CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0607 |
1.0669 |
0.0062 |
0.6% |
1.0372 |
| High |
1.0685 |
1.0682 |
-0.0003 |
0.0% |
1.0685 |
| Low |
1.0569 |
1.0563 |
-0.0006 |
-0.1% |
1.0281 |
| Close |
1.0682 |
1.0590 |
-0.0092 |
-0.9% |
1.0682 |
| Range |
0.0116 |
0.0119 |
0.0003 |
2.6% |
0.0404 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.1% |
0.0000 |
| Volume |
92,402 |
102,759 |
10,357 |
11.2% |
533,879 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0969 |
1.0898 |
1.0655 |
|
| R3 |
1.0850 |
1.0779 |
1.0623 |
|
| R2 |
1.0731 |
1.0731 |
1.0612 |
|
| R1 |
1.0660 |
1.0660 |
1.0601 |
1.0636 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0600 |
| S1 |
1.0541 |
1.0541 |
1.0579 |
1.0517 |
| S2 |
1.0493 |
1.0493 |
1.0568 |
|
| S3 |
1.0374 |
1.0422 |
1.0557 |
|
| S4 |
1.0255 |
1.0303 |
1.0525 |
|
|
| 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 |
1.0328 |
0.0357 |
3.4% |
0.0119 |
1.1% |
73% |
False |
False |
103,873 |
| 10 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0111 |
1.1% |
76% |
False |
False |
106,374 |
| 20 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0118 |
1.1% |
76% |
False |
False |
99,284 |
| 40 |
1.0700 |
1.0281 |
0.0419 |
4.0% |
0.0117 |
1.1% |
74% |
False |
False |
50,338 |
| 60 |
1.0806 |
1.0189 |
0.0617 |
5.8% |
0.0109 |
1.0% |
65% |
False |
False |
33,607 |
| 80 |
1.0806 |
0.9550 |
0.1256 |
11.9% |
0.0101 |
1.0% |
83% |
False |
False |
25,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1188 |
|
2.618 |
1.0994 |
|
1.618 |
1.0875 |
|
1.000 |
1.0801 |
|
0.618 |
1.0756 |
|
HIGH |
1.0682 |
|
0.618 |
1.0637 |
|
0.500 |
1.0623 |
|
0.382 |
1.0608 |
|
LOW |
1.0563 |
|
0.618 |
1.0489 |
|
1.000 |
1.0444 |
|
1.618 |
1.0370 |
|
2.618 |
1.0251 |
|
4.250 |
1.0057 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0624 |
| PP |
1.0612 |
1.0613 |
| S1 |
1.0601 |
1.0601 |
|