CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0434 |
1.0528 |
0.0094 |
0.9% |
1.0237 |
| High |
1.0523 |
1.0580 |
0.0057 |
0.5% |
1.0448 |
| Low |
1.0419 |
1.0482 |
0.0063 |
0.6% |
1.0218 |
| Close |
1.0498 |
1.0572 |
0.0074 |
0.7% |
1.0419 |
| Range |
0.0104 |
0.0098 |
-0.0006 |
-5.8% |
0.0230 |
| ATR |
0.0136 |
0.0134 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
570 |
424 |
-146 |
-25.6% |
747 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0803 |
1.0626 |
|
| R3 |
1.0741 |
1.0705 |
1.0599 |
|
| R2 |
1.0643 |
1.0643 |
1.0590 |
|
| R1 |
1.0607 |
1.0607 |
1.0581 |
1.0625 |
| PP |
1.0545 |
1.0545 |
1.0545 |
1.0554 |
| S1 |
1.0509 |
1.0509 |
1.0563 |
1.0527 |
| S2 |
1.0447 |
1.0447 |
1.0554 |
|
| S3 |
1.0349 |
1.0411 |
1.0545 |
|
| S4 |
1.0251 |
1.0313 |
1.0518 |
|
|
| 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 |
1.0580 |
1.0287 |
0.0293 |
2.8% |
0.0098 |
0.9% |
97% |
True |
False |
280 |
| 10 |
1.0580 |
1.0186 |
0.0394 |
3.7% |
0.0113 |
1.1% |
98% |
True |
False |
206 |
| 20 |
1.0600 |
0.9795 |
0.0805 |
7.6% |
0.0150 |
1.4% |
97% |
False |
False |
229 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0120 |
1.1% |
72% |
False |
False |
159 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0103 |
1.0% |
72% |
False |
False |
130 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0078 |
0.7% |
72% |
False |
False |
100 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0063 |
0.6% |
72% |
False |
False |
81 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.2% |
0.0053 |
0.5% |
78% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0837 |
|
1.618 |
1.0739 |
|
1.000 |
1.0678 |
|
0.618 |
1.0641 |
|
HIGH |
1.0580 |
|
0.618 |
1.0543 |
|
0.500 |
1.0531 |
|
0.382 |
1.0519 |
|
LOW |
1.0482 |
|
0.618 |
1.0421 |
|
1.000 |
1.0384 |
|
1.618 |
1.0323 |
|
2.618 |
1.0225 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0558 |
1.0527 |
| PP |
1.0545 |
1.0482 |
| S1 |
1.0531 |
1.0437 |
|