CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0528 |
1.0536 |
0.0008 |
0.1% |
1.0237 |
| High |
1.0580 |
1.0578 |
-0.0002 |
0.0% |
1.0448 |
| Low |
1.0482 |
1.0518 |
0.0036 |
0.3% |
1.0218 |
| Close |
1.0572 |
1.0552 |
-0.0020 |
-0.2% |
1.0419 |
| Range |
0.0098 |
0.0060 |
-0.0038 |
-38.8% |
0.0230 |
| ATR |
0.0134 |
0.0128 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
424 |
376 |
-48 |
-11.3% |
747 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0701 |
1.0585 |
|
| R3 |
1.0669 |
1.0641 |
1.0569 |
|
| R2 |
1.0609 |
1.0609 |
1.0563 |
|
| R1 |
1.0581 |
1.0581 |
1.0558 |
1.0595 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0557 |
| S1 |
1.0521 |
1.0521 |
1.0547 |
1.0535 |
| S2 |
1.0489 |
1.0489 |
1.0541 |
|
| S3 |
1.0429 |
1.0461 |
1.0536 |
|
| S4 |
1.0369 |
1.0401 |
1.0519 |
|
|
| 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% |
90% |
False |
False |
306 |
| 10 |
1.0580 |
1.0186 |
0.0394 |
3.7% |
0.0108 |
1.0% |
93% |
False |
False |
231 |
| 20 |
1.0600 |
0.9795 |
0.0805 |
7.6% |
0.0149 |
1.4% |
94% |
False |
False |
232 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0120 |
1.1% |
70% |
False |
False |
166 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0104 |
1.0% |
70% |
False |
False |
136 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0079 |
0.7% |
70% |
False |
False |
104 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.2% |
0.0064 |
0.6% |
70% |
False |
False |
84 |
| 120 |
1.0875 |
0.9483 |
0.1392 |
13.2% |
0.0054 |
0.5% |
77% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0735 |
|
1.618 |
1.0675 |
|
1.000 |
1.0638 |
|
0.618 |
1.0615 |
|
HIGH |
1.0578 |
|
0.618 |
1.0555 |
|
0.500 |
1.0548 |
|
0.382 |
1.0541 |
|
LOW |
1.0518 |
|
0.618 |
1.0481 |
|
1.000 |
1.0458 |
|
1.618 |
1.0421 |
|
2.618 |
1.0361 |
|
4.250 |
1.0263 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0551 |
1.0535 |
| PP |
1.0549 |
1.0517 |
| S1 |
1.0548 |
1.0500 |
|