CME Australian Dollar Future March 2012
Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0143 |
1.0161 |
0.0018 |
0.2% |
1.0267 |
High |
1.0143 |
1.0161 |
0.0018 |
0.2% |
1.0319 |
Low |
1.0143 |
1.0161 |
0.0018 |
0.2% |
1.0143 |
Close |
1.0143 |
1.0161 |
0.0018 |
0.2% |
1.0161 |
Range |
|
|
|
|
|
ATR |
0.0094 |
0.0088 |
-0.0005 |
-5.8% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
30 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0161 |
1.0161 |
1.0161 |
|
R3 |
1.0161 |
1.0161 |
1.0161 |
|
R2 |
1.0161 |
1.0161 |
1.0161 |
|
R1 |
1.0161 |
1.0161 |
1.0161 |
1.0161 |
PP |
1.0161 |
1.0161 |
1.0161 |
1.0161 |
S1 |
1.0161 |
1.0161 |
1.0161 |
1.0161 |
S2 |
1.0161 |
1.0161 |
1.0161 |
|
S3 |
1.0161 |
1.0161 |
1.0161 |
|
S4 |
1.0161 |
1.0161 |
1.0161 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0736 |
1.0624 |
1.0258 |
|
R3 |
1.0560 |
1.0448 |
1.0209 |
|
R2 |
1.0384 |
1.0384 |
1.0193 |
|
R1 |
1.0272 |
1.0272 |
1.0177 |
1.0240 |
PP |
1.0208 |
1.0208 |
1.0208 |
1.0192 |
S1 |
1.0096 |
1.0096 |
1.0145 |
1.0064 |
S2 |
1.0032 |
1.0032 |
1.0129 |
|
S3 |
0.9856 |
0.9920 |
1.0113 |
|
S4 |
0.9680 |
0.9744 |
1.0064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0319 |
1.0143 |
0.0176 |
1.7% |
0.0000 |
0.0% |
10% |
False |
False |
6 |
10 |
1.0319 |
0.9853 |
0.0466 |
4.6% |
0.0000 |
0.0% |
66% |
False |
False |
7 |
20 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0001 |
0.0% |
37% |
False |
False |
5 |
40 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0001 |
0.0% |
37% |
False |
False |
3 |
60 |
1.0696 |
0.9853 |
0.0843 |
8.3% |
0.0000 |
0.0% |
37% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0161 |
2.618 |
1.0161 |
1.618 |
1.0161 |
1.000 |
1.0161 |
0.618 |
1.0161 |
HIGH |
1.0161 |
0.618 |
1.0161 |
0.500 |
1.0161 |
0.382 |
1.0161 |
LOW |
1.0161 |
0.618 |
1.0161 |
1.000 |
1.0161 |
1.618 |
1.0161 |
2.618 |
1.0161 |
4.250 |
1.0161 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0161 |
1.0231 |
PP |
1.0161 |
1.0208 |
S1 |
1.0161 |
1.0184 |
|