CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0179 |
1.0253 |
0.0074 |
0.7% |
1.0276 |
| High |
1.0200 |
1.0359 |
0.0159 |
1.6% |
1.0276 |
| Low |
1.0136 |
1.0246 |
0.0110 |
1.1% |
0.9795 |
| Close |
1.0212 |
1.0357 |
0.0145 |
1.4% |
1.0212 |
| Range |
0.0064 |
0.0113 |
0.0049 |
76.6% |
0.0481 |
| ATR |
0.0157 |
0.0157 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
168 |
82 |
-86 |
-51.2% |
1,790 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0621 |
1.0419 |
|
| R3 |
1.0547 |
1.0508 |
1.0388 |
|
| R2 |
1.0434 |
1.0434 |
1.0378 |
|
| R1 |
1.0395 |
1.0395 |
1.0367 |
1.0415 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0330 |
| S1 |
1.0282 |
1.0282 |
1.0347 |
1.0302 |
| S2 |
1.0208 |
1.0208 |
1.0336 |
|
| S3 |
1.0095 |
1.0169 |
1.0326 |
|
| S4 |
0.9982 |
1.0056 |
1.0295 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1537 |
1.1356 |
1.0477 |
|
| R3 |
1.1056 |
1.0875 |
1.0344 |
|
| R2 |
1.0575 |
1.0575 |
1.0300 |
|
| R1 |
1.0394 |
1.0394 |
1.0256 |
1.0244 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0020 |
| S1 |
0.9913 |
0.9913 |
1.0168 |
0.9763 |
| S2 |
0.9613 |
0.9613 |
1.0124 |
|
| S3 |
0.9132 |
0.9432 |
1.0080 |
|
| S4 |
0.8651 |
0.8951 |
0.9947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0359 |
0.9795 |
0.0564 |
5.4% |
0.0211 |
2.0% |
100% |
True |
False |
272 |
| 10 |
1.0797 |
0.9795 |
0.1002 |
9.7% |
0.0197 |
1.9% |
56% |
False |
False |
267 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0147 |
1.4% |
52% |
False |
False |
179 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0112 |
1.1% |
52% |
False |
False |
133 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0084 |
0.8% |
52% |
False |
False |
96 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0064 |
0.6% |
52% |
False |
False |
74 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0052 |
0.5% |
52% |
False |
False |
59 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.4% |
0.0043 |
0.4% |
63% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0655 |
|
1.618 |
1.0542 |
|
1.000 |
1.0472 |
|
0.618 |
1.0429 |
|
HIGH |
1.0359 |
|
0.618 |
1.0316 |
|
0.500 |
1.0303 |
|
0.382 |
1.0289 |
|
LOW |
1.0246 |
|
0.618 |
1.0176 |
|
1.000 |
1.0133 |
|
1.618 |
1.0063 |
|
2.618 |
0.9950 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0292 |
| PP |
1.0321 |
1.0226 |
| S1 |
1.0303 |
1.0161 |
|