CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0557 |
1.0588 |
0.0031 |
0.3% |
1.0434 |
| High |
1.0630 |
1.0608 |
-0.0022 |
-0.2% |
1.0630 |
| Low |
1.0549 |
1.0497 |
-0.0052 |
-0.5% |
1.0419 |
| Close |
1.0608 |
1.0504 |
-0.0104 |
-1.0% |
1.0504 |
| Range |
0.0081 |
0.0111 |
0.0030 |
37.0% |
0.0211 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
985 |
872 |
-113 |
-11.5% |
3,227 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0798 |
1.0565 |
|
| R3 |
1.0758 |
1.0687 |
1.0535 |
|
| R2 |
1.0647 |
1.0647 |
1.0524 |
|
| R1 |
1.0576 |
1.0576 |
1.0514 |
1.0556 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0527 |
| S1 |
1.0465 |
1.0465 |
1.0494 |
1.0445 |
| S2 |
1.0425 |
1.0425 |
1.0484 |
|
| S3 |
1.0314 |
1.0354 |
1.0473 |
|
| S4 |
1.0203 |
1.0243 |
1.0443 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1038 |
1.0620 |
|
| R3 |
1.0940 |
1.0827 |
1.0562 |
|
| R2 |
1.0729 |
1.0729 |
1.0543 |
|
| R1 |
1.0616 |
1.0616 |
1.0523 |
1.0673 |
| PP |
1.0518 |
1.0518 |
1.0518 |
1.0546 |
| S1 |
1.0405 |
1.0405 |
1.0485 |
1.0462 |
| S2 |
1.0307 |
1.0307 |
1.0465 |
|
| S3 |
1.0096 |
1.0194 |
1.0446 |
|
| S4 |
0.9885 |
0.9983 |
1.0388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0630 |
1.0419 |
0.0211 |
2.0% |
0.0091 |
0.9% |
40% |
False |
False |
645 |
| 10 |
1.0630 |
1.0218 |
0.0412 |
3.9% |
0.0099 |
0.9% |
69% |
False |
False |
397 |
| 20 |
1.0630 |
0.9795 |
0.0835 |
7.9% |
0.0137 |
1.3% |
85% |
False |
False |
312 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0123 |
1.2% |
66% |
False |
False |
212 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0106 |
1.0% |
66% |
False |
False |
167 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0081 |
0.8% |
66% |
False |
False |
127 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0066 |
0.6% |
66% |
False |
False |
103 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.3% |
0.0055 |
0.5% |
73% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0899 |
|
1.618 |
1.0788 |
|
1.000 |
1.0719 |
|
0.618 |
1.0677 |
|
HIGH |
1.0608 |
|
0.618 |
1.0566 |
|
0.500 |
1.0553 |
|
0.382 |
1.0539 |
|
LOW |
1.0497 |
|
0.618 |
1.0428 |
|
1.000 |
1.0386 |
|
1.618 |
1.0317 |
|
2.618 |
1.0206 |
|
4.250 |
1.0025 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0564 |
| PP |
1.0536 |
1.0544 |
| S1 |
1.0520 |
1.0524 |
|