
HIGH |
1.0360 |
|
0.618 |
1.0332 |
|
0.500 |
1.0324 |
|
0.382 |
1.0315 |
|
LOW |
1.0287 |
|
0.618 |
1.0242 |
|
1.000 |
1.0214 |
|
1.618 |
1.0169 |
|
2.618 |
1.0096 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0327 |
| PP |
1.0313 |
1.0315 |
| S1 |
1.0303 |
1.0304 |
|