CME Australian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0368 |
-0.0100 |
-1.0% |
1.0434 |
| High |
1.0504 |
1.0528 |
0.0024 |
0.2% |
1.0630 |
| Low |
1.0349 |
1.0360 |
0.0011 |
0.1% |
1.0419 |
| Close |
1.0361 |
1.0518 |
0.0157 |
1.5% |
1.0504 |
| Range |
0.0155 |
0.0168 |
0.0013 |
8.4% |
0.0211 |
| ATR |
0.0126 |
0.0129 |
0.0003 |
2.4% |
0.0000 |
| Volume |
16,283 |
7,370 |
-8,913 |
-54.7% |
3,227 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0913 |
1.0610 |
|
| R3 |
1.0805 |
1.0745 |
1.0564 |
|
| R2 |
1.0637 |
1.0637 |
1.0549 |
|
| R1 |
1.0577 |
1.0577 |
1.0533 |
1.0607 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0484 |
| S1 |
1.0409 |
1.0409 |
1.0503 |
1.0439 |
| S2 |
1.0301 |
1.0301 |
1.0487 |
|
| S3 |
1.0133 |
1.0241 |
1.0472 |
|
| S4 |
0.9965 |
1.0073 |
1.0426 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1038 |
1.0620 |
|
| R3 |
1.0940 |
1.0827 |
1.0562 |
|
| R2 |
1.0729 |
1.0729 |
1.0543 |
|
| R1 |
1.0616 |
1.0616 |
1.0523 |
1.0673 |
| PP |
1.0518 |
1.0518 |
1.0518 |
1.0546 |
| S1 |
1.0405 |
1.0405 |
1.0485 |
1.0462 |
| S2 |
1.0307 |
1.0307 |
1.0465 |
|
| S3 |
1.0096 |
1.0194 |
1.0446 |
|
| S4 |
0.9885 |
0.9983 |
1.0388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0630 |
1.0349 |
0.0281 |
2.7% |
0.0115 |
1.1% |
60% |
False |
False |
5,177 |
| 10 |
1.0630 |
1.0287 |
0.0343 |
3.3% |
0.0106 |
1.0% |
67% |
False |
False |
2,728 |
| 20 |
1.0630 |
0.9962 |
0.0668 |
6.4% |
0.0120 |
1.1% |
83% |
False |
False |
1,461 |
| 40 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0127 |
1.2% |
67% |
False |
False |
801 |
| 60 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0112 |
1.1% |
67% |
False |
False |
561 |
| 80 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0085 |
0.8% |
67% |
False |
False |
423 |
| 100 |
1.0875 |
0.9795 |
0.1080 |
10.3% |
0.0069 |
0.7% |
67% |
False |
False |
339 |
| 120 |
1.0875 |
0.9631 |
0.1244 |
11.8% |
0.0058 |
0.6% |
71% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.0968 |
|
1.618 |
1.0800 |
|
1.000 |
1.0696 |
|
0.618 |
1.0632 |
|
HIGH |
1.0528 |
|
0.618 |
1.0464 |
|
0.500 |
1.0444 |
|
0.382 |
1.0424 |
|
LOW |
1.0360 |
|
0.618 |
1.0256 |
|
1.000 |
1.0192 |
|
1.618 |
1.0088 |
|
2.618 |
0.9920 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0493 |
1.0505 |
| PP |
1.0469 |
1.0492 |
| S1 |
1.0444 |
1.0479 |
|