CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0351 |
1.0360 |
0.0009 |
0.1% |
1.0328 |
| High |
1.0436 |
1.0498 |
0.0062 |
0.6% |
1.0557 |
| Low |
1.0324 |
1.0350 |
0.0026 |
0.3% |
1.0276 |
| Close |
1.0386 |
1.0469 |
0.0083 |
0.8% |
1.0352 |
| Range |
0.0112 |
0.0148 |
0.0036 |
32.1% |
0.0281 |
| ATR |
0.0171 |
0.0170 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
80,479 |
92,195 |
11,716 |
14.6% |
543,960 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0824 |
1.0550 |
|
| R3 |
1.0735 |
1.0676 |
1.0510 |
|
| R2 |
1.0587 |
1.0587 |
1.0496 |
|
| R1 |
1.0528 |
1.0528 |
1.0483 |
1.0558 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0454 |
| S1 |
1.0380 |
1.0380 |
1.0455 |
1.0410 |
| S2 |
1.0291 |
1.0291 |
1.0442 |
|
| S3 |
1.0143 |
1.0232 |
1.0428 |
|
| S4 |
0.9995 |
1.0084 |
1.0388 |
|
|
| 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% |
69% |
False |
False |
104,490 |
| 10 |
1.0557 |
1.0063 |
0.0494 |
4.7% |
0.0166 |
1.6% |
82% |
False |
False |
126,674 |
| 20 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0185 |
1.8% |
53% |
False |
False |
148,646 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0149 |
1.4% |
53% |
False |
False |
127,086 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0139 |
1.3% |
53% |
False |
False |
109,561 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0134 |
1.3% |
53% |
False |
False |
82,236 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0122 |
1.2% |
53% |
False |
False |
65,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.0885 |
|
1.618 |
1.0737 |
|
1.000 |
1.0646 |
|
0.618 |
1.0589 |
|
HIGH |
1.0498 |
|
0.618 |
1.0441 |
|
0.500 |
1.0424 |
|
0.382 |
1.0407 |
|
LOW |
1.0350 |
|
0.618 |
1.0259 |
|
1.000 |
1.0202 |
|
1.618 |
1.0111 |
|
2.618 |
0.9963 |
|
4.250 |
0.9721 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0442 |
| PP |
1.0439 |
1.0414 |
| S1 |
1.0424 |
1.0387 |
|