CME Australian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0598 |
1.0677 |
0.0079 |
0.7% |
1.0669 |
| High |
1.0684 |
1.0693 |
0.0009 |
0.1% |
1.0693 |
| Low |
1.0583 |
1.0608 |
0.0025 |
0.2% |
1.0553 |
| Close |
1.0678 |
1.0647 |
-0.0031 |
-0.3% |
1.0647 |
| Range |
0.0101 |
0.0085 |
-0.0016 |
-15.8% |
0.0140 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
97,174 |
111,405 |
14,231 |
14.6% |
403,594 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0861 |
1.0694 |
|
| R3 |
1.0819 |
1.0776 |
1.0670 |
|
| R2 |
1.0734 |
1.0734 |
1.0663 |
|
| R1 |
1.0691 |
1.0691 |
1.0655 |
1.0670 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0639 |
| S1 |
1.0606 |
1.0606 |
1.0639 |
1.0585 |
| S2 |
1.0564 |
1.0564 |
1.0631 |
|
| S3 |
1.0479 |
1.0521 |
1.0624 |
|
| S4 |
1.0394 |
1.0436 |
1.0600 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0989 |
1.0724 |
|
| R3 |
1.0911 |
1.0849 |
1.0686 |
|
| R2 |
1.0771 |
1.0771 |
1.0673 |
|
| R1 |
1.0709 |
1.0709 |
1.0660 |
1.0670 |
| PP |
1.0631 |
1.0631 |
1.0631 |
1.0612 |
| S1 |
1.0569 |
1.0569 |
1.0634 |
1.0530 |
| S2 |
1.0491 |
1.0491 |
1.0621 |
|
| S3 |
1.0351 |
1.0429 |
1.0609 |
|
| S4 |
1.0211 |
1.0289 |
1.0570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0693 |
1.0553 |
0.0140 |
1.3% |
0.0100 |
0.9% |
67% |
True |
False |
99,199 |
| 10 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0107 |
1.0% |
89% |
True |
False |
103,523 |
| 20 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0115 |
1.1% |
89% |
True |
False |
107,792 |
| 40 |
1.0693 |
1.0281 |
0.0412 |
3.9% |
0.0113 |
1.1% |
89% |
True |
False |
57,847 |
| 60 |
1.0806 |
1.0247 |
0.0559 |
5.3% |
0.0109 |
1.0% |
72% |
False |
False |
38,615 |
| 80 |
1.0806 |
0.9550 |
0.1256 |
11.8% |
0.0100 |
0.9% |
87% |
False |
False |
28,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0916 |
|
1.618 |
1.0831 |
|
1.000 |
1.0778 |
|
0.618 |
1.0746 |
|
HIGH |
1.0693 |
|
0.618 |
1.0661 |
|
0.500 |
1.0651 |
|
0.382 |
1.0640 |
|
LOW |
1.0608 |
|
0.618 |
1.0555 |
|
1.000 |
1.0523 |
|
1.618 |
1.0470 |
|
2.618 |
1.0385 |
|
4.250 |
1.0247 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0651 |
1.0639 |
| PP |
1.0649 |
1.0631 |
| S1 |
1.0648 |
1.0623 |
|