CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0434 |
1.0400 |
-0.0034 |
-0.3% |
1.0351 |
| High |
1.0483 |
1.0564 |
0.0081 |
0.8% |
1.0564 |
| Low |
1.0393 |
1.0390 |
-0.0003 |
0.0% |
1.0324 |
| Close |
1.0400 |
1.0529 |
0.0129 |
1.2% |
1.0529 |
| Range |
0.0090 |
0.0174 |
0.0084 |
93.3% |
0.0240 |
| ATR |
0.0158 |
0.0159 |
0.0001 |
0.7% |
0.0000 |
| Volume |
110,511 |
125,669 |
15,158 |
13.7% |
493,235 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0947 |
1.0625 |
|
| R3 |
1.0842 |
1.0773 |
1.0577 |
|
| R2 |
1.0668 |
1.0668 |
1.0561 |
|
| R1 |
1.0599 |
1.0599 |
1.0545 |
1.0634 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0512 |
| S1 |
1.0425 |
1.0425 |
1.0513 |
1.0460 |
| S2 |
1.0320 |
1.0320 |
1.0497 |
|
| S3 |
1.0146 |
1.0251 |
1.0481 |
|
| S4 |
0.9972 |
1.0077 |
1.0433 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1192 |
1.1101 |
1.0661 |
|
| R3 |
1.0952 |
1.0861 |
1.0595 |
|
| R2 |
1.0712 |
1.0712 |
1.0573 |
|
| R1 |
1.0621 |
1.0621 |
1.0551 |
1.0667 |
| PP |
1.0472 |
1.0472 |
1.0472 |
1.0495 |
| S1 |
1.0381 |
1.0381 |
1.0507 |
1.0427 |
| S2 |
1.0232 |
1.0232 |
1.0485 |
|
| S3 |
0.9992 |
1.0141 |
1.0463 |
|
| S4 |
0.9752 |
0.9901 |
1.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0564 |
1.0324 |
0.0240 |
2.3% |
0.0121 |
1.1% |
85% |
True |
False |
98,647 |
| 10 |
1.0564 |
1.0276 |
0.0288 |
2.7% |
0.0141 |
1.3% |
88% |
True |
False |
103,719 |
| 20 |
1.0996 |
0.9871 |
0.1125 |
10.7% |
0.0185 |
1.8% |
58% |
False |
False |
148,504 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0149 |
1.4% |
58% |
False |
False |
126,995 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0139 |
1.3% |
58% |
False |
False |
114,825 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0135 |
1.3% |
58% |
False |
False |
86,234 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.8% |
0.0124 |
1.2% |
58% |
False |
False |
69,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.1020 |
|
1.618 |
1.0846 |
|
1.000 |
1.0738 |
|
0.618 |
1.0672 |
|
HIGH |
1.0564 |
|
0.618 |
1.0498 |
|
0.500 |
1.0477 |
|
0.382 |
1.0456 |
|
LOW |
1.0390 |
|
0.618 |
1.0282 |
|
1.000 |
1.0216 |
|
1.618 |
1.0108 |
|
2.618 |
0.9934 |
|
4.250 |
0.9651 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0512 |
1.0512 |
| PP |
1.0494 |
1.0494 |
| S1 |
1.0477 |
1.0477 |
|