CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0294 |
1.0434 |
0.0140 |
1.4% |
1.0237 |
| High |
1.0448 |
1.0523 |
0.0075 |
0.7% |
1.0448 |
| Low |
1.0294 |
1.0419 |
0.0125 |
1.2% |
1.0218 |
| Close |
1.0419 |
1.0498 |
0.0079 |
0.8% |
1.0419 |
| Range |
0.0154 |
0.0104 |
-0.0050 |
-32.5% |
0.0230 |
| ATR |
0.0139 |
0.0136 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
93 |
570 |
477 |
512.9% |
747 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0749 |
1.0555 |
|
| R3 |
1.0688 |
1.0645 |
1.0527 |
|
| R2 |
1.0584 |
1.0584 |
1.0517 |
|
| R1 |
1.0541 |
1.0541 |
1.0508 |
1.0563 |
| PP |
1.0480 |
1.0480 |
1.0480 |
1.0491 |
| S1 |
1.0437 |
1.0437 |
1.0488 |
1.0459 |
| S2 |
1.0376 |
1.0376 |
1.0479 |
|
| S3 |
1.0272 |
1.0333 |
1.0469 |
|
| S4 |
1.0168 |
1.0229 |
1.0441 |
|
|
| 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 |
1.0523 |
1.0258 |
0.0265 |
2.5% |
0.0106 |
1.0% |
91% |
True |
False |
241 |
| 10 |
1.0523 |
1.0186 |
0.0337 |
3.2% |
0.0111 |
1.1% |
93% |
True |
False |
171 |
| 20 |
1.0797 |
0.9795 |
0.1002 |
9.5% |
0.0154 |
1.5% |
70% |
False |
False |
219 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0120 |
1.1% |
65% |
False |
False |
150 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0101 |
1.0% |
65% |
False |
False |
123 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0078 |
0.7% |
65% |
False |
False |
95 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0062 |
0.6% |
65% |
False |
False |
76 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.3% |
0.0052 |
0.5% |
73% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0965 |
|
2.618 |
1.0795 |
|
1.618 |
1.0691 |
|
1.000 |
1.0627 |
|
0.618 |
1.0587 |
|
HIGH |
1.0523 |
|
0.618 |
1.0483 |
|
0.500 |
1.0471 |
|
0.382 |
1.0459 |
|
LOW |
1.0419 |
|
0.618 |
1.0355 |
|
1.000 |
1.0315 |
|
1.618 |
1.0251 |
|
2.618 |
1.0147 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0489 |
1.0467 |
| PP |
1.0480 |
1.0436 |
| S1 |
1.0471 |
1.0405 |
|