CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0258 |
1.0380 |
0.0122 |
1.2% |
1.0253 |
| High |
1.0395 |
1.0380 |
-0.0015 |
-0.1% |
1.0444 |
| Low |
1.0258 |
1.0320 |
0.0062 |
0.6% |
1.0186 |
| Close |
1.0363 |
1.0323 |
-0.0040 |
-0.4% |
1.0249 |
| Range |
0.0137 |
0.0060 |
-0.0077 |
-56.2% |
0.0258 |
| ATR |
0.0149 |
0.0143 |
-0.0006 |
-4.3% |
0.0000 |
| Volume |
228 |
248 |
20 |
8.8% |
478 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0482 |
1.0356 |
|
| R3 |
1.0461 |
1.0422 |
1.0340 |
|
| R2 |
1.0401 |
1.0401 |
1.0334 |
|
| R1 |
1.0362 |
1.0362 |
1.0329 |
1.0352 |
| PP |
1.0341 |
1.0341 |
1.0341 |
1.0336 |
| S1 |
1.0302 |
1.0302 |
1.0318 |
1.0292 |
| S2 |
1.0281 |
1.0281 |
1.0312 |
|
| S3 |
1.0221 |
1.0242 |
1.0307 |
|
| S4 |
1.0161 |
1.0182 |
1.0290 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1067 |
1.0916 |
1.0391 |
|
| R3 |
1.0809 |
1.0658 |
1.0320 |
|
| R2 |
1.0551 |
1.0551 |
1.0296 |
|
| R1 |
1.0400 |
1.0400 |
1.0273 |
1.0347 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0266 |
| S1 |
1.0142 |
1.0142 |
1.0225 |
1.0089 |
| S2 |
1.0035 |
1.0035 |
1.0202 |
|
| S3 |
0.9777 |
0.9884 |
1.0178 |
|
| S4 |
0.9519 |
0.9626 |
1.0107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0395 |
1.0186 |
0.0209 |
2.0% |
0.0118 |
1.1% |
66% |
False |
False |
157 |
| 10 |
1.0444 |
0.9962 |
0.0482 |
4.7% |
0.0121 |
1.2% |
75% |
False |
False |
137 |
| 20 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0153 |
1.5% |
49% |
False |
False |
200 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0120 |
1.2% |
49% |
False |
False |
145 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0097 |
0.9% |
49% |
False |
False |
111 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0074 |
0.7% |
49% |
False |
False |
86 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.5% |
0.0059 |
0.6% |
49% |
False |
False |
69 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.5% |
0.0050 |
0.5% |
60% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0635 |
|
2.618 |
1.0537 |
|
1.618 |
1.0477 |
|
1.000 |
1.0440 |
|
0.618 |
1.0417 |
|
HIGH |
1.0380 |
|
0.618 |
1.0357 |
|
0.500 |
1.0350 |
|
0.382 |
1.0343 |
|
LOW |
1.0320 |
|
0.618 |
1.0283 |
|
1.000 |
1.0260 |
|
1.618 |
1.0223 |
|
2.618 |
1.0163 |
|
4.250 |
1.0065 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0350 |
1.0318 |
| PP |
1.0341 |
1.0312 |
| S1 |
1.0332 |
1.0307 |
|