CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0324 |
1.0294 |
-0.0030 |
-0.3% |
1.0237 |
| High |
1.0360 |
1.0448 |
0.0088 |
0.8% |
1.0448 |
| Low |
1.0287 |
1.0294 |
0.0007 |
0.1% |
1.0218 |
| Close |
1.0292 |
1.0419 |
0.0127 |
1.2% |
1.0419 |
| Range |
0.0073 |
0.0154 |
0.0081 |
111.0% |
0.0230 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
1.0% |
0.0000 |
| Volume |
67 |
93 |
26 |
38.8% |
747 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0849 |
1.0788 |
1.0504 |
|
| R3 |
1.0695 |
1.0634 |
1.0461 |
|
| R2 |
1.0541 |
1.0541 |
1.0447 |
|
| R1 |
1.0480 |
1.0480 |
1.0433 |
1.0511 |
| PP |
1.0387 |
1.0387 |
1.0387 |
1.0402 |
| S1 |
1.0326 |
1.0326 |
1.0405 |
1.0357 |
| S2 |
1.0233 |
1.0233 |
1.0391 |
|
| S3 |
1.0079 |
1.0172 |
1.0377 |
|
| S4 |
0.9925 |
1.0018 |
1.0334 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0965 |
1.0546 |
|
| R3 |
1.0822 |
1.0735 |
1.0482 |
|
| R2 |
1.0592 |
1.0592 |
1.0461 |
|
| R1 |
1.0505 |
1.0505 |
1.0440 |
1.0549 |
| PP |
1.0362 |
1.0362 |
1.0362 |
1.0383 |
| S1 |
1.0275 |
1.0275 |
1.0398 |
1.0319 |
| S2 |
1.0132 |
1.0132 |
1.0377 |
|
| S3 |
0.9902 |
1.0045 |
1.0356 |
|
| S4 |
0.9672 |
0.9815 |
1.0293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0448 |
1.0218 |
0.0230 |
2.2% |
0.0107 |
1.0% |
87% |
True |
False |
149 |
| 10 |
1.0448 |
1.0186 |
0.0262 |
2.5% |
0.0112 |
1.1% |
89% |
True |
False |
122 |
| 20 |
1.0866 |
0.9795 |
0.1071 |
10.3% |
0.0155 |
1.5% |
58% |
False |
False |
198 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0120 |
1.2% |
58% |
False |
False |
139 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0100 |
1.0% |
58% |
False |
False |
114 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0076 |
0.7% |
58% |
False |
False |
88 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.4% |
0.0061 |
0.6% |
58% |
False |
False |
71 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.4% |
0.0052 |
0.5% |
67% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.0851 |
|
1.618 |
1.0697 |
|
1.000 |
1.0602 |
|
0.618 |
1.0543 |
|
HIGH |
1.0448 |
|
0.618 |
1.0389 |
|
0.500 |
1.0371 |
|
0.382 |
1.0353 |
|
LOW |
1.0294 |
|
0.618 |
1.0199 |
|
1.000 |
1.0140 |
|
1.618 |
1.0045 |
|
2.618 |
0.9891 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0403 |
1.0402 |
| PP |
1.0387 |
1.0385 |
| S1 |
1.0371 |
1.0368 |
|