CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0368 |
1.0531 |
0.0163 |
1.6% |
1.0434 |
| High |
1.0528 |
1.0533 |
0.0005 |
0.0% |
1.0630 |
| Low |
1.0360 |
1.0441 |
0.0081 |
0.8% |
1.0419 |
| Close |
1.0518 |
1.0455 |
-0.0063 |
-0.6% |
1.0504 |
| Range |
0.0168 |
0.0092 |
-0.0076 |
-45.2% |
0.0211 |
| ATR |
0.0129 |
0.0127 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
7,370 |
8,816 |
1,446 |
19.6% |
3,227 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0752 |
1.0696 |
1.0506 |
|
| R3 |
1.0660 |
1.0604 |
1.0480 |
|
| R2 |
1.0568 |
1.0568 |
1.0472 |
|
| R1 |
1.0512 |
1.0512 |
1.0463 |
1.0494 |
| PP |
1.0476 |
1.0476 |
1.0476 |
1.0468 |
| S1 |
1.0420 |
1.0420 |
1.0447 |
1.0402 |
| S2 |
1.0384 |
1.0384 |
1.0438 |
|
| S3 |
1.0292 |
1.0328 |
1.0430 |
|
| S4 |
1.0200 |
1.0236 |
1.0404 |
|
|
| 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% |
0.0121 |
1.2% |
38% |
False |
False |
6,865 |
| 10 |
1.0630 |
1.0287 |
0.0343 |
3.3% |
0.0110 |
1.0% |
49% |
False |
False |
3,585 |
| 20 |
1.0630 |
0.9962 |
0.0668 |
6.4% |
0.0115 |
1.1% |
74% |
False |
False |
1,861 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0126 |
1.2% |
61% |
False |
False |
1,020 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0111 |
1.1% |
61% |
False |
False |
708 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0086 |
0.8% |
61% |
False |
False |
533 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0070 |
0.7% |
61% |
False |
False |
427 |
| 120 |
1.0875 |
0.9726 |
0.1149 |
11.0% |
0.0059 |
0.6% |
63% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0924 |
|
2.618 |
1.0774 |
|
1.618 |
1.0682 |
|
1.000 |
1.0625 |
|
0.618 |
1.0590 |
|
HIGH |
1.0533 |
|
0.618 |
1.0498 |
|
0.500 |
1.0487 |
|
0.382 |
1.0476 |
|
LOW |
1.0441 |
|
0.618 |
1.0384 |
|
1.000 |
1.0349 |
|
1.618 |
1.0292 |
|
2.618 |
1.0200 |
|
4.250 |
1.0050 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0487 |
1.0450 |
| PP |
1.0476 |
1.0446 |
| S1 |
1.0466 |
1.0441 |
|