CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0584 |
1.0475 |
-0.0109 |
-1.0% |
1.0537 |
| High |
1.0611 |
1.0648 |
0.0037 |
0.3% |
1.0745 |
| Low |
1.0460 |
1.0466 |
0.0006 |
0.1% |
1.0529 |
| Close |
1.0471 |
1.0632 |
0.0161 |
1.5% |
1.0619 |
| Range |
0.0151 |
0.0182 |
0.0031 |
20.5% |
0.0216 |
| ATR |
0.0142 |
0.0145 |
0.0003 |
2.0% |
0.0000 |
| Volume |
0 |
83,221 |
83,221 |
|
418,028 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1128 |
1.1062 |
1.0732 |
|
| R3 |
1.0946 |
1.0880 |
1.0682 |
|
| R2 |
1.0764 |
1.0764 |
1.0665 |
|
| R1 |
1.0698 |
1.0698 |
1.0649 |
1.0731 |
| PP |
1.0582 |
1.0582 |
1.0582 |
1.0599 |
| S1 |
1.0516 |
1.0516 |
1.0615 |
1.0549 |
| S2 |
1.0400 |
1.0400 |
1.0599 |
|
| S3 |
1.0218 |
1.0334 |
1.0582 |
|
| S4 |
1.0036 |
1.0152 |
1.0532 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1165 |
1.0738 |
|
| R3 |
1.1063 |
1.0949 |
1.0678 |
|
| R2 |
1.0847 |
1.0847 |
1.0659 |
|
| R1 |
1.0733 |
1.0733 |
1.0639 |
1.0790 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0660 |
| S1 |
1.0517 |
1.0517 |
1.0599 |
1.0574 |
| S2 |
1.0415 |
1.0415 |
1.0579 |
|
| S3 |
1.0199 |
1.0301 |
1.0560 |
|
| S4 |
0.9983 |
1.0085 |
1.0500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0745 |
1.0460 |
0.0285 |
2.7% |
0.0125 |
1.2% |
60% |
False |
False |
72,369 |
| 10 |
1.0745 |
1.0390 |
0.0355 |
3.3% |
0.0117 |
1.1% |
68% |
False |
False |
82,181 |
| 20 |
1.0745 |
1.0063 |
0.0682 |
6.4% |
0.0142 |
1.3% |
83% |
False |
False |
104,427 |
| 40 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0151 |
1.4% |
67% |
False |
False |
120,235 |
| 60 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0139 |
1.3% |
67% |
False |
False |
117,391 |
| 80 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0131 |
1.2% |
67% |
False |
False |
92,480 |
| 100 |
1.1005 |
0.9871 |
0.1134 |
10.7% |
0.0127 |
1.2% |
67% |
False |
False |
74,017 |
| 120 |
1.1005 |
0.9680 |
0.1325 |
12.5% |
0.0117 |
1.1% |
72% |
False |
False |
61,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1422 |
|
2.618 |
1.1124 |
|
1.618 |
1.0942 |
|
1.000 |
1.0830 |
|
0.618 |
1.0760 |
|
HIGH |
1.0648 |
|
0.618 |
1.0578 |
|
0.500 |
1.0557 |
|
0.382 |
1.0536 |
|
LOW |
1.0466 |
|
0.618 |
1.0354 |
|
1.000 |
1.0284 |
|
1.618 |
1.0172 |
|
2.618 |
0.9990 |
|
4.250 |
0.9693 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0619 |
| PP |
1.0582 |
1.0605 |
| S1 |
1.0557 |
1.0592 |
|