CME Australian Dollar Future September 2011
| 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 |
1.0495 |
1.0343 |
-0.0152 |
-1.4% |
1.0328 |
| High |
1.0518 |
1.0443 |
-0.0075 |
-0.7% |
1.0557 |
| Low |
1.0312 |
1.0276 |
-0.0036 |
-0.3% |
1.0276 |
| Close |
1.0334 |
1.0352 |
0.0018 |
0.2% |
1.0352 |
| Range |
0.0206 |
0.0167 |
-0.0039 |
-18.9% |
0.0281 |
| ATR |
0.0176 |
0.0176 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
124,597 |
130,559 |
5,962 |
4.8% |
543,960 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0772 |
1.0444 |
|
| R3 |
1.0691 |
1.0605 |
1.0398 |
|
| R2 |
1.0524 |
1.0524 |
1.0383 |
|
| R1 |
1.0438 |
1.0438 |
1.0367 |
1.0481 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0379 |
| S1 |
1.0271 |
1.0271 |
1.0337 |
1.0314 |
| S2 |
1.0190 |
1.0190 |
1.0321 |
|
| S3 |
1.0023 |
1.0104 |
1.0306 |
|
| S4 |
0.9856 |
0.9937 |
1.0260 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1238 |
1.1076 |
1.0507 |
|
| R3 |
1.0957 |
1.0795 |
1.0429 |
|
| R2 |
1.0676 |
1.0676 |
1.0404 |
|
| R1 |
1.0514 |
1.0514 |
1.0378 |
1.0595 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0436 |
| S1 |
1.0233 |
1.0233 |
1.0326 |
1.0314 |
| S2 |
1.0114 |
1.0114 |
1.0300 |
|
| S3 |
0.9833 |
0.9952 |
1.0275 |
|
| S4 |
0.9552 |
0.9671 |
1.0197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0557 |
1.0276 |
0.0281 |
2.7% |
0.0160 |
1.5% |
27% |
False |
True |
108,792 |
| 10 |
1.0557 |
0.9871 |
0.0686 |
6.6% |
0.0214 |
2.1% |
70% |
False |
False |
160,044 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0184 |
1.8% |
42% |
False |
False |
148,310 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0148 |
1.4% |
42% |
False |
False |
128,145 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0138 |
1.3% |
42% |
False |
False |
106,695 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0133 |
1.3% |
42% |
False |
False |
80,082 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
11.0% |
0.0121 |
1.2% |
42% |
False |
False |
64,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.0880 |
|
1.618 |
1.0713 |
|
1.000 |
1.0610 |
|
0.618 |
1.0546 |
|
HIGH |
1.0443 |
|
0.618 |
1.0379 |
|
0.500 |
1.0360 |
|
0.382 |
1.0340 |
|
LOW |
1.0276 |
|
0.618 |
1.0173 |
|
1.000 |
1.0109 |
|
1.618 |
1.0006 |
|
2.618 |
0.9839 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0417 |
| PP |
1.0357 |
1.0395 |
| S1 |
1.0355 |
1.0374 |
|