CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0226 |
1.0000 |
-0.0226 |
-2.2% |
1.0829 |
| High |
1.0226 |
1.0218 |
-0.0008 |
-0.1% |
1.0866 |
| Low |
1.0034 |
0.9962 |
-0.0072 |
-0.7% |
1.0222 |
| Close |
1.0109 |
1.0159 |
0.0050 |
0.5% |
1.0311 |
| Range |
0.0192 |
0.0256 |
0.0064 |
33.3% |
0.0644 |
| ATR |
0.0157 |
0.0165 |
0.0007 |
4.5% |
0.0000 |
| Volume |
811 |
138 |
-673 |
-83.0% |
961 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0776 |
1.0300 |
|
| R3 |
1.0625 |
1.0520 |
1.0229 |
|
| R2 |
1.0369 |
1.0369 |
1.0206 |
|
| R1 |
1.0264 |
1.0264 |
1.0182 |
1.0317 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0139 |
| S1 |
1.0008 |
1.0008 |
1.0136 |
1.0061 |
| S2 |
0.9857 |
0.9857 |
1.0112 |
|
| S3 |
0.9601 |
0.9752 |
1.0089 |
|
| S4 |
0.9345 |
0.9496 |
1.0018 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2398 |
1.1999 |
1.0665 |
|
| R3 |
1.1754 |
1.1355 |
1.0488 |
|
| R2 |
1.1110 |
1.1110 |
1.0429 |
|
| R1 |
1.0711 |
1.0711 |
1.0370 |
1.0589 |
| PP |
1.0466 |
1.0466 |
1.0466 |
1.0405 |
| S1 |
1.0067 |
1.0067 |
1.0252 |
0.9945 |
| S2 |
0.9822 |
0.9822 |
1.0193 |
|
| S3 |
0.9178 |
0.9423 |
1.0134 |
|
| S4 |
0.8534 |
0.8779 |
0.9957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0361 |
0.9795 |
0.0566 |
5.6% |
0.0247 |
2.4% |
64% |
False |
False |
362 |
| 10 |
1.0866 |
0.9795 |
0.1071 |
10.5% |
0.0202 |
2.0% |
34% |
False |
False |
269 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0146 |
1.4% |
34% |
False |
False |
183 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0112 |
1.1% |
34% |
False |
False |
134 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0081 |
0.8% |
34% |
False |
False |
92 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.6% |
0.0062 |
0.6% |
34% |
False |
False |
71 |
| 100 |
1.0875 |
0.9786 |
0.1089 |
10.7% |
0.0050 |
0.5% |
34% |
False |
False |
57 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.7% |
0.0042 |
0.4% |
49% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.0888 |
|
1.618 |
1.0632 |
|
1.000 |
1.0474 |
|
0.618 |
1.0376 |
|
HIGH |
1.0218 |
|
0.618 |
1.0120 |
|
0.500 |
1.0090 |
|
0.382 |
1.0060 |
|
LOW |
0.9962 |
|
0.618 |
0.9804 |
|
1.000 |
0.9706 |
|
1.618 |
0.9548 |
|
2.618 |
0.9292 |
|
4.250 |
0.8874 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0110 |
| PP |
1.0113 |
1.0060 |
| S1 |
1.0090 |
1.0011 |
|