CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0598 |
0.0008 |
0.1% |
1.0372 |
| High |
1.0633 |
1.0684 |
0.0051 |
0.5% |
1.0685 |
| Low |
1.0553 |
1.0583 |
0.0030 |
0.3% |
1.0281 |
| Close |
1.0583 |
1.0678 |
0.0095 |
0.9% |
1.0682 |
| Range |
0.0080 |
0.0101 |
0.0021 |
26.3% |
0.0404 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
92,256 |
97,174 |
4,918 |
5.3% |
533,879 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0916 |
1.0734 |
|
| R3 |
1.0850 |
1.0815 |
1.0706 |
|
| R2 |
1.0749 |
1.0749 |
1.0697 |
|
| R1 |
1.0714 |
1.0714 |
1.0687 |
1.0732 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0657 |
| S1 |
1.0613 |
1.0613 |
1.0669 |
1.0631 |
| S2 |
1.0547 |
1.0547 |
1.0659 |
|
| S3 |
1.0446 |
1.0512 |
1.0650 |
|
| S4 |
1.0345 |
1.0411 |
1.0622 |
|
|
| 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 |
1.0553 |
0.0132 |
1.2% |
0.0100 |
0.9% |
95% |
False |
False |
96,066 |
| 10 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0112 |
1.0% |
98% |
False |
False |
108,240 |
| 20 |
1.0685 |
1.0281 |
0.0404 |
3.8% |
0.0116 |
1.1% |
98% |
False |
False |
104,890 |
| 40 |
1.0700 |
1.0281 |
0.0419 |
3.9% |
0.0116 |
1.1% |
95% |
False |
False |
55,064 |
| 60 |
1.0806 |
1.0189 |
0.0617 |
5.8% |
0.0109 |
1.0% |
79% |
False |
False |
36,759 |
| 80 |
1.0806 |
0.9550 |
0.1256 |
11.8% |
0.0103 |
1.0% |
90% |
False |
False |
27,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.0948 |
|
1.618 |
1.0847 |
|
1.000 |
1.0785 |
|
0.618 |
1.0746 |
|
HIGH |
1.0684 |
|
0.618 |
1.0645 |
|
0.500 |
1.0634 |
|
0.382 |
1.0622 |
|
LOW |
1.0583 |
|
0.618 |
1.0521 |
|
1.000 |
1.0482 |
|
1.618 |
1.0420 |
|
2.618 |
1.0319 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0663 |
1.0658 |
| PP |
1.0648 |
1.0638 |
| S1 |
1.0634 |
1.0619 |
|