CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0638 |
1.0652 |
0.0014 |
0.1% |
1.0351 |
| High |
1.0694 |
1.0695 |
0.0001 |
0.0% |
1.0564 |
| Low |
1.0595 |
1.0626 |
0.0031 |
0.3% |
1.0324 |
| Close |
1.0685 |
1.0666 |
-0.0019 |
-0.2% |
1.0529 |
| Range |
0.0099 |
0.0069 |
-0.0030 |
-30.3% |
0.0240 |
| ATR |
0.0151 |
0.0145 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
79,936 |
79,410 |
-526 |
-0.7% |
493,235 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0837 |
1.0704 |
|
| R3 |
1.0800 |
1.0768 |
1.0685 |
|
| R2 |
1.0731 |
1.0731 |
1.0679 |
|
| R1 |
1.0699 |
1.0699 |
1.0672 |
1.0715 |
| PP |
1.0662 |
1.0662 |
1.0662 |
1.0671 |
| S1 |
1.0630 |
1.0630 |
1.0660 |
1.0646 |
| S2 |
1.0593 |
1.0593 |
1.0653 |
|
| S3 |
1.0524 |
1.0561 |
1.0647 |
|
| S4 |
1.0455 |
1.0492 |
1.0628 |
|
|
| 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 |
1.0695 |
1.0390 |
0.0305 |
2.9% |
0.0107 |
1.0% |
90% |
True |
False |
90,998 |
| 10 |
1.0695 |
1.0276 |
0.0419 |
3.9% |
0.0125 |
1.2% |
93% |
True |
False |
96,720 |
| 20 |
1.0720 |
0.9871 |
0.0849 |
8.0% |
0.0175 |
1.6% |
94% |
False |
False |
138,354 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0148 |
1.4% |
70% |
False |
False |
125,280 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0138 |
1.3% |
70% |
False |
False |
117,519 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0132 |
1.2% |
70% |
False |
False |
88,959 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.6% |
0.0124 |
1.2% |
70% |
False |
False |
71,197 |
| 120 |
1.1005 |
0.9550 |
0.1455 |
13.6% |
0.0117 |
1.1% |
77% |
False |
False |
59,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0988 |
|
2.618 |
1.0876 |
|
1.618 |
1.0807 |
|
1.000 |
1.0764 |
|
0.618 |
1.0738 |
|
HIGH |
1.0695 |
|
0.618 |
1.0669 |
|
0.500 |
1.0661 |
|
0.382 |
1.0652 |
|
LOW |
1.0626 |
|
0.618 |
1.0583 |
|
1.000 |
1.0557 |
|
1.618 |
1.0514 |
|
2.618 |
1.0445 |
|
4.250 |
1.0333 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0648 |
| PP |
1.0662 |
1.0630 |
| S1 |
1.0661 |
1.0612 |
|