CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0536 |
1.0557 |
0.0021 |
0.2% |
1.0237 |
| High |
1.0578 |
1.0630 |
0.0052 |
0.5% |
1.0448 |
| Low |
1.0518 |
1.0549 |
0.0031 |
0.3% |
1.0218 |
| Close |
1.0552 |
1.0608 |
0.0056 |
0.5% |
1.0419 |
| Range |
0.0060 |
0.0081 |
0.0021 |
35.0% |
0.0230 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
376 |
985 |
609 |
162.0% |
747 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0804 |
1.0653 |
|
| R3 |
1.0758 |
1.0723 |
1.0630 |
|
| R2 |
1.0677 |
1.0677 |
1.0623 |
|
| R1 |
1.0642 |
1.0642 |
1.0615 |
1.0660 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0604 |
| S1 |
1.0561 |
1.0561 |
1.0601 |
1.0579 |
| S2 |
1.0515 |
1.0515 |
1.0593 |
|
| S3 |
1.0434 |
1.0480 |
1.0586 |
|
| S4 |
1.0353 |
1.0399 |
1.0563 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0965 |
1.0546 |
|
| R3 |
1.0822 |
1.0735 |
1.0482 |
|
| R2 |
1.0592 |
1.0592 |
1.0461 |
|
| R1 |
1.0505 |
1.0505 |
1.0440 |
1.0549 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0383 |
| S1 |
1.0275 |
1.0275 |
1.0398 |
1.0319 |
| S2 |
1.0132 |
1.0132 |
1.0377 |
|
| S3 |
0.9902 |
1.0045 |
1.0356 |
|
| S4 |
0.9672 |
0.9815 |
1.0293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0630 |
1.0294 |
0.0336 |
3.2% |
0.0099 |
0.9% |
93% |
True |
False |
489 |
| 10 |
1.0630 |
1.0186 |
0.0444 |
4.2% |
0.0102 |
1.0% |
95% |
True |
False |
321 |
| 20 |
1.0630 |
0.9795 |
0.0835 |
7.9% |
0.0138 |
1.3% |
97% |
True |
False |
277 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0121 |
1.1% |
75% |
False |
False |
190 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0105 |
1.0% |
75% |
False |
False |
153 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0080 |
0.8% |
75% |
False |
False |
117 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0065 |
0.6% |
75% |
False |
False |
94 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.1% |
0.0054 |
0.5% |
81% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0842 |
|
1.618 |
1.0761 |
|
1.000 |
1.0711 |
|
0.618 |
1.0680 |
|
HIGH |
1.0630 |
|
0.618 |
1.0599 |
|
0.500 |
1.0590 |
|
0.382 |
1.0580 |
|
LOW |
1.0549 |
|
0.618 |
1.0499 |
|
1.000 |
1.0468 |
|
1.618 |
1.0418 |
|
2.618 |
1.0337 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0602 |
1.0591 |
| PP |
1.0596 |
1.0573 |
| S1 |
1.0590 |
1.0556 |
|