CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0319 |
1.0143 |
-0.0176 |
-1.7% |
0.9975 |
High |
1.0319 |
1.0143 |
-0.0176 |
-1.7% |
1.0126 |
Low |
1.0319 |
1.0143 |
-0.0176 |
-1.7% |
0.9853 |
Close |
1.0319 |
1.0143 |
-0.0176 |
-1.7% |
1.0126 |
Range |
|
|
|
|
|
ATR |
0.0087 |
0.0094 |
0.0006 |
7.3% |
0.0000 |
Volume |
8 |
3 |
-5 |
-62.5% |
40 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0143 |
1.0143 |
1.0143 |
|
R3 |
1.0143 |
1.0143 |
1.0143 |
|
R2 |
1.0143 |
1.0143 |
1.0143 |
|
R1 |
1.0143 |
1.0143 |
1.0143 |
1.0143 |
PP |
1.0143 |
1.0143 |
1.0143 |
1.0143 |
S1 |
1.0143 |
1.0143 |
1.0143 |
1.0143 |
S2 |
1.0143 |
1.0143 |
1.0143 |
|
S3 |
1.0143 |
1.0143 |
1.0143 |
|
S4 |
1.0143 |
1.0143 |
1.0143 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0854 |
1.0763 |
1.0276 |
|
R3 |
1.0581 |
1.0490 |
1.0201 |
|
R2 |
1.0308 |
1.0308 |
1.0176 |
|
R1 |
1.0217 |
1.0217 |
1.0151 |
1.0263 |
PP |
1.0035 |
1.0035 |
1.0035 |
1.0058 |
S1 |
0.9944 |
0.9944 |
1.0101 |
0.9990 |
S2 |
0.9762 |
0.9762 |
1.0076 |
|
S3 |
0.9489 |
0.9671 |
1.0051 |
|
S4 |
0.9216 |
0.9398 |
0.9976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0319 |
1.0126 |
0.0193 |
1.9% |
0.0000 |
0.0% |
9% |
False |
False |
7 |
10 |
1.0319 |
0.9853 |
0.0466 |
4.6% |
0.0000 |
0.0% |
62% |
False |
False |
7 |
20 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0001 |
0.0% |
34% |
False |
False |
5 |
40 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0001 |
0.0% |
34% |
False |
False |
3 |
60 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0000 |
0.0% |
34% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0143 |
2.618 |
1.0143 |
1.618 |
1.0143 |
1.000 |
1.0143 |
0.618 |
1.0143 |
HIGH |
1.0143 |
0.618 |
1.0143 |
0.500 |
1.0143 |
0.382 |
1.0143 |
LOW |
1.0143 |
0.618 |
1.0143 |
1.000 |
1.0143 |
1.618 |
1.0143 |
2.618 |
1.0143 |
4.250 |
1.0143 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0143 |
1.0231 |
PP |
1.0143 |
1.0202 |
S1 |
1.0143 |
1.0172 |
|