CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0564 |
1.0607 |
0.0043 |
0.4% |
1.0372 |
| High |
1.0646 |
1.0685 |
0.0039 |
0.4% |
1.0685 |
| Low |
1.0563 |
1.0569 |
0.0006 |
0.1% |
1.0281 |
| Close |
1.0626 |
1.0682 |
0.0056 |
0.5% |
1.0682 |
| Range |
0.0083 |
0.0116 |
0.0033 |
39.8% |
0.0404 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
95,741 |
92,402 |
-3,339 |
-3.5% |
533,879 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0954 |
1.0746 |
|
| R3 |
1.0877 |
1.0838 |
1.0714 |
|
| R2 |
1.0761 |
1.0761 |
1.0703 |
|
| R1 |
1.0722 |
1.0722 |
1.0693 |
1.0742 |
| PP |
1.0645 |
1.0645 |
1.0645 |
1.0655 |
| S1 |
1.0606 |
1.0606 |
1.0671 |
1.0626 |
| S2 |
1.0529 |
1.0529 |
1.0661 |
|
| S3 |
1.0413 |
1.0490 |
1.0650 |
|
| S4 |
1.0297 |
1.0374 |
1.0618 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1626 |
1.0904 |
|
| R3 |
1.1357 |
1.1222 |
1.0793 |
|
| R2 |
1.0953 |
1.0953 |
1.0756 |
|
| R1 |
1.0818 |
1.0818 |
1.0719 |
1.0886 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0583 |
| S1 |
1.0414 |
1.0414 |
1.0645 |
1.0482 |
| S2 |
1.0145 |
1.0145 |
1.0608 |
|
| S3 |
0.9741 |
1.0010 |
1.0571 |
|
| S4 |
0.9337 |
0.9606 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0114 |
1.1% |
99% |
True |
False |
106,775 |
| 10 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0111 |
1.0% |
99% |
True |
False |
104,861 |
| 20 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0116 |
1.1% |
99% |
True |
False |
95,019 |
| 40 |
1.0700 |
1.0281 |
0.0419 |
3.9% |
0.0119 |
1.1% |
96% |
False |
False |
47,776 |
| 60 |
1.0806 |
1.0189 |
0.0617 |
5.8% |
0.0108 |
1.0% |
80% |
False |
False |
31,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.0989 |
|
1.618 |
1.0873 |
|
1.000 |
1.0801 |
|
0.618 |
1.0757 |
|
HIGH |
1.0685 |
|
0.618 |
1.0641 |
|
0.500 |
1.0627 |
|
0.382 |
1.0613 |
|
LOW |
1.0569 |
|
0.618 |
1.0497 |
|
1.000 |
1.0453 |
|
1.618 |
1.0381 |
|
2.618 |
1.0265 |
|
4.250 |
1.0076 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0638 |
| PP |
1.0645 |
1.0593 |
| S1 |
1.0627 |
1.0549 |
|