CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0025 |
1.0075 |
0.0050 |
0.5% |
1.0648 |
High |
1.0025 |
1.0075 |
0.0050 |
0.5% |
1.0648 |
Low |
1.0025 |
1.0075 |
0.0050 |
0.5% |
1.0221 |
Close |
1.0025 |
1.0075 |
0.0050 |
0.5% |
1.0221 |
Range |
|
|
|
|
|
ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.2% |
0.0000 |
Volume |
8 |
8 |
0 |
0.0% |
22 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0075 |
1.0075 |
1.0075 |
|
R3 |
1.0075 |
1.0075 |
1.0075 |
|
R2 |
1.0075 |
1.0075 |
1.0075 |
|
R1 |
1.0075 |
1.0075 |
1.0075 |
1.0075 |
PP |
1.0075 |
1.0075 |
1.0075 |
1.0075 |
S1 |
1.0075 |
1.0075 |
1.0075 |
1.0075 |
S2 |
1.0075 |
1.0075 |
1.0075 |
|
S3 |
1.0075 |
1.0075 |
1.0075 |
|
S4 |
1.0075 |
1.0075 |
1.0075 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1644 |
1.1360 |
1.0456 |
|
R3 |
1.1217 |
1.0933 |
1.0338 |
|
R2 |
1.0790 |
1.0790 |
1.0299 |
|
R1 |
1.0506 |
1.0506 |
1.0260 |
1.0435 |
PP |
1.0363 |
1.0363 |
1.0363 |
1.0328 |
S1 |
1.0079 |
1.0079 |
1.0182 |
1.0008 |
S2 |
0.9936 |
0.9936 |
1.0143 |
|
S3 |
0.9509 |
0.9652 |
1.0104 |
|
S4 |
0.9082 |
0.9225 |
0.9986 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0221 |
0.9853 |
0.0368 |
3.7% |
0.0000 |
0.0% |
60% |
False |
False |
8 |
10 |
1.0692 |
0.9853 |
0.0839 |
8.3% |
0.0003 |
0.0% |
26% |
False |
False |
5 |
20 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0001 |
0.0% |
26% |
False |
False |
3 |
40 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0001 |
0.0% |
26% |
False |
False |
2 |
60 |
1.0696 |
0.9853 |
0.0843 |
8.4% |
0.0000 |
0.0% |
26% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0075 |
2.618 |
1.0075 |
1.618 |
1.0075 |
1.000 |
1.0075 |
0.618 |
1.0075 |
HIGH |
1.0075 |
0.618 |
1.0075 |
0.500 |
1.0075 |
0.382 |
1.0075 |
LOW |
1.0075 |
0.618 |
1.0075 |
1.000 |
1.0075 |
1.618 |
1.0075 |
2.618 |
1.0075 |
4.250 |
1.0075 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0075 |
1.0038 |
PP |
1.0075 |
1.0001 |
S1 |
1.0075 |
0.9964 |
|