CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0588 |
1.0468 |
-0.0120 |
-1.1% |
1.0434 |
| High |
1.0608 |
1.0504 |
-0.0104 |
-1.0% |
1.0630 |
| Low |
1.0497 |
1.0349 |
-0.0148 |
-1.4% |
1.0419 |
| Close |
1.0504 |
1.0361 |
-0.0143 |
-1.4% |
1.0504 |
| Range |
0.0111 |
0.0155 |
0.0044 |
39.6% |
0.0211 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.8% |
0.0000 |
| Volume |
872 |
16,283 |
15,411 |
1,767.3% |
3,227 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0770 |
1.0446 |
|
| R3 |
1.0715 |
1.0615 |
1.0404 |
|
| R2 |
1.0560 |
1.0560 |
1.0389 |
|
| R1 |
1.0460 |
1.0460 |
1.0375 |
1.0433 |
| PP |
1.0405 |
1.0405 |
1.0405 |
1.0391 |
| S1 |
1.0305 |
1.0305 |
1.0347 |
1.0278 |
| S2 |
1.0250 |
1.0250 |
1.0333 |
|
| S3 |
1.0095 |
1.0150 |
1.0318 |
|
| S4 |
0.9940 |
0.9995 |
1.0276 |
|
|
| 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 |
1.0349 |
0.0281 |
2.7% |
0.0101 |
1.0% |
4% |
False |
True |
3,788 |
| 10 |
1.0630 |
1.0258 |
0.0372 |
3.6% |
0.0103 |
1.0% |
28% |
False |
False |
2,014 |
| 20 |
1.0630 |
0.9795 |
0.0835 |
8.1% |
0.0133 |
1.3% |
68% |
False |
False |
1,100 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0125 |
1.2% |
52% |
False |
False |
617 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0109 |
1.1% |
52% |
False |
False |
439 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0083 |
0.8% |
52% |
False |
False |
331 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0067 |
0.6% |
52% |
False |
False |
266 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.4% |
0.0057 |
0.5% |
63% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1163 |
|
2.618 |
1.0910 |
|
1.618 |
1.0755 |
|
1.000 |
1.0659 |
|
0.618 |
1.0600 |
|
HIGH |
1.0504 |
|
0.618 |
1.0445 |
|
0.500 |
1.0427 |
|
0.382 |
1.0408 |
|
LOW |
1.0349 |
|
0.618 |
1.0253 |
|
1.000 |
1.0194 |
|
1.618 |
1.0098 |
|
2.618 |
0.9943 |
|
4.250 |
0.9690 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0427 |
1.0490 |
| PP |
1.0405 |
1.0447 |
| S1 |
1.0383 |
1.0404 |
|